Data_Mining_text_book.pdf

 Data Mining: Concepts and Techniques Second Edition The Morgan Kaufmann Series in Data Management Systems Series Editor: Jim Gray, Microsoft Research Data Mining: Concepts and Techniques, Second Edition Jiawei Han and Micheline Kamber Querying XML: XQuery, XPath, and SQL...

 Data Mining: Concepts and Techniques Second Edition The Morgan Kaufmann Series in Data Management Systems Series Editor: Jim Gray, Microsoft Research Data Mining: Concepts and Techniques, Second Edition Jiawei Han and Micheline Kamber Querying XML: XQuery, XPath, and SQL/XML in context Jim Melton and Stephen Buxton Foundations of Multidimensional and Metric Data Structures Hanan Samet Database Modeling and Design: Logical Design, Fourth Edition Toby J. Teorey, Sam S. Lightstone and Thomas P. Nadeau Joe Celko’s SQL for Smarties: Advanced SQL Programming, Third Edition Joe Celko Moving Objects Databases Ralf Guting and Markus Schneider Joe Celko’s SQL Programming Style Joe Celko Data Mining: Practical Machine Learning Tools and Techniques, Second Edition Ian Witten and Eibe Frank Fuzzy Modeling and Genetic Algorithms for Data Mining and Exploration Earl Cox Data Modeling Essentials, Third Edition Graeme C. Simsion and Graham C. Witt Location-Based Services Jochen Schiller and Agnès Voisard Database Modeling with Microsft ® Visio for Enterprise Architects Terry Halpin, Ken Evans, Patrick Hallock, Bill Maclean Designing Data-Intensive Web Applications Stephano Ceri, Piero Fraternali, Aldo Bongio, Marco Brambilla, Sara Comai, and Maristella Matera Mining the Web: Discovering Knowledge from Hypertext Data Soumen Chakrabarti Advanced SQL:II 1999—Understanding Object-Relational and Other Advanced Features Jim Melton Database Tuning: Principles, Experiments, and Troubleshooting Techniques Dennis Shasha and Philippe Bonnet SQL:1999—Understanding Relational Language Components Jim Melton and Alan R. Simon Information Visualization in Data Mining and Knowledge Discovery Edited by Usama Fayyad, Georges G. Grinstein, and Andreas Wierse Transactional Information Systems: Theory, Algorithms, and Practice of Concurrency Control and Recovery Gerhard Weikum and Gottfried Vossen Spatial Databases: With Application to GIS Philippe Rigaux, Michel Scholl, and Agnes Voisard Information Modeling and Relational Databases: From Conceptual Analysis to Logical Design Terry Halpin Component Database Systems Edited by Klaus R. Dittrich and Andreas Geppert Managing Reference Data in Enterprise Databases: Binding Corporate Data to the Wider World Malcolm Chisholm Data Mining: Concepts and Techniques Jiawei Han and Micheline Kamber Understanding SQL and Java Together: A Guide to SQLJ, JDBC, and Related Technologies Jim Melton and Andrew Eisenberg Database: Principles, Programming, and Performance, Second Edition Patrick and Elizabeth O’Neil The Object Data Standard: ODMG 3.0 Edited by R. G. G. Cattell and Douglas K. Barry Data on the Web: From Relations to Semistructured Data and XML Serge Abiteboul, Peter Buneman, and Dan Suciu Data Mining: Practical Machine Learning Tools and Techniques with Java Implementations Ian Witten and Eibe Frank Joe Celko’s SQL for Smarties: Advanced SQL Programming, Second Edition Joe Celko Joe Celko’s Data and Databases: Concepts in Practice Joe Celko Developing Time-Oriented Database Applications in SQL Richard T. Snodgrass Web Farming for the Data Warehouse Richard D. Hackathorn Management of Heterogeneous and Autonomous Database Systems Edited by Ahmed Elmagarmid, Marek Rusinkiewicz, and Amit Sheth Object-Relational DBMSs: Tracking the Next Great Wave, Second Edition Michael Stonebraker and Paul Brown,with Dorothy Moore A Complete Guide to DB2 Universal Database Don Chamberlin Universal Database Management: A Guide to Object/Relational Technology Cynthia Maro Saracco Readings in Database Systems, Third Edition Edited by Michael Stonebraker and Joseph M. Hellerstein Understanding SQL’s Stored Procedures: A Complete Guide to SQL/PSM Jim Melton Principles of Multimedia Database Systems V. S. Subrahmanian Principles of Database Query Processing for Advanced Applications Clement T. Yu and Weiyi Meng Advanced Database Systems Carlo Zaniolo, Stefano Ceri, Christos Faloutsos, Richard T. Snodgrass, V. S. Subrahmanian, and Roberto Zicari Principles of Transaction Processing Philip A. Bernstein and Eric Newcomer Using the New DB2: IBMs Object-Relational Database System Don Chamberlin Distributed Algorithms Nancy A. Lynch Active Database Systems: Triggers and Rules For Advanced Database Processing Edited by Jennifer Widom and Stefano Ceri Migrating Legacy Systems: Gateways, Interfaces, & the Incremental Approach Michael L. Brodie and Michael Stonebraker Atomic Transactions Nancy Lynch, Michael Merritt, William Weihl, and Alan Fekete Query Processing for Advanced Database Systems Edited by Johann Christoph Freytag, David Maier, and Gottfried Vossen Transaction Processing: Concepts and Techniques Jim Gray and Andreas Reuter Building an Object-Oriented Database System: The Story of O2 Edited by François Bancilhon, Claude Delobel, and Paris Kanellakis Database Transaction Models for Advanced Applications Edited by Ahmed K. Elmagarmid A Guide to Developing Client/Server SQL Applications Setrag Khoshafian, Arvola Chan, Anna Wong, and Harry K. T. Wong The Benchmark Handbook for Database and Transaction Processing Systems, Second Edition Edited by Jim Gray Camelot and Avalon: A Distributed Transaction Facility Edited by Jeffrey L. Eppinger, Lily B. Mummert, and Alfred Z. Spector Readings in Object-Oriented Database Systems Edited by Stanley B. Zdonik and David Maier  Data Mining: Concepts and Techniques Second Edition Jiawei Han University of Illinois at Urbana-Champaign Micheline Kamber AMSTERDAM BOSTON HEIDELBERG LONDON NEW YORK OXFORD PARIS SAN DIEGO SAN FRANCISCO SINGAPORE SYDNEY TOKYO Publisher Diane Cerra Publishing Services Managers Simon Crump, George Morrison Editorial Assistant Asma Stephan Cover Design Ross Carron Design Cover Mosaic c Image Source/Getty Images Composition diacriTech Technical Illustration Dartmouth Publishing, Inc. Copyeditor Multiscience Press Proofreader Multiscience Press Indexer Multiscience Press Interior printer Maple-Vail Book Manufacturing Group Cover printer Phoenix Color Morgan Kaufmann Publishers is an imprint of Elsevier. 