Data

Preprocessing
Mr. Ganpati Rathia
 Data Preprocessing

Data Preprocessing: An Overview

Data Quality
Major Tasks in Data Preprocessing
Data Cleaning
Data Integration
Data Reduction
Data Transformation and Data Discretization
Summary

2
 Data Quality: Why Preprocess the Data?

Measures for data quality: A multidimensional view

Accuracy: correct or wrong, accurate or not
Completeness: not recorded, unavailable, …
Consistency: some modified but some not,
dangling, …
Timeliness: timely update?
Believability: how trustable the data are
correct?
Interpretability: how easily the data can be
understood?
Major Tasks in Data Preprocessing
Data cleaning
Fill in missing values, smooth noisy data, identify or
remove outliers, and resolve inconsistencies
Data integration
Integration of multiple databases, data cubes, or files
Data reduction
Dimensionality reduction
Numerosity reduction
Data compression
Data transformation and data discretization
Normalization
Concept hierarchy generation
 Data Preprocessing

Data Preprocessing: An Overview

Data Quality
Major Tasks in Data Preprocessing
Data Cleaning
Data Integration
Data Reduction
Data Transformation and Data Discretization
Summary

5
 Data Cleaning
Data in the Real World Is Dirty: Lots of potentially incorrect
data, e.g., instrument faulty, human or computer error,
transmission error
incomplete: lacking attribute values, lacking certain
attributes of interest, or containing only aggregate data
e.g., Occupation=“ ” (missing data)
noisy: containing noise, errors, or outliers
e.g., Salary=“−10” (an error)
inconsistent: containing discrepancies in codes or names,
e.g.,
Age=“42”, Birthday=“03/07/2010”
Was rating “1, 2, 3”, now rating “A, B, C”
discrepancy between duplicate records
Intentional (e.g., disguised missing data)
Jan. 1 as everyone’s birthday?
 Incomplete (Missing) Data

Data is not always available

E.g., many tuples have no recorded value for
several attributes, such as customer income in
sales data
Missing data may be due to
equipment malfunction
inconsistent with other recorded data and thus
deleted
data not entered due to misunderstanding
certain data may not be considered important
at the time of entry
not register history or changes of the data
Missing data may need to be inferred
 How to Handle Missing Data?

Ignore the tuple: usually done when class label is

missing (when doing classification)—not effective
when the % of missing values per attribute varies
considerably
Fill in the missing value manually: tedious + infeasible?
Fill in it automatically with
a global constant : e.g., “unknown”, a new class?!
the attribute mean
the attribute mean for all samples belonging to the
same class: smarter
the most probable value: inference-based such as
Bayesian formula or decision tree
 Noisy Data
Noise: random error or variance in a measured
variable
Incorrect attribute values may be due to
faulty data collection instruments
data entry problems
data transmission problems
technology limitation
inconsistency in naming convention
Other data problems which require data cleaning
duplicate records
incomplete data
inconsistent data
 How to Handle Noisy Data?

Binning
first sort data and partition into (equal-
frequency) bins
then one can smooth by bin means, smooth by
bin median, smooth by bin boundaries, etc.
Regression
smooth by fitting the data into regression
functions
Clustering
detect and remove outliers
Combined computer and human inspection
detect suspicious values and check by human
(e.g., deal with possible outliers)
 Data Cleaning as a Process
Data discrepancy detection
Use metadata (e.g., domain, range, dependency,
distribution)
Check field overloading
Check uniqueness rule, consecutive rule and null rule
Use commercial tools
Data scrubbing: use simple domain knowledge (e.g.,
postal code, spell-check) to detect errors and make
corrections
Data auditing: by analyzing data to discover rules and
relationship to detect violators (e.g., correlation and
clustering to find outliers)
Data migration and integration
Data migration tools: allow transformations to be specified
ETL (Extraction/Transformation/Loading) tools: allow users
to specify transformations through a graphical user
interface
Integration of the two processes
Iterative and interactive (e.g., Potter’s Wheels)
 Data Preprocessing

