Approachable Data Mining Tutorials for the Non Data Miner

A list of several sources to learn data science in a hands-on format

https://www.coursera.org/course/ml – The most approachable machine learning course available. And it’s free.

https://www.kaggle.com/wiki/Tutorials – Provides data sources, forums, scenarios, and real-world competitions to teach data mining

http://deeplearning.net/tutorial/ – Tutorial on Deep Learning – introduction to machine learning image analysis algorithms

http://tryr.codeschool.com/ – Interactive introduction to R Language

Dictionary of Data Mining Terms

The elements of big data analytics has roots in statistics, knowledge management, and computer science. Many of the data mining terms below appear in these disciplines but may have different connotation or specialized meaning when applied to our problems. The problems of massive parallel processing and the specialized algorithms employed to perform analysis in a distributed computing environment are enough to require specialized treatment.

Data Mining Terms

Term

Definition
Accuracy A measure of a predictive model that reflects the proportionate number of times that the model is correct when applied to data
Bias Difference between expected value and actual value
Cardinality Data mining terms indicating the number of different values a categorical predictor or OLAP dimension can have. High cardinality predictors and dimensions have large numbers of different values (e.g. zip codes), low cardinality fields have few different values (e.g. eye color).
CART Classification and Regression Trees. A type of decision tree algorithm that automates the pruning process through cross validation and other techniques.
CHAID Chi-Square Automatic Interaction Detector. A decision tree that uses contingency tables and the chi-square test to create the tree. Classification. The process of learning to distinguish and discriminate between different input patterns using a supervised training algorithm. Classification is the process of determining that a record belongs to a group
Cluster Centroid most typical case in a cluster.  The centroid is a prototype. It does not necessarily describe any given case assigned to the cluster.
Clustering The technique of grouping records together based on their locality and connectivity within the n-dimensional space. This is an unsupervised learning technique.
Collinearity The property of two predictors showing significant correlation without a causal relationship between them
concentration of measure any set of positive probability can be expanded very slightly to contain most of the probability the average of bounded independent random variables is tightly concentrated around its expectation
Conditional Probability The probability of an event happening given that some event has already occurred. For example the chance of a person committing fraud is much greater given that the person had previously committed fraud
Confidence The likelihood of the predicted outcome, given that the rule has been satisfied.
convergence of random variables a sequence of essentially random or unpredictable events can sometimes be expected to settle down into a behaviour that is essentially unchanging when items far enough into the sequence are studied
correlation number that describes the degree of relationship between two variables
Coverage A number that represents either the number of times that a rule can be applied or the percentage of times that it can be applied
Cross-validation The process of holding aside some training data which is not used to build a predictive model and to later use that data to estimate the accuracy of the model on unseen data simulating the real world deployment of the model.
Data Mining Process Define the problem. Select the data. Prepare the data. Mine the data. Deploy the model. Take business action.
Discrete Fourier Transform Concentrates energy in first few coefficients
Entropy A measure often used in data mining algorithms that measures the disorder of a set of data
Error Rate A number that reflects the rate of errors made by a predictive model. It is one minus the accuracy
Expectation–maximization algorithm for estimating parameters where there exist significant missing or inferred values
Expectation-Maximization (EM) Solves estimation with incomplete data. Iteratively use estimates for missing data and continue until convergence
Expert System A data processing system comprising a knowledge base (rules), an inference (rules) engine, and a working memory
Exploratory Data Analysis The processes and techniques for general exploration of data for patterns in preparation for more directed analysis of the data
Factor Analysis A statistical technique which seeks to reduce the number of total predictors from a large number to only a few “factors” that have the majority of the impact on the predicted outcome.
Fuzzy Logic A system of logic based on the fuzzy set theory
Fuzzy Set A set of items whose degree of membership in the set may range from 0 to 1
Fuzzy System A set of rules using fuzzy linguistic variables described by fuzzy sets and processed using fuzzy logic operations
Genetic Algorithm Optimization techniques that use processes such as generic combination, mutation, and natural selection in a design based on the concepts of  revolution
Genetic Operator An operation on the population member strings in a genetic algorithm which are used to produce new strings
Gini Index A measure of the disorder reduction caused by the splitting of data in a decision tree algorithm. Gini and the entropy metric are the most popular ways of selected predictors in the CART decision tree algorithm
Hebbian Learning One of the simplest and oldest forms of training a neural network. It is loosely based on observations of the human brain. The neural net link weights are strengthened between any nodes that are active at the same time.
Hill Climbing A simple optimization technique that modifies a proposed solution by a small amount and then accepts it if it is better than the previous solution. The technique can be slow and suffers from being caught in local optima
Hypothesis Testing The statistical process of proposing a hypothesis to explain the existing data and then testing to see the likelihood of that hypothesis being the explanation
ID3 Decision Tree algorithm
Intelligent Agent A software application which assists a system or a user by automating a task. Intelligent agents must recognize events and use domain knowledge to take appropriate actions based on those events.
Itemset An itemset is any combination of two or more items in a transaction
Jackknife Estimate estimate of parameter is obtained by omitting one value from the set of observed values. Allows you to examine the impact of outliers.
Kernel a function that transforms the input data to a high-dimensional space where the problem is solved
k-Nearest Neighbor A data mining technique that performs prediction by finding the prediction value of records (near neighbors) similar to the record to be predicted
Kohonen Network A type of neural network where locality of the nodes learn as local neighborhoods and locality of the nodes is important in the training process. They are often used for clustering
Latent variable variables inferred from a model rather than observed