500 Sansome Street, Suite 400, San Francisco, CA 94111 This book is printed on acid-free paper. c 2006 by Elsevier Inc. All rights reserved. Designations used by companies to distinguish their products are often claimed as trademarks or registered trademarks. In all instances in which Morgan Kaufmann Publishers is aware of a claim, the product names appear in initial capital or all capital letters. Readers, however, should contact the appropriate companies for more complete information regarding trademarks and registration. No part of this publication may be reproduced, stored in a retrieval system, or transmitted in any form or by any means—electronic, mechanical, photocopying, scanning, or otherwise—without prior written permission of the publisher. Permissions may be sought directly from Elsevier’s Science & Technology Rights Department in Oxford, UK: phone: (+44) 1865 843830, fax: (+44) 1865 853333, e-mail: [email protected]. You may also complete your request on-line via the Elsevier homepage (http://elsevier.com) by selecting “Customer Support” and then “Obtaining Permissions.” Library of Congress Cataloging-in-Publication Data Application submitted ISBN 13: 978-1-55860-901-3 ISBN 10: 1-55860-901-6 For information on all Morgan Kaufmann publications, visit our Web site at www.mkp.com or www.books.elsevier.com Printed in the United States of America 06 07 08 09 10 5 4 3 2 1  Dedication To Y. Dora and Lawrence for your love and encouragement J.H. To Erik, Kevan, Kian, and Mikael for your love and inspiration M.K. vii  Contents Foreword xix Preface xxi Chapter 1 Introduction 1 1.1 What Motivated Data Mining? Why Is It Important? 1 1.2 So, What Is Data Mining? 5 1.3 Data Mining—On What Kind of Data? 9 1.3.1 Relational Databases 10 1.3.2 Data Warehouses 12 1.3.3 Transactional Databases 14 1.3.4 Advanced Data and Information Systems and Advanced Applications 15 1.4 Data Mining Functionalities—What Kinds of Patterns Can Be Mined? 21 1.4.1 Concept/Class Description: Characterization and Discrimination 21 1.4.2 Mining Frequent Patterns, Associations, and Correlations 23 1.4.3 Classification and Prediction 24 1.4.4 Cluster Analysis 25 1.4.5 Outlier Analysis 26 1.4.6 Evolution Analysis 27 1.5 Are All of the Patterns Interesting? 27 1.6 Classification of Data Mining Systems 29 1.7 Data Mining Task Primitives 31 1.8 Integration of a Data Mining System with a Database or Data Warehouse System 34 1.9 Major Issues in Data Mining 36 ix x Contents 1.10 Summary 39 Exercises 40 Bibliographic Notes 42 Chapter 2 Data Preprocessing 47 2.1 Why Preprocess the Data? 48 2.2 Descriptive Data Summarization 51 2.2.1 Measuring the Central Tendency 51 2.2.2 Measuring the Dispersion of Data 53 2.2.3 Graphic Displays of Basic Descriptive Data Summaries 56 2.3 Data Cleaning 61 2.3.1 Missing Values 61 2.3.2 Noisy Data 62 2.3.3 Data Cleaning as a Process 65 2.4 Data Integration and Transformation 67 2.4.1 Data Integration 67 2.4.2 Data Transformation 70 2.5 Data Reduction 72 2.5.1 Data Cube Aggregation 73 2.5.2 Attribute Subset Selection 75 2.5.3 Dimensionality Reduction 77 2.5.4 Numerosity Reduction 80 2.6 Data Discretization and Concept Hierarchy Generation 86 2.6.1 Discretization and Concept Hierarchy Generation for Numerical Data 88 2.6.2 Concept Hierarchy Generation for Categorical Data 94 2.7 Summary 97 Exercises 97 Bibliographic Notes 101 Chapter 3 Data Warehouse and OLAP Technology: An Overview 105 3.1 What Is a Data Warehouse? 105 3.1.1 Differences between Operational Database Systems and Data Warehouses 108 3.1.2 But, Why Have a Separate Data Warehouse? 109 3.2 A Multidimensional Data Model 110 3.2.1 From Tables and Spreadsheets to Data Cubes 110 3.2.2 Stars, Snowflakes, and Fact Constellations: Schemas for Multidimensional Databases 114 3.2.3 Examples for Defining Star, Snowflake, and Fact Constellation Schemas 117  Contents xi 3.2.4 Measures: Their Categorization and Computation 119 3.2.5 Concept Hierarchies 121 3.2.6 OLAP Operations in the Multidimensional Data Model 123 3.2.7 A Starnet Query Model for Querying Multidimensional Databases 126 3.3 Data Warehouse Architecture 127 3.3.1 Steps for the Design and Construction of Data Warehouses 128 3.3.2 A Three-Tier Data Warehouse Architecture 130 3.3.3 Data Warehouse Back-End Tools and Utilities 134 3.3.4 Metadata Repository 134 3.3.5 Types of OLAP Servers: ROLAP versus MOLAP versus HOLAP 135 3.4 Data Warehouse Implementation 137 3.4.1 Efficient Computation of Data Cubes 137 3.4.2 Indexing OLAP Data 141 3.4.3 Efficient Processing of OLAP Queries 144 3.5 From Data Warehousing to Data Mining 146 3.5.1 Data Warehouse Usage 146 3.5.2 From On-Line Analytical Processing to On-Line Analytical Mining 148 3.6 Summary 150 Exercises 152 Bibliographic Notes 154 Chapter 4 Data Cube Computation and Data Generalization 157 4.1 Efficient Methods for Data Cube Computation 157 4.1.1 A Road Map for the Materialization of Different Kinds of Cubes 158 4.1.2 Multiway Array Aggregation for Full Cube Computation 164 4.1.3 BUC: Computing Iceberg Cubes from the Apex Cuboid Downward 168 4.1.4 Star-cubing: Computing Iceberg Cubes Using a Dynamic Star-tree Structure 173 4.1.5 Precomputing Shell Fragments for Fast High-Dimensional OLAP 178 4.1.6 Computing Cubes with Complex Iceberg Conditions 187 4.2 Further Development of Data Cube and OLAP Technology 189 4.2.1 Discovery-Driven Exploration of Data Cubes 189 4.2.2 Complex Aggregation at Multiple Granularity: Multifeature Cubes 192 4.2.3 Constrained Gradient Analysis in Data Cubes 195 xii Contents 4.3 Attribute-Oriented Induction—An Alternative Method for Data Generalization and Concept Description 198 4.3.1 Attribute-Oriented Induction for Data Characterization 199 4.3.2 Efficient Implementation of Attribute-Oriented Induction 205 4.3.3 Presentation of the Derived Generalization 206 4.3.4 Mining Class Comparisons: Discriminating between Different Classes 210 4.3.5 Class Description: Presentation of Both Characterization and Comparison 215 4.4 Summary 218 Exercises 219 Bibliographic Notes 223 Chapter 5 Mining Frequent Patterns, Associations, and Correlations 227 5.1 Basic Concepts and a Road Map 227 5.1.1 Market Basket Analysis: A Motivating Example 228 5.1.2 Frequent Itemsets, Closed Itemsets, and Association Rules 230 5.1.3 Frequent Pattern Mining: A Road Map 232 5.2 Efficient and Scalable Frequent Itemset Mining Methods 234 5.2.1 The Apriori Algorithm: Finding Frequent Itemsets Using Candidate Generation 234 5.2.2 Generating Association Rules from Frequent Itemsets 239 5.2.3 Improving the Efficiency of Apriori 240 5.2.4 Mining Frequent Itemsets without Candidate Generation 242 5.2.5 Mining Frequent Itemsets Using Vertical Data Format 245 5.2.6 Mining Closed Frequent Itemsets 248 5.3 Mining Various Kinds of Association Rules 250 5.3.1 Mining Multilevel Association Rules 250 5.3.2 Mining Multidimensional Association Rules from Relational Databases and Data Warehouses 254 5.4 From Association Mining to Correlation Analysis 259 5.4.1 Strong Rules Are Not Necessarily Interesting: An Example 260 5.4.2 From Association Analysis to Correlation Analysis 261 5.5 Constraint-Based Association Mining 265 5.5.1 Metarule-Guided Mining of Association Rules 266 5.5.2 Constraint Pushing: Mining Guided by Rule Constraints 267 5.6 Summary 272 Exercises 274 Bibliographic Notes 280  Contents xiii Chapter 6 Classification and Prediction 285 6.1 What Is Classification? What Is Prediction? 