Data Preprocessing: An Overview

Data Quality
Major Tasks in Data Preprocessing
Data Cleaning
Data Integration
Data Reduction
Data Transformation and Data Discretization
Summary

12
 Data Integration
Data integration:
Combines data from multiple sources into a coherent store
Schema integration: e.g., A.cust-id ≡ B.cust-#
Integrate metadata from different sources
Entity identification problem:
Identify real world entities from multiple data sources, e.g.,
Bill Clinton = William Clinton
Detecting and resolving data value conflicts
For the same real world entity, attribute values from
different sources are different
Possible reasons: different representations, different scales,
e.g., metric vs. British units

13
Handling Redundancy in Data Integration

Redundant data occur often when integration of

multiple databases
Object identification: The same attribute or object
may have different names in different databases
Derivable data: One attribute may be a “derived”
attribute in another table, e.g., annual revenue
Redundant attributes may be able to be detected by
correlation analysis and covariance analysis
Careful integration of the data from multiple sources
may help reduce/avoid redundancies and
inconsistencies and improve mining speed and quality

14
Correlation Analysis (Nominal Data)
Χ2 (chi-square) test
2
(Observed − Expected )
χ2 = ∑
The larger the Χ2 value, Expected
the more likely the
variables are related
The cells that contribute the most to the Χ2 value
are those whose actual count is very different from
the expected count
Correlation does not imply causality
# of hospitals and # of car-theft in a city are correlated
Both are causally linked to the third variable: population
 Chi-Square Calculation: An Example

Χ2 (chi-square) calculation (numbers in parenthesis

are expected counts calculated based on the data
distribution in the two categories)

2 2 2 2
(
Itχ shows250 − 90) (50 − 210 ) (
that+like_science_fiction200 − 360 ) (
and1000 − 840 )
play_chess
2
= + + = 507.are
93
correlated 90 in the 210group 360 840
Correlation Analysis (Numeric Data)

Correlation coefficient (also called Pearson’s

product moment coefficient)
n n

rA, B =
∑i =1 (ai − A)(bi − B) =
∑
i =1
(ai bi ) − n AB
(n − 1)σ Aσ B (n − 1)σ Aσ B
where n is the number of tuples, and are the
respective means of A and B, σA and σB are the respective
A B
standard deviation of A and B, and Σ(aibi) is the sum of
the AB cross-product.
If rA,B > 0, A and B are positively correlated (A’s
values increase as B’s). The higher, the stronger
correlation.
rA,B = 0: independent; rAB < 0: negatively correlated
Visually Evaluating Correlation

Scatter
plots
showing
the
similarity
from –1 to
1.
Correlation (viewed as linear relationship)
Correlation measures the linear relationship
between objects
To compute correlation, we standardize
data objects, A and B, and then take their
dot product
a 'k = (ak − mean( A)) / std ( A)

b'k = (bk − mean( B)) / std ( B)

correlation( A, B) = A'• B'

 Covariance (Numeric Data)
Covariance is similar to correlation

Correlation
coefficient:
where n is the number of tuples, and are the
respective mean or expected B
A values of A and B, σA and σB
are the respective standard deviation of A and B.
Positive covariance: If CovA,B > 0, then A and B both tend to be
larger than their expected values.
Negative covariance: If CovA,B < 0 then if A is larger than its
expected value, B is likely to be smaller than its expected value.
Independence: CovA,B = 0 but the converse is not true:
Some pairs of random variables may have a covariance of 0 but are
not independent. Only under some additional assumptions (e.g., the
data follow multivariate normal distributions) does a covariance of 0
imply independence
 Co-Variance: An Example

It can be simplified in computation as

Suppose two stocks A and B have the following values in one

week: (2, 5), (3, 8), (5, 10), (4, 11), (6, 14).
Question: If the stocks are affected by the same industry
trends, will their prices rise or fall together?
E(A) = (2 + 3 + 5 + 4 + 6)/ 5 = 20/5 = 4
E(B) = (5 + 8 + 10 + 11 + 14) /5 = 48/5 = 9.6
Cov(A,B) = (2×5+3×8+5×10+4×11+6×14)/5 − 4 × 9.6 =
4
Thus, A and B rise together since Cov(A, B) > 0.
 Data Preprocessing