Lift A number representing the increase in responses from a targeted marketing application using a predictive model over the response rate achieved when no model is used
Machine Learning A field of science and technology concerned with building machines that learn. In general it differs from Artificial Intelligence in that learning is considered to be just one of a number of ways of creating an artificial intelligence
maximum likelihood method for estimating the parameters of a model
Maximum Likelihood Estimate (MLE) Obtain parameter estimates that maximize the probability that the sample data occurs for the specific model. Joint probability for observing the sample data by multiplying the individual probabilities.
Mean Absolute Error AVG(ABS(predicted_value – actual_value))
Mean Squared Error (MSE) expected value of the squared difference between the estimate and the actual value
Memory-Based Reasoning (MBR) A technique for classifying records in a database by comparing them with similar records that are already classified. A form of nearest neighbor classification.
Minimum Description Length (MDL) Principle The idea that the least complex predictive model (with acceptable accuracy) will be the one that best reflects the true underlying model and performs most accurately on new data.
Model A description that adequately explains and predicts relevant data but is generally much smaller than the data itself
Neural Network A computing model based on the architecture of the brain. A neural network consists of multiple simple processing units connected by adaptive weights
Nominal Categorical Predictor A predictor that is categorical (finite cardinality) but where the values of the predictor have no particular order. For example, red, green, blue as values for the predictor “eye color”.
Ordinal Categorical Predictor A categorical predictor (i.e. has finite number of values) where the values have order but do not convey meaningful intervals or distances between them. For example the values high, middle and low for the income predictor
Outlier Analysis A type of data analysis that seeks to determine and report on records in the database that are significantly different from expectations. The technique is used for data cleansing, spotting emerging trends and recognizing unusually good or bad performers
overfitting The effect in data analysis, data mining and biological learning of training too closely on limited available data and building models that do not generalize well to new unseen data. At the limit, overfitting is synonymous with rote memorization where no generalized model of future situations is built
Point Estimation estimate a population parameter. May be made by calculating the parameter for a sample. May be used to predict value for missing data.
Predictive model model created or used to perform prediction. In contrast to models created solely for pattern detection, exploration or general organization of the data
Predictor The column or field in a database that could be used to build a predictive model to predict the values in another field or column. Also called variable, independent variable, dimension, or feature.
Principle Component Analysis A data analysis technique that seeks to weight the importance of a variety of predictors so that they optimally discriminate between various possible predicted outcomes
Prior Probability The probability of an event occurring without dependence on (conditional to) some other event. In contrast to conditional probability
Purity/Homogeneity the degree to which the resulting child nodes are made up of cases with the same target value
Radial Basis Function Networks Neural networks that combine some of the advantages of neural networks with those of nearest neighbor techniques. In radial basis functions the hidden layer is made up of nodes that represent prototypes or clusters of records
Receiver Operating Characteristic (ROC) The area under the ROC curve (AUC) measures the discriminating ability of a binary classification model. The larger the AUC, the higher the likelihood that an actual positive case will be assigned a higher probability of being positive than an actual negative case. The AUC measure is especially useful for data sets with unbalanced target distribution (one target class dominates the other).
Regression A data analysis technique classically used in statistics for building predictive models for continuous prediction fields. The technique automatically determines a mathematical equation that minimizes some measure of the error between the prediction from the regression model and the actual data
Reinforcement Learning A training model where an intelligence engine (e.g. neural network) is presented with a sequence of input data followed by a reinforcement signal
Root Mean Squared Error SQRT(AVG((predicted_value – actual_value) * (predicted_value – actual_value)))
Sampling The process by which only a fraction of all available data is used to build a model or perform exploratory analysis. Sampling can provide relatively good models at much less computational expense than using the entire database
Segmentation The process or result of the process that creates mutually exclusive collections of records that share similar attributes either in unsupervised learning (such as clustering) or in supervised learning for a particular prediction field
Sensitivity Analysis The process which determines the sensitivity of a predictive model to small fluctuations in predictor value. Through this technique end users can gauge the effects of noise and environmental change on the accuracy of the model
Simulated Annealing An optimization algorithm loosely based on the physical process of annealing metals through controlled heating and cooling
Sparsity This means that a high proportion of the nested rows are not populated.
Statistical Independence The property of two events displaying no causality or relationship of any kind. This can be quantitatively defined as occurring when the product of the probabilities of each event is equal to the probability of the both events occurring
Stepwise Regression Automated Regressions to identify most predictive variables.  1st regression finds most predictive, 2nd regression finds most predictive given 1st regression.
Supervised Algorithm A class of data mining and machine learning applications and techniques where the system builds a model based on the prediction of a well defined prediction field. This is in contrast to unsupervised learning where there is no particular goal aside from pattern detection.
Support The relative frequency or number of times a rule produced by a rule induction system occurs within the database. The higher the support the better the chance of the rule capturing a statistically significant pattern.
Term Definition
Time-Series Prediction The process of using a data mining tool (e.g., neural networks) to learn to predict temporal sequences of patterns, so that, given a set of patterns, it can predict a future value
Unsupervised Algorithm A data analysis technique whereby a model is built without a well defined goal or prediction field. The systems are used for exploration and general data organization. Clustering is an example of an unsupervised learning system
Visualization Graphical display of data and models which helps the user in understanding the structure and meaning of the information contained in them