285 6.2 Issues Regarding Classification and Prediction 289 6.2.1 Preparing the Data for Classification and Prediction 289 6.2.2 Comparing Classification and Prediction Methods 290 6.3 Classification by Decision Tree Induction 291 6.3.1 Decision Tree Induction 292 6.3.2 Attribute Selection Measures 296 6.3.3 Tree Pruning 304 6.3.4 Scalability and Decision Tree Induction 306 6.4 Bayesian Classification 310 6.4.1 Bayes’ Theorem 310 6.4.2 Naïve Bayesian Classification 311 6.4.3 Bayesian Belief Networks 315 6.4.4 Training Bayesian Belief Networks 317 6.5 Rule-Based Classification 318 6.5.1 Using IF-THEN Rules for Classification 319 6.5.2 Rule Extraction from a Decision Tree 321 6.5.3 Rule Induction Using a Sequential Covering Algorithm 322 6.6 Classification by Backpropagation 327 6.6.1 A Multilayer Feed-Forward Neural Network 328 6.6.2 Defining a Network Topology 329 6.6.3 Backpropagation 329 6.6.4 Inside the Black Box: Backpropagation and Interpretability 334 6.7 Support Vector Machines 337 6.7.1 The Case When the Data Are Linearly Separable 337 6.7.2 The Case When the Data Are Linearly Inseparable 342 6.8 Associative Classification: Classification by Association Rule Analysis 344 6.9 Lazy Learners (or Learning from Your Neighbors) 347 6.9.1 k-Nearest-Neighbor Classifiers 348 6.9.2 Case-Based Reasoning 350 6.10 Other Classification Methods 351 6.10.1 Genetic Algorithms 351 6.10.2 Rough Set Approach 351 6.10.3 Fuzzy Set Approaches 352 6.11 Prediction 354 6.11.1 Linear Regression 355 6.11.2 Nonlinear Regression 357 6.11.3 Other Regression-Based Methods 358 xiv Contents 6.12 Accuracy and Error Measures 359 6.12.1 Classifier Accuracy Measures 360 6.12.2 Predictor Error Measures 362 6.13 Evaluating the Accuracy of a Classifier or Predictor 363 6.13.1 Holdout Method and Random Subsampling 364 6.13.2 Cross-validation 364 6.13.3 Bootstrap 365 6.14 Ensemble Methods—Increasing the Accuracy 366 6.14.1 Bagging 366 6.14.2 Boosting 367 6.15 Model Selection 370 6.15.1 Estimating Confidence Intervals 370 6.15.2 ROC Curves 372 6.16 Summary 373 Exercises 375 Bibliographic Notes 378 Chapter 7 Cluster Analysis 383 7.1 What Is Cluster Analysis? 383 7.2 Types of Data in Cluster Analysis 386 7.2.1 Interval-Scaled Variables 387 7.2.2 Binary Variables 389 7.2.3 Categorical, Ordinal, and Ratio-Scaled Variables 392 7.2.4 Variables of Mixed Types 395 7.2.5 Vector Objects 397 7.3 A Categorization of Major Clustering Methods 398 7.4 Partitioning Methods 401 7.4.1 Classical Partitioning Methods: k-Means and k-Medoids 402 7.4.2 Partitioning Methods in Large Databases: From k-Medoids to CLARANS 407 7.5 Hierarchical Methods 408 7.5.1 Agglomerative and Divisive Hierarchical Clustering 408 7.5.2 BIRCH: Balanced Iterative Reducing and Clustering Using Hierarchies 412 7.5.3 ROCK: A Hierarchical Clustering Algorithm for Categorical Attributes 414 7.5.4 Chameleon: A Hierarchical Clustering Algorithm Using Dynamic Modeling 416 7.6 Density-Based Methods 418 7.6.1 DBSCAN: A Density-Based Clustering Method Based on Connected Regions with Sufficiently High Density 418  Contents xv 7.6.2 OPTICS: Ordering Points to Identify the Clustering Structure 420 7.6.3 DENCLUE: Clustering Based on Density Distribution Functions 422 7.7 Grid-Based Methods 424 7.7.1 STING: STatistical INformation Grid 425 7.7.2 WaveCluster: Clustering Using Wavelet Transformation 427 7.8 Model-Based Clustering Methods 429 7.8.1 Expectation-Maximization 429 7.8.2 Conceptual Clustering 431 7.8.3 Neural Network Approach 433 7.9 Clustering High-Dimensional Data 434 7.9.1 CLIQUE: A Dimension-Growth Subspace Clustering Method 436 7.9.2 PROCLUS: A Dimension-Reduction Subspace Clustering Method 439 7.9.3 Frequent Pattern–Based Clustering Methods 440 7.10 Constraint-Based Cluster Analysis 444 7.10.1 Clustering with Obstacle Objects 446 7.10.2 User-Constrained Cluster Analysis 448 7.10.3 Semi-Supervised Cluster Analysis 449 7.11 Outlier Analysis 451 7.11.1 Statistical Distribution-Based Outlier Detection 452 7.11.2 Distance-Based Outlier Detection 454 7.11.3 Density-Based Local Outlier Detection 455 7.11.4 Deviation-Based Outlier Detection 458 7.12 Summary 460 Exercises 461 Bibliographic Notes 464 Chapter 8 Mining Stream, Time-Series, and Sequence Data 467 8.1 Mining Data Streams 468 8.1.1 Methodologies for Stream Data Processing and Stream Data Systems 469 8.1.2 Stream OLAP and Stream Data Cubes 474 8.1.3 Frequent-Pattern Mining in Data Streams 479 8.1.4 Classification of Dynamic Data Streams 481 8.1.5 Clustering Evolving Data Streams 486 8.2 Mining Time-Series Data 489 8.2.1 Trend Analysis 490 8.2.2 Similarity Search in Time-Series Analysis 493 xvi Contents 8.3 Mining Sequence Patterns in Transactional Databases 498 8.3.1 Sequential Pattern Mining: Concepts and Primitives 498 8.3.2 Scalable Methods for Mining Sequential Patterns 500 8.3.3 Constraint-Based Mining of Sequential Patterns 509 8.3.4 Periodicity Analysis for Time-Related Sequence Data 512 8.4 Mining Sequence Patterns in Biological Data 513 8.4.1 Alignment of Biological Sequences 514 8.4.2 Hidden Markov Model for Biological Sequence Analysis 518 8.5 Summary 527 Exercises 528 Bibliographic Notes 531 Chapter 9 Graph Mining, Social Network Analysis, and Multirelational Data Mining 535 9.1 Graph Mining 535 9.1.1 Methods for Mining Frequent Subgraphs 536 9.1.2 Mining Variant and Constrained Substructure Patterns 545 9.1.3 Applications: Graph Indexing, Similarity Search, Classification, and Clustering 551 9.2 Social Network Analysis 556 9.2.1 What Is a Social Network? 556 9.2.2 Characteristics of Social Networks 557 9.2.3 Link Mining: Tasks and Challenges 561 9.2.4 Mining on Social Networks 565 9.3 Multirelational Data Mining 571 9.3.1 What Is Multirelational Data Mining? 571 9.3.2 ILP Approach to Multirelational Classification 573 9.3.3 Tuple ID Propagation 575 9.3.4 Multirelational Classification Using Tuple ID Propagation 577 9.3.5 Multirelational Clustering with User Guidance 580 9.4 Summary 584 Exercises 586 Bibliographic Notes 587 Chapter 10 Mining Object, Spatial, Multimedia, Text, and Web Data 591 10.1 Multidimensional Analysis and Descriptive Mining of Complex Data Objects 591 10.1.1 Generalization of Structured Data 592 10.1.2 Aggregation and Approximation in Spatial and Multimedia Data Generalization 593  Contents xvii 10.1.3 Generalization of Object Identifiers and Class/Subclass Hierarchies 594 10.1.4 Generalization of Class Composition Hierarchies 595 10.1.5 Construction and Mining of Object Cubes 596 10.1.6 Generalization-Based Mining of Plan Databases by Divide-and-Conquer 596 10.2 Spatial Data Mining 600 10.2.1 Spatial Data Cube Construction and Spatial OLAP 601 10.2.2 Mining Spatial Association and Co-location Patterns 605 10.2.3 Spatial Clustering Methods 606 10.2.4 Spatial Classification and Spatial Trend Analysis 606 10.2.5 Mining Raster Databases 607 10.3 Multimedia Data Mining 607 10.3.1 Similarity Search in Multimedia Data 608 10.3.2 Multidimensional Analysis of Multimedia Data 609 10.3.3 Classification and Prediction Analysis of Multimedia Data 611 10.3.4 Mining Associations in Multimedia Data 612 10.3.5 Audio and Video Data Mining 613 10.4 Text Mining 614 10.4.1 Text Data Analysis and Information Retrieval 615 10.4.2 Dimensionality Reduction for Text 621 10.4.3 Text Mining Approaches 624 10.5 Mining the World Wide Web 628 10.5.1 Mining the Web Page Layout Structure 630 10.5.2 Mining the Web’s Link Structures to Identify Authoritative Web Pages 631 10.5.3 Mining Multimedia Data on the Web 637 10.5.4 Automatic Classification of Web Documents 638 10.5.5 Web Usage Mining 640 10.6 Summary 641 Exercises 642 Bibliographic Notes 645 Chapter 11 Applications and Trends in Data Mining 649 11.1 Data Mining