Data Preprocessing: An Overview

Data Quality
Major Tasks in Data Preprocessing
Data Cleaning
Data Integration
Data Reduction
Data Transformation and Data Discretization
Summary

22
 Data Reduction Strategies
Data reduction: Obtain a reduced representation of the data
set that is much smaller in volume but yet produces the same
(or almost the same) analytical results
Why data reduction? — A database/data warehouse may store
terabytes of data. Complex data analysis may take a very long
time to run on the complete data set.
Data reduction strategies
Dimensionality reduction, e.g., remove unimportant
attributes
Wavelet transforms
Principal Components Analysis (PCA)
Feature subset selection, feature creation
Numerosity reduction (some simply call it: Data Reduction)
Regression and Log-Linear Models
Histograms, clustering, sampling
Data cube aggregation
Data compression
Data Reduction 1: Dimensionality Reduction
Curse of dimensionality
When dimensionality increases, data becomes increasingly sparse
Density and distance between points, which is critical to
clustering, outlier analysis, becomes less meaningful
The possible combinations of subspaces will grow exponentially
Dimensionality reduction
Avoid the curse of dimensionality
Help eliminate irrelevant features and reduce noise
Reduce time and space required in data mining
Allow easier visualization
Dimensionality reduction techniques
Wavelet transforms
Principal Component Analysis
Supervised and nonlinear techniques (e.g., feature selection)
Mapping Data to a New Space
Fourier transform
Wavelet transform

Two Sine Waves Two Sine Waves + Frequency

Noise
 What Is Wavelet Transform?
Decomposes a signal into
different frequency
subbands
Applicable to n-
dimensional signals
Data are transformed to
preserve relative distance
between objects at different
levels of resolution
Allow natural clusters to
become more
distinguishable
Used for image compression
Wavelet Transformation
Haa Daubechi
r2
Discrete wavelet transform (DWT) for linear signale4
processing, multi-resolution analysis
Compressed approximation: store only a small
fraction of the strongest of the wavelet coefficients
Similar to discrete Fourier transform (DFT), but better
lossy compression, localized in space
Method:
Length, L, must be an integer power of 2 (padding with 0’s,
when necessary)
Each transform has 2 functions: smoothing, difference
Applies to pairs of data, resulting in two set of data of length
L/2
Applies two functions recursively, until reaches the desired
length
 Wavelet Decomposition
Wavelets: A math tool for space-efficient
hierarchical decomposition of functions
S = [2, 2, 0, 2, 3, 5, 4, 4] can be transformed to S^
= [23/4, -11/4, 1/2, 0, 0, -1, -1, 0]
Compression: many small detail coefficients can be
replaced by 0’s, and only the significant
coefficients are retained
 Haar Wavelet Coefficients
Coefficient
Hierarchical “Supports”
2.7
decomposition 2.7 5
+
structure (a.k.a. 5
“error tree”)
+
+
-
-
1.2
+ -
1.25 -
5
0.5 0
0.
5
+ -
+ - + - 0
+ -
0 -1 -1 0
+ - + - + - + -
0
-
+
2 2 0 2 3 5 4 4
-
1 -
+
-
1 -
+
Original frequency
distribution
0
+ -
 Why Wavelet Transform?
Use hat-shape filters
Emphasize region where points cluster
Suppress weaker information in their
boundaries
Effective removal of outliers
Insensitive to noise, insensitive to input order
Multi-resolution
Detect arbitrary shaped clusters at different
scales
Efficient
Complexity O(N)
Only applicable to low dimensional data
Principal Component Analysis (PCA)
Find a projection that captures the largest amount of variation in data
The original data are projected onto a much smaller space, resulting in
dimensionality reduction. We find the eigenvectors of the covariance
matrix, and these eigenvectors define the new space