 

This overview of data mining terms is part of a publication, “Dictionary of Data Mining Terms” due out in publication in November 2013 by Don Krapohl.  This post does not use any content from, but acknowledges a similar work by Dr. Vincent Granville at http://www.analyticbridge.com/profiles/blogs/2004291:BlogPost:223153, also containing a significant number of data mining terms.

2.5TB, 53.5 Billion Clicks Dataset Available for Clickstream Analysis

To foster the study of the structure and dynamics of Web traffic networks, Indiana University has made available a large dataset (‘Click Dataset’) of about 53.5 billion HTTP requests made by users at Indiana University. Gathering anonymized requests directly from the network rather than relying on server logs and browser instrumentation allows one to examine large volumes of traffic data while minimizing biases associated with other data sources. It also provides one with valuable referrer information to reconstruct the subset of the Web graph actually traversed by users. The goal is to develop a better understanding of user behavior online and create more realistic models of Web traffic. The potential applications of this data include improved designs for networks, sites, and server software; more accurate forecasting of traffic trends; classification of sites based on the patterns of activity they inspire; and improved ranking algorithms for search results.

The data was generated by applying a Berkeley Packet Filter to a mirror of the traffic passing through the border router of Indiana University. This filter matched all traffic destined for TCP port 80. A long-running collection process used the pcap library to gather these packets, then applied a small set of regular expressions to their payloads to determine whether they contained HTTP GET requests. If a packet did contain a request, the collection system logged a record with the following fields:

  • a timestamp
  • the requested URL
  • the referring URL
  • a boolean classification of the user agent (browser or bot)
  • a boolean flag for whether the request was generated inside or outside IU.

Some important notes:

  1. Traffic generated outside IU only includes requests from outside IU for pages inside IU. Traffic generated inside IU only includes requests from people at IU (about 100,000 users) for resources outside IU. These two sets of requests have very different sampling biases.
  2. No distinguishing information about the client system was retained: no MAC or IP addresses nor any unique index were ever recorded.
  3. There was no attempt at stream reassembly, and server responses were not analyzed.

During collection, the system generated data at a rate of about 60 million requests per day, or about 30 GB/day of raw data. The data was collected between Sep 2006 and May 2010. Data is missing for about 275 days. The dataset has two collections:

  1. raw: About 25 billion requests, where  only the host name of the referrer is retained. Collected between 26 Sep 2006 and 3 Mar 2008; missing 98 days of data, including the entire month of Jun 2007. Approximately 0.85 TB, compressed.
  2. raw-url: About 28.6 billion requests, where the full referrer URL is retained. Collected between 3 Mar 2008 and 31 May 2010; missing 179 days of data, including the entire months of Dec 2008, Jan 2009, and Feb 2009. Approximately 1.5 TB, compressed.

The dataset is broken into hourly files. The initial line of each file has a set of flags that can be ignored. Each record looks like this:

 XXXXADreferrer  host  path

where XXXX is the timestamp (32-bit Unix epoch in seconds, in little endian order), A is the user-agent flag (“B” for browser or “?” for other, including bots), D is the direction flag (“O” for external traffic to IU, “I” for internal traffic to outside IU), referrer is the referrer hostname or URL (terminated by newline), host is the target hostname (terminated by newline), and path is the target path (terminated by newline).

The Click Dataset is large (~2.5 TB compressed), which requires that it be transferred on a physical hard drive. You will have to provide the drive as well as pre-paid return shipment. Additionally,  the dataset might potentially contain bits of stray personal data. Therefore you will have to sign a data security agreement. Indiana University require that you follow these instructions to request the data.

Citation information and FAQs are available on the team’s page at http://cnets.indiana.edu/groups/nan/webtraffic/click-dataset .