Applications 649 11.1.1 Data Mining for Financial Data Analysis 649 11.1.2 Data Mining for the Retail Industry 651 11.1.3 Data Mining for the Telecommunication Industry 652 11.1.4 Data Mining for Biological Data Analysis 654 11.1.5 Data Mining in Other Scientific Applications 657 11.1.6 Data Mining for Intrusion Detection 658 xviii Contents 11.2 Data Mining System Products and Research Prototypes 660 11.2.1 How to Choose a Data Mining System 660 11.2.2 Examples of Commercial Data Mining Systems 663 11.3 Additional Themes on Data Mining 665 11.3.1 Theoretical Foundations of Data Mining 665 11.3.2 Statistical Data Mining 666 11.3.3 Visual and Audio Data Mining 667 11.3.4 Data Mining and Collaborative Filtering 670 11.4 Social Impacts of Data Mining 675 11.4.1 Ubiquitous and Invisible Data Mining 675 11.4.2 Data Mining, Privacy, and Data Security 678 11.5 Trends in Data Mining 681 11.6 Summary 684 Exercises 685 Bibliographic Notes 687 Appendix An Introduction to Microsoft’s OLE DB for Data Mining 691 A.1 Model Creation 693 A.2 Model Training 695 A.3 Model Prediction and Browsing 697 Bibliography 703 Index 745  Foreword We are deluged by data—scientific data, medical data, demographic data, financial data, and marketing data. People have no time to look at this data. Human attention has become the precious resource. So, we must find ways to automatically analyze the data, to automatically classify it, to automatically summarize it, to automatically discover and characterize trends in it, and to automatically flag anomalies. This is one of the most active and exciting areas of the database research community. Researchers in areas includ- ing statistics, visualization, artificial intelligence, and machine learning are contributing to this field. The breadth of the field makes it difficult to grasp the extraordinary progress over the last few decades. Six years ago, Jiawei Han’s and Micheline Kamber’s seminal textbook organized and presented Data Mining. It heralded a golden age of innovation in the field. This revision of their book reflects that progress; more than half of the references and historical notes are to recent work. The field has matured with many new and improved algorithms, and has broadened to include many more datatypes: streams, sequences, graphs, time-series, geospatial, audio, images, and video. We are certainly not at the end of the golden age— indeed research and commercial interest in data mining continues to grow—but we are all fortunate to have this modern compendium. The book gives quick introductions to database and data mining concepts with particular emphasis on data analysis. It then covers in a chapter-by-chapter tour the con- cepts and techniques that underlie classification, prediction, association, and clustering. These topics are presented with examples, a tour of the best algorithms for each prob- lem class, and with pragmatic rules of thumb about when to apply each technique. The Socratic presentation style is both very readable and very informative. I certainly learned a lot from reading the first edition and got re-educated and updated in reading the second edition. Jiawei Han and Micheline Kamber have been leading contributors to data mining research. This is the text they use with their students to bring them up to speed on the xix xx Foreword field. The field is evolving very rapidly, but this book is a quick way to learn the basic ideas, and to understand where the field is today. I found it very informative and stimulating, and believe you will too. Jim Gray Microsoft Research San Francisco, CA, USA  Preface Our capabilities of both generating and collecting data have been increasing rapidly. Contributing factors include the computerization of business, scientific, and government transactions; the widespread use of digital cameras, publication tools, and bar codes for most commercial products; and advances in data collection tools ranging from scanned text and image platforms to satellite remote sensing systems. In addition, popular use of the World Wide Web as a global information system has flooded us with a tremen- dous amount of data and information. This explosive growth in stored or transient data has generated an urgent need for new techniques and automated tools that can intelli- gently assist us in transforming the vast amounts of data into useful information and knowledge. This book explores the concepts and techniques of data mining, a promising and flourishing frontier in data and information systems and their applications. Data mining, also popularly referred to as knowledge discovery from data (KDD), is the automated or convenient extraction of patterns representing knowledge implicitly stored or captured in large databases, data warehouses, the Web, other massive information repositories, or data streams. Data mining is a multidisciplinary field, drawing work from areas including database technology, machine learning, statistics, pattern recognition, information retrieval, neural networks, knowledge-based systems, artificial intelligence, high-performance computing, and data visualization. We present techniques for the discovery of patterns hidden in large data sets, focusing on issues relating to their feasibility, usefulness, effec- tiveness, and scalability. As a result, this book is not intended as an introduction to database systems, machine learning, statistics, or other such areas, although we do pro- vide the background necessary in these areas in order to facilitate the reader’s compre- hension of their respective roles in data mining. Rather, the book is a comprehensive introduction to data mining, presented with effectiveness and scalability issues in focus. It should be useful for computing science students, application developers, and business professionals, as well as researchers involved in any of the disciplines listed above. Data mining emerged during the late 1980s, made great strides during the 1990s, and continues to flourish into the new millennium. This book presents an overall picture of the field, introducing interesting data mining techniques and systems and discussing xxi xxii Preface applications and research directions. An important motivation for writing this book was the need to build an organized framework for the study of data mining—a challenging task, owing to the extensive multidisciplinary nature of this fast-developing field. We hope that this book will encourage people with different backgrounds and experiences to exchange their views regarding data mining so as to contribute toward the further promotion and shaping of this exciting and dynamic field. Organization of the Book Since the publication of the first edition of this book, great progress has been made in the field of data mining. Many new data mining methods, systems, and applications have been developed. This new edition substantially revises the first edition of the book, with numerous enhancements and a reorganization of the technical contents of the entire book. In addition, several new chapters are included to address recent developments on mining complex types of data, including stream data, sequence