x
2

x
1
Principal Component Analysis (Steps)
Given N data vectors from n-dimensions, find k ≤ n orthogonal
vectors (principal components) that can be best used to represent
data
Normalize input data: Each attribute falls within the same range
Compute k orthonormal (unit) vectors, i.e., principal components
Each input data (vector) is a linear combination of the k principal
component vectors
The principal components are sorted in order of decreasing
“significance” or strength
Since the components are sorted, the size of the data can be
reduced by eliminating the weak components, i.e., those with
low variance (i.e., using the strongest principal components, it is
possible to reconstruct a good approximation of the original
data)
Works for numeric data only
 Attribute Subset Selection
Another way to reduce dimensionality of data
Redundant attributes
Duplicate much or all of the information
contained in one or more other attributes
E.g., purchase price of a product and the
amount of sales tax paid
Irrelevant attributes
Contain no information that is useful for the
data mining task at hand
E.g., students' ID is often irrelevant to the task
of predicting students' GPA
Heuristic Search in Attribute Selection

There are 2d possible attribute combinations of d

attributes
Typical heuristic attribute selection methods:
Best single attribute under the attribute
independence assumption: choose by significance
tests
Best step-wise feature selection:
The best single-attribute is picked first
Then next best attribute condition to the first, ...
Step-wise attribute elimination:
Repeatedly eliminate the worst attribute
Best combined attribute selection and elimination
Optimal branch and bound:
Use attribute elimination and backtracking
Attribute Creation (Feature Generation)

Create new attributes (features) that can capture

the important information in a data set more
effectively than the original ones
Three general methodologies
Attribute extraction
Domain-specific
Mapping data to new space (see: data reduction)
E.g., Fourier transformation, wavelet
transformation, manifold approaches (not
covered)
Attribute construction
Combining features (see: discriminative
frequent patterns in Chapter 7)
Data discretization
Data Reduction 2: Numerosity Reduction
Reduce data volume by choosing alternative,
smaller forms of data representation
Parametric methods (e.g., regression)
Assume the data fits some model, estimate
model parameters, store only the parameters,
and discard the data (except possible outliers)
Ex.: Log-linear models—obtain value at a point
in m-D space as the product on appropriate
marginal subspaces
Non-parametric methods
Do not assume models
Major families: histograms, clustering,
sampling, …
 Parametric Data Reduction:
Regression and Log-Linear Models
Linear regression
Data modeled to fit a straight line
Often uses the least-square method to fit the
line
Multiple regression
Allows a response variable Y to be modeled as
a linear function of multidimensional feature
vector
Log-linear model
Approximates discrete multidimensional
probability distributions
 y

Regression Analysis
Y
1
Regression analysis: A collective name
for techniques for the modeling and Y y=x+
analysis of numerical data consisting of 1’ 1
values of a dependent variable (also
called response variable or x
X
measurement) and of one or more 1
independent variables (aka.
explanatory variables or predictors) Used for prediction
(including forecasting of
The parameters are estimated so as to
time-series data),
give a "best fit" of the data
inference, hypothesis
Most commonly the best fit is evaluated testing, and modeling of
by using the least squares method, causal relationships
but other criteria have also been used
Regress Analysis and Log-Linear Models

Linear regression: Y = w X + b
Two regression coefficients, w and b, specify the line and are
to be estimated by using the data at hand
Using the least squares criterion to the known values of Y 1,
Y2, …, X1, X2, ….
Multiple regression: Y = b0 + b1 X1 + b2 X2
Many nonlinear functions can be transformed into the above
Log-linear models:
Approximate discrete multidimensional probability
distributions
Estimate the probability of each point (tuple) in a multi-
dimensional space for a set of discretized attributes, based
on a smaller subset of dimensional combinations
Useful for dimensionality reduction and data smoothing
 Histogram Analysis

Divide data into buckets

and store average (sum)
for each bucket
Partitioning rules:
Equal-width: equal
bucket range
Equal-frequency (or
equal-depth)
 Clustering

Partition data set into clusters based on similarity,

and store cluster representation (e.g., centroid
and diameter) only
Can be very effective if data is clustered but not if
data is “smeared”
Can have hierarchical clustering and be stored in
multi-dimensional index tree structures
There are many choices of clustering definitions
and clustering algorithms
Cluster analysis will be studied in depth in
Chapter 10
 Sampling