data, graph structured data, social network data, and multirelational data. The chapters are described briefly as follows, with emphasis on the new material. Chapter 1 provides an introduction to the multidisciplinary field of data mining. It discusses the evolutionary path of database technology, which has led to the need for data mining, and the importance of its applications. It examines the types of data to be mined, including relational, transactional, and data warehouse data, as well as complex types of data such as data streams, time-series, sequences, graphs, social net- works, multirelational data, spatiotemporal data, multimedia data, text data, and Web data. The chapter presents a general classification of data mining tasks, based on the different kinds of knowledge to be mined. In comparison with the first edition, two new sections are introduced: Section 1.7 is on data mining primitives, which allow users to interactively communicate with data mining systems in order to direct the mining process, and Section 1.8 discusses the issues regarding how to integrate a data mining system with a database or data warehouse system. These two sections repre- sent the condensed materials of Chapter 4, “Data Mining Primitives, Languages and Architectures,” in the first edition. Finally, major challenges in the field are discussed. Chapter 2 introduces techniques for preprocessing the data before mining. This corresponds to Chapter 3 of the first edition. Because data preprocessing precedes the construction of data warehouses, we address this topic here, and then follow with an introduction to data warehouses in the subsequent chapter. This chapter describes var- ious statistical methods for descriptive data summarization, including measuring both central tendency and dispersion of data. The description of data cleaning methods has been enhanced. Methods for data integration and transformation and data reduction are discussed, including the use of concept hierarchies for dynamic and static discretization. The automatic generation of concept hierarchies is also described. Chapters 3 and 4 provide a solid introduction to data warehouse, OLAP (On-Line Analytical Processing), and data generalization. These two chapters correspond to Chapters 2 and 5 of the first edition, but with substantial enhancement regarding data  Preface xxiii warehouse implementation methods. Chapter 3 introduces the basic concepts, archi- tectures and general implementations of data warehouse and on-line analytical process- ing, as well as the relationship between data warehousing and data mining. Chapter 4 takes a more in-depth look at data warehouse and OLAP technology, presenting a detailed study of methods of data cube computation, including the recently developed star-cubing and high-dimensional OLAP methods. Further explorations of data ware- house and OLAP are discussed, such as discovery-driven cube exploration, multifeature cubes for complex data mining queries, and cube gradient analysis. Attribute-oriented induction, an alternative method for data generalization and concept description, is also discussed. Chapter 5 presents methods for mining frequent patterns, associations, and corre- lations in transactional and relational databases and data warehouses. In addition to introducing the basic concepts, such as market basket analysis, many techniques for fre- quent itemset mining are presented in an organized way. These range from the basic Apriori algorithm and its variations to more advanced methods that improve on effi- ciency, including the frequent-pattern growth approach, frequent-pattern mining with vertical data format, and mining closed frequent itemsets. The chapter also presents tech- niques for mining multilevel association rules, multidimensional association rules, and quantitative association rules. In comparison with the previous edition, this chapter has placed greater emphasis on the generation of meaningful association and correlation rules. Strategies for constraint-based mining and the use of interestingness measures to focus the rule search are also described. Chapter 6 describes methods for data classification and prediction, including decision tree induction, Bayesian classification, rule-based classification, the neural network tech- nique of backpropagation, support vector machines, associative classification, k-nearest neighbor classifiers, case-based reasoning, genetic algorithms, rough set theory, and fuzzy set approaches. Methods of regression are introduced. Issues regarding accuracy and how to choose the best classifier or predictor are discussed. In comparison with the corre- sponding chapter in the first edition, the sections on rule-based classification and support vector machines are new, and the discussion of measuring and enhancing classification and prediction accuracy has been greatly expanded. Cluster analysis forms the topic of Chapter 7. Several major data clustering approaches are presented, including partitioning methods, hierarchical methods, density-based methods, grid-based methods, and model-based methods. New sections in this edition introduce techniques for clustering high-dimensional data, as well as for constraint- based cluster analysis. Outlier analysis is also discussed. Chapters 8 to 10 treat advanced topics in data mining and cover a large body of materials on recent progress in this frontier. These three chapters now replace our pre- vious single chapter on advanced topics. Chapter 8 focuses on the mining of stream data, time-series data, and sequence data (covering both transactional sequences and biological sequences). The basic data mining techniques (such as frequent-pattern min- ing, classification, clustering, and constraint-based mining) are extended for these types of data. Chapter 9 discusses methods for graph and structural pattern mining, social network analysis and multirelational data mining. Chapter 10 presents methods for xxiv Preface mining object, spatial, multimedia, text, and Web data, which cover a great deal of new progress in these areas. Finally, in Chapter 11, we summarize the concepts presented in this book and discuss applications and trends in data mining. New material has been added on data mining for biological and biomedical data analysis, other scientific applications, intrusion detection, and collaborative filtering. Social impacts of data mining, such as privacy and data secu- rity issues, are discussed, in addition to challenging research issues. Further discussion of ubiquitous data mining has also been added. The Appendix provides an introduction to Microsoft’s OLE DB for Data Mining (OLEDB for DM). Throughout the text, italic font is used to emphasize terms that are defined, while bold font is used to highlight or summarize main ideas. Sans serif font is used for reserved words. Bold italic font is used to represent multidimensional quantities. This book has several strong features that set it apart from other texts on data min- ing. It presents a very broad yet in-depth coverage from the spectrum of data mining, especially regarding several recent research topics on data stream mining, graph min- ing, social network analysis, and multirelational data mining. The chapters preceding the advanced topics are written to be as self-contained as possible, so they may be read in order of interest by the reader. All of the major methods of data mining are pre- sented. Because we take a database point of view to data mining, the book also presents many important topics in data mining, such as scalable algorithms and multidimensional OLAP analysis, that are often overlooked or minimally treated in other books. To the Instructor This book is designed to give a broad, yet detailed overview of the field of data mining. It can be used to teach an introductory course on data mining at an advanced undergraduate level or at the first-year graduate level. In addition, it can also be used to teach an advanced course on data mining. If you plan to use the book to teach an introductory course, you may find that the materials in Chapters 1 to 7 are essential, among which Chapter 4 may be omitted if you do not plan to cover the implementation methods for data cubing and on-line analytical processing in depth. Alternatively, you may omit some sections in Chapters 1 to 7 and use Chapter 11 as the final coverage of applications and trends on data mining. If you plan to use the book to teach an advanced course on data mining, you may use Chapters 8 through 11. Moreover, additional materials and some recent research papers may supplement selected themes from among the advanced topics of these chapters. Individual chapters in this book can also be used for tutorials or for special topics in related courses, such as database systems, machine learning, pattern recognition, and intelligent data analysis. Each chapter ends with a set of exercises, suitable as assigned homework. The exercises are either short questions that test basic mastery of the material covered, longer questions that require analytical thinking, or implementation projects. Some exercises can also be  Preface xxv used as research discussion topics. The bibliographic notes at the end of each chapter can be used to find the research literature that contains the origin of the concepts and meth- ods presented, in-depth treatment of related topics, and possible extensions. Extensive teaching aids are available from the book’s websites, such as lecture slides, reading lists, and course syllabi. To the Student We hope that this textbook will spark your interest in the young yet fast-evolving field of data mining. We have attempted to present the material in a clear manner, with careful explanation of the topics covered. Each chapter ends with a summary describing the main points. We have included many figures and illustrations throughout the text in order to make the book more enjoyable and reader-friendly. Although this book was designed as a textbook, we have tried to organize it so that it will also be useful to you as a reference book or handbook, should you later decide to perform in-depth research in the related fields or pursue a career in data mining. What do you need to know in order to read this book? You should have some knowledge of the concepts and terminology associated with database systems, statistics, and machine learning. However, we do try to provide enough background of the basics in these fields, so that if you are not so familiar with these fields or your memory is a bit rusty, you will not have trouble following the discussions in the book. You should have some programming experience. In particular, you should be able to read pseudo-code and understand simple data structures such as multidimensional arrays. To the Professional This book was designed to cover a wide range of topics in the field of data mining. As a result, it is an excellent handbook on the subject. Because each chapter is designed to be as stand-alone as possible, you can focus on the topics that most interest you. The book can be used by application programmers and information service managers who wish to learn about the key ideas of data mining on their own. The book would also be useful for technical data analysis staff in banking, insurance, medicine, and retailing industries who are interested in applying data mining solutions to their businesses. Moreover, the book may serve as a comprehensive survey of the data mining field, which may also benefit researchers who would like to advance the state-of-the-art in data mining and extend the scope of data mining applications. The techniques and algorithms presented are of practical utility. Rather than select- ing algorithms that perform well on small “toy” data sets, the algorithms described in the book are geared for the discovery of patterns and knowledge hidden in large, xxvi Preface real data sets. In Chapter 11, we briefly discuss data mining systems in commercial use, as well as promising research prototypes. Algorithms presented in the book are illustrated in pseudo-code. The pseudo-code is similar to the C programming lan- guage, yet is designed so that it should be easy to follow by programmers unfamiliar with C or C++. If you wish to implement any of the algorithms, you should find the translation of our pseudo-code into the programming language of your choice to be a fairly straightforward task. Book Websites with Resources The book has a website at www.cs.uiuc.edu/∼hanj/bk2 and another with Morgan Kauf- mann Publishers at www.mkp.com/datamining2e. These websites contain many sup- plemental materials for readers of this book or anyone else with an interest in data mining. The resources include: Slide presentations per chapter. Lecture notes in Microsoft PowerPoint slides are available for each chapter. Artwork of the book. This may help you to make your own slides for your class- room teaching. Instructors’ manual. This complete set of answers to the exercises in the book is available only to instructors from the publisher’s website. Course syllabi and lecture plan. These are given for undergraduate and graduate versions of introductory and advanced courses on data mining, which use the text and slides. Supplemental reading lists with hyperlinks. Seminal papers for supplemental read- ing are organized per chapter. Links to data mining data sets and software. We will provide a set of links to data mining data sets and sites containing interesting data mining software pack- ages, such as IlliMine from the University of Illinois at Urbana-Champaign (http://illimine.cs.uiuc.edu). Sample assignments, exams, course projects. A set of sample assignments, exams, and course projects will be made available to instructors from the publisher’s website. Table of contents of the book in PDF. Errata on the different printings of the book. We welcome you to point out any errors in the book. Once the error is confirmed, we will update this errata list and include acknowledgment of your contribution. Comments or suggestions can be sent to [email protected]. We would be happy to hear from you.  