Sampling: obtaining a small sample s to represent

the whole data set N
Allow a mining algorithm to run in complexity that is
potentially sub-linear to the size of the data
Key principle: Choose a representative subset of the
data
Simple random sampling may have very poor
performance in the presence of skew
Develop adaptive sampling methods, e.g.,
stratified sampling:
Note: Sampling may not reduce database I/Os (page
at a time)
 Types of Sampling

Simple random sampling

There is an equal probability of selecting any
particular item
Sampling without replacement
Once an object is selected, it is removed from
the population
Sampling with replacement
A selected object is not removed from the
population
Stratified sampling:
Partition the data set, and draw samples from
each partition (proportionally, i.e., approximately
the same percentage of the data)
Used in conjunction with skewed data
Sampling: With or without
Replacement

SRSWOR
(simple random
sample without
replacement)

SRSW
R

Raw Data
Sampling: Cluster or Stratified Sampling

Raw Data Cluster/Stratified Sample

 Data Cube Aggregation

The lowest level of a data cube (base cuboid)

The aggregated data for an individual entity of
interest
E.g., a customer in a phone calling data
warehouse
Multiple levels of aggregation in data cubes
Further reduce the size of data to deal with
Reference appropriate levels
Use the smallest representation which is enough
to solve the task
Queries regarding aggregated information should
be answered using data cube, when possible
Data Reduction 3: Data Compression

String compression
There are extensive theories and well-tuned
algorithms
Typically lossless, but only limited manipulation is
possible without expansion
Audio/video compression
Typically lossy compression, with progressive
refinement
Sometimes small fragments of signal can be
reconstructed without reconstructing the whole
Time sequence is not audio
Typically short and vary slowly with time
Dimensionality and numerosity reduction may also
be considered as forms of data compression
Data Compression

Original Data
Compressed
Data

lossles
s

Original Data
Approximated lossy
 Data Preprocessing

Data Preprocessing: An Overview

Data Quality
Major Tasks in Data Preprocessing
Data Cleaning
Data Integration
Data Reduction
Data Transformation and Data Discretization
Summary
 Data Transformation
A function that maps the entire set of values of a given
attribute to a new set of replacement values s.t. each old
value can be identified with one of the new values
Methods
Smoothing: Remove noise from data
Attribute/feature construction
New attributes constructed from the given ones
Aggregation: Summarization, data cube construction
Normalization: Scaled to fall within a smaller, specified
range
min-max normalization
z-score normalization
normalization by decimal scaling
Discretization: Concept hierarchy climbing
 Normalization
Min-max normalization: to [new_minA, new_maxA]
v − minA
v' = (new _ maxA − new _ minA) + new _ minA
maxA − min
Ex. Let income range
A
$12,000 to $98,000 normalized to
[0.0, 1.0]. Then $73,000 is mapped to
73,600 − 12,000
(1.0 − 0) + 0 = 0.716
Z-score normalization (μ: mean, σ: standard deviation):
98, 000 − 12, 000

v − µA
v ' =
Ex. Let μ = 54,000, σ = 16,000. Then
σA
Normalization by decimal scaling 73,600 − 54,000 = 1.225
16,000

v Where j is the smallest integer such that

v' = j
10 Max(|ν’|) < 1
 Discretization
Three types of attributes
Nominal—values from an unordered set, e.g., color,
profession
Ordinal—values from an ordered set, e.g., military or
academic rank
Numeric—real numbers, e.g., integer or real numbers
Discretization: Divide the range of a continuous attribute into
intervals
Interval labels can then be used to replace actual data
values
Reduce data size by discretization
Supervised vs. unsupervised
Split (top-down) vs. merge (bottom-up)
Discretization can be performed recursively on an attribute
Prepare for further analysis, e.g., classification
Data Discretization Methods
Typical methods: All the methods can be applied
recursively
Binning
Top-down split, unsupervised
Histogram analysis
Top-down split, unsupervised
Clustering analysis (unsupervised, top-down split
or bottom-up merge)
Decision-tree analysis (supervised, top-down
split)
Correlation (e.g., χ2) analysis (unsupervised,
bottom-up merge)
 Simple Discretization: Binning