Preface xxvii Acknowledgments for the First Edition of the Book We would like to express our sincere thanks to all those who have worked or are cur- rently working with us on data mining–related research and/or the DBMiner project, or have provided us with various support in data mining. These include Rakesh Agrawal, Stella Atkins, Yvan Bedard, Binay Bhattacharya, (Yandong) Dora Cai, Nick Cercone, Surajit Chaudhuri, Sonny H. S. Chee, Jianping Chen, Ming-Syan Chen, Qing Chen, Qiming Chen, Shan Cheng, David Cheung, Shi Cong, Son Dao, Umeshwar Dayal, James Delgrande, Guozhu Dong, Carole Edwards, Max Egenhofer, Martin Ester, Usama Fayyad, Ling Feng, Ada Fu, Yongjian Fu, Daphne Gelbart, Randy Goebel, Jim Gray, Robert Grossman, Wan Gong, Yike Guo, Eli Hagen, Howard Hamilton, Jing He, Larry Henschen, Jean Hou, Mei-Chun Hsu, Kan Hu, Haiming Huang, Yue Huang, Julia Itskevitch, Wen Jin, Tiko Kameda, Hiroyuki Kawano, Rizwan Kheraj, Eddie Kim, Won Kim, Krzysztof Koperski, Hans-Peter Kriegel, Vipin Kumar, Laks V. S. Lakshmanan, Joyce Man Lam, James Lau, Deyi Li, George (Wenmin) Li, Jin Li, Ze-Nian Li, Nancy Liao, Gang Liu, Junqiang Liu, Ling Liu, Alan (Yijun) Lu, Hongjun Lu, Tong Lu, Wei Lu, Xuebin Lu, Wo-Shun Luk, Heikki Mannila, Runying Mao, Abhay Mehta, Gabor Melli, Alberto Mendelzon, Tim Merrett, Harvey Miller, Drew Miners, Behzad Mortazavi-Asl, Richard Muntz, Raymond T. Ng, Vicent Ng, Shojiro Nishio, Beng-Chin Ooi, Tamer Ozsu, Jian Pei, Gregory Piatetsky-Shapiro, Helen Pinto, Fred Popowich, Amynmo- hamed Rajan, Peter Scheuermann, Shashi Shekhar, Wei-Min Shen, Avi Silberschatz, Evangelos Simoudis, Nebojsa Stefanovic, Yin Jenny Tam, Simon Tang, Zhaohui Tang, Dick Tsur, Anthony K. H. Tung, Ke Wang, Wei Wang, Zhaoxia Wang, Tony Wind, Lara Winstone, Ju Wu, Betty (Bin) Xia, Cindy M. Xin, Xiaowei Xu, Qiang Yang, Yiwen Yin, Clement Yu, Jeffrey Yu, Philip S. Yu, Osmar R. Zaiane, Carlo Zaniolo, Shuhua Zhang, Zhong Zhang, Yvonne Zheng, Xiaofang Zhou, and Hua Zhu. We are also grateful to Jean Hou, Helen Pinto, Lara Winstone, and Hua Zhu for their help with some of the original figures in this book, and to Eugene Belchev for his careful proofreading of each chapter. We also wish to thank Diane Cerra, our Executive Editor at Morgan Kaufmann Publishers, for her enthusiasm, patience, and support during our writing of this book, as well as Howard Severson, our Production Editor, and his staff for their conscien- tious efforts regarding production. We are indebted to all of the reviewers for their invaluable feedback. Finally, we thank our families for their wholehearted support throughout this project. Acknowledgments for the Second Edition of the Book We would like to express our grateful thanks to all of the previous and current mem- bers of the Data Mining Group at UIUC, the faculty and students in the Data and Information Systems (DAIS) Laboratory in the Department of Computer Science, the University of Illinois at Urbana-Champaign, and many friends and colleagues, xxviii Preface whose constant support and encouragement have made our work on this edition a rewarding experience. These include Gul Agha, Rakesh Agrawal, Loretta Auvil, Peter Bajcsy, Geneva Belford, Deng Cai, Y. Dora Cai, Roy Cambell, Kevin C.-C. Chang, Sura- jit Chaudhuri, Chen Chen, Yixin Chen, Yuguo Chen, Hong Cheng, David Cheung, Shengnan Cong, Gerald DeJong, AnHai Doan, Guozhu Dong, Charios Ermopoulos, Martin Ester, Christos Faloutsos, Wei Fan, Jack C. Feng, Ada Fu, Michael Garland, Johannes Gehrke, Hector Gonzalez, Mehdi Harandi, Thomas Huang, Wen Jin, Chu- lyun Kim, Sangkyum Kim, Won Kim, Won-Young Kim, David Kuck, Young-Koo Lee, Harris Lewin, Xiaolei Li, Yifan Li, Chao Liu, Han Liu, Huan Liu, Hongyan Liu, Lei Liu, Ying Lu, Klara Nahrstedt, David Padua, Jian Pei, Lenny Pitt, Daniel Reed, Dan Roth, Bruce Schatz, Zheng Shao, Marc Snir, Zhaohui Tang, Bhavani M. Thuraisingham, Josep Torrellas, Peter Tzvetkov, Benjamin W. Wah, Haixun Wang, Jianyong Wang, Ke Wang, Muyuan Wang, Wei Wang, Michael Welge, Marianne Winslett, Ouri Wolfson, Andrew Wu, Tianyi Wu, Dong Xin, Xifeng Yan, Jiong Yang, Xiaoxin Yin, Hwanjo Yu, Jeffrey X. Yu, Philip S. Yu, Maria Zemankova, ChengXiang Zhai, Yuanyuan Zhou, and Wei Zou. Deng Cai and ChengXiang Zhai have contributed to the text mining and Web mining sections, Xifeng Yan to the graph mining section, and Xiaoxin Yin to the mul- tirelational data mining section. Hong Cheng, Charios Ermopoulos, Hector Gonzalez, David J. Hill, Chulyun Kim, Sangkyum Kim, Chao Liu, Hongyan Liu, Kasif Manzoor, Tianyi Wu, Xifeng Yan, and Xiaoxin Yin have contributed to the proofreading of the individual chapters of the manuscript. We also which to thank Diane Cerra, our Publisher at Morgan Kaufmann Pub- lishers, for her constant enthusiasm, patience, and support during our writing of this book. We are indebted to Alan Rose, the book Production Project Manager, for his tireless and ever prompt communications with us to sort out all details of the pro- duction process. We are grateful for the invaluable feedback from all of the reviewers. Finally, we thank our families for their wholehearted support throughout this project.  1 Introduction This book is an introduction to a young and promising field called data mining and knowledge discovery from data. The material in this book is presented from a database perspective, where emphasis is placed on basic data mining concepts and techniques for uncovering interesting data patterns hidden in large data sets. The implementation methods dis- cussed are particularly oriented toward the development of scalable and efficient data mining tools. In this chapter, you will learn how data mining is part of the natural evolution of database technology, why data mining is important, and how it is defined. You will learn about the general architecture of data mining systems, as well as gain insight into the kinds of data on which mining can be performed, the types of patterns that can be found, and how to tell which patterns represent useful knowledge. You will study data mining primitives, from which data mining query languages can be designed. Issues regarding how to integrate a data mining system with a database or data warehouse are also discussed. In addition to studying a classification of data min- ing systems, you will read about challenging research issues for building data mining tools of the future. 1.1 What Motivated Data Mining? Why Is It Important? Necessity is the mother of invention. —Plato Data mining has attracted a great deal of attention in the information industry and in society as a whole in recent years, due to the wide availability of huge amounts of data and the imminent need for turning such data into useful information and knowledge. The information and knowledge gained can be used for applications ranging from mar- ket analysis, fraud detection, and customer retention, to production control and science exploration. Data mining can be viewed as a result of the natural evolution of information technology. The database system industry has witnessed an evolutionary path in the development of the following functionalities (Figure 1.1): data collection and database creation, data management (including data storage and retrieval, and database 1 2 Chapter 1 Introduction Figure 1.1 The evolution of database system technology.  