Equal-width (distance) partitioning

Divides the range into N intervals of equal size: uniform grid
if A and B are the lowest and highest values of the attribute,
the width of intervals will be: W = (B –A)/N.
The most straightforward, but outliers may dominate
presentation
Skewed data is not handled well
Equal-depth (frequency) partitioning
Divides the range into N intervals, each containing
approximately same number of samples
Good data scaling
Managing categorical attributes can be tricky
Binning Methods for Data Smoothing

Sorted data for price (in dollars): 4, 8, 9, 15, 21, 21, 24, 25,
26, 28, 29, 34
* Partition into equal-frequency (equi-depth) bins:
- Bin 1: 4, 8, 9, 15
- Bin 2: 21, 21, 24, 25
- Bin 3: 26, 28, 29, 34
* Smoothing by bin means:
- Bin 1: 9, 9, 9, 9
- Bin 2: 23, 23, 23, 23
- Bin 3: 29, 29, 29, 29
* Smoothing by bin boundaries:
- Bin 1: 4, 4, 4, 15
- Bin 2: 21, 21, 25, 25
- Bin 3: 26, 26, 26, 34
Discretization Without Using Class
Labels(Binning vs. Clustering)

Data Equal interval width

(binning)

Equal frequency K-means clustering leads to

(binning) better results
Discretization by Classification
& Correlation Analysis
Classification (e.g., decision tree analysis)
Supervised: Given class labels, e.g., cancerous vs. benign
Using entropy to determine split point (discretization point)
Top-down, recursive split
Details to be covered in Chapter 7
Correlation analysis (e.g., Chi-merge: χ 2-based discretization)
Supervised: use class information
Bottom-up merge: find the best neighboring intervals
(those having similar distributions of classes, i.e., low χ 2
values) to merge
Merge performed recursively, until a predefined stopping
condition
Concept Hierarchy Generation

Concept hierarchy organizes concepts (i.e., attribute values)

hierarchically and is usually associated with each dimension in
a data warehouse
Concept hierarchies facilitate drilling and rolling in data
warehouses to view data in multiple granularity
Concept hierarchy formation: Recursively reduce the data by
collecting and replacing low level concepts (such as numeric
values for age) by higher level concepts (such as youth, adult,
or senior)
Concept hierarchies can be explicitly specified by domain
experts and/or data warehouse designers
Concept hierarchy can be automatically formed for both
numeric and nominal data. For numeric data, use
discretization methods shown.
Concept Hierarchy Generation for Nominal
Data
Specification of a partial/total ordering of attributes
explicitly at the schema level by users or experts
street < city < state < country
Specification of a hierarchy for a set of values by
explicit data grouping
{Urbana, Champaign, Chicago} < Illinois
Specification of only a partial set of attributes
E.g., only street < city, not others
Automatic generation of hierarchies (or attribute
levels) by the analysis of the number of distinct
values
E.g., for a set of attributes: {street, city, state,
country}
Automatic Concept Hierarchy Generation

Some hierarchies can be automatically generated based on

the analysis of the number of distinct values per attribute in
the data set
The attribute with the most distinct values is placed at
the lowest level of the hierarchy
Exceptions, e.g., weekday, month, quarter, year

15 distinct values
country

province_or_ state 365 distinct values

3567 distinct values

city

674,339 distinct values

street
 Data Preprocessing

Data Preprocessing: An Overview

Data Quality
Major Tasks in Data Preprocessing
Data Cleaning
Data Integration
Data Reduction
Data Transformation and Data Discretization
Summary
 Summary
Data quality: accuracy, completeness, consistency,
timeliness, believability, interpretability
Data cleaning: e.g. missing/noisy values, outliers
Data integration from multiple sources:
Entity identification problem
Remove redundancies
Detect inconsistencies
Data reduction
Dimensionality reduction
Numerosity reduction
Data compression
Data transformation and data discretization
Normalization
Concept hierarchy generation