1.1 What Motivated Data Mining? Why Is It Important? 3 transaction processing), and advanced data analysis (involving data warehousing and data mining). For instance, the early development of data collection and database creation mechanisms served as a prerequisite for later development of effective mech- anisms for data storage and retrieval, and query and transaction processing. With numerous database systems offering query and transaction processing as common practice, advanced data analysis has naturally become the next target. Since the 1960s, database and information technology has been evolving system- atically from primitive file processing systems to sophisticated and powerful database systems. The research and development in database systems since the 1970s has pro- gressed from early hierarchical and network database systems to the development of relational database systems (where data are stored in relational table structures; see Section 1.3.1), data modeling tools, and indexing and accessing methods. In addition, users gained convenient and flexible data access through query languages, user inter- faces, optimized query processing, and transaction management. Efficient methods for on-line transaction processing (OLTP), where a query is viewed as a read-only transaction, have contributed substantially to the evolution and wide acceptance of relational technology as a major tool for efficient storage, retrieval, and management of large amounts of data. Database technology since the mid-1980s has been characterized by the popular adoption of relational technology and an upsurge of research and development activities on new and powerful database systems. These promote the development of advanced data models such as extended-relational, object-oriented, object-relational, and deductive models. Application-oriented database systems, including spatial, tem- poral, multimedia, active, stream, and sensor, and scientific and engineering databases, knowledge bases, and office information bases, have flourished. Issues related to the distribution, diversification, and sharing of data have been studied extensively. Hetero- geneous database systems and Internet-based global information systems such as the World Wide Web (WWW) have also emerged and play a vital role in the information industry. The steady and amazing progress of computer hardware technology in the past three decades has led to large supplies of powerful and affordable computers, data collection equipment, and storage media. This technology provides a great boost to the database and information industry, and makes a huge number of databases and information repositories available for transaction management, information retrieval, and data analysis. Data can now be stored in many different kinds of databases and information repositories. One data repository architecture that has emerged is the data warehouse (Section 1.3.2), a repository of multiple heterogeneous data sources organized under a unified schema at a single site in order to facilitate management decision making. Data warehouse technology includes data cleaning, data integration, and on-line analytical processing (OLAP), that is, analysis techniques with functionalities such as summa- rization, consolidation, and aggregation as well as the ability to view information from different angles. Although OLAP tools support multidimensional analysis and deci- sion making, additional data analysis tools are required for in-depth analysis, such as 4 Chapter 1 Introduction Figure 1.2 We are data rich, but information poor. data classification, clustering, and the characterization of data changes over time. In addition, huge volumes of data can be accumulated beyond databases and data ware- houses. Typical examples include the World Wide Web and data streams, where data flow in and out like streams, as in applications like video surveillance, telecommunica- tion, and sensor networks. The effective and efficient analysis of data in such different forms becomes a challenging task. The abundance of data, coupled with the need for powerful data analysis tools, has been described as a data rich but information poor situation. The fast-growing, tremen- dous amount of data, collected and stored in large and numerous data repositories, has far exceeded our human ability for comprehension without powerful tools (Figure 1.2). As a result, data collected in large data repositories become “data tombs”—data archives that are seldom visited. Consequently, important decisions are often made based not on the information-rich data stored in data repositories, but rather on a decision maker’s intuition, simply because the decision maker does not have the tools to extract the valu- able knowledge embedded in the vast amounts of data. In addition, consider expert system technologies, which typically rely on users or domain experts to manually input knowledge into knowledge bases. Unfortunately, this procedure is prone to biases and errors, and is extremely time-consuming and costly. Data mining tools perform data analysis and may uncover important data patterns, contributing greatly to business  1.2 So, What Is Data Mining? 5 strategies, knowledge bases, and scientific and medical research. The widening gap between data and information calls for a systematic development of data mining tools that will turn data tombs into “golden nuggets” of knowledge. 1.2 So, What Is Data Mining? Simply stated, data mining refers to extracting or “mining” knowledge from large amounts of data. The term is actually a misnomer. Remember that the mining of gold from rocks or sand is referred to as gold mining rather than rock or sand mining. Thus, data mining should have been more appropriately named “knowledge mining from data,” which is unfortunately somewhat long. “Knowledge mining,” a shorter term, may not reflect the emphasis on mining from large amounts of data. Nevertheless, mining is a vivid term characterizing the process that finds a small set of precious nuggets from a great deal of raw material (Figure 1.3). Thus, such a misnomer that carries both “data” and “min- ing” became a popular choice. Many other terms carry a similar or slightly different meaning to data mining, such as knowledge mining from data, knowledge extraction, data/pattern analysis, data archaeology, and data dredging. Many people treat data mining as a synonym for another popularly used term, Knowl- edge Discovery from Data, or KDD. Alternatively, others view data mining as simply an Knowledge Figure 1.3 Data mining—searching for knowledge (interesting patterns) in your data. 6 Chapter 1 Introduction Figure 1.4 Data mining as a step in the process of knowledge discovery.  1.2 So, What Is Data Mining? 7 essential step in the process of knowledge discovery. Knowledge discovery as a process is depicted in Figure 1.4 and consists of an iterative sequence of the following steps: 1. Data cleaning (to remove noise and inconsistent data) 2. Data integration (where multiple data sources may be combined)1 3. Data selection (where data relevant to the analysis task are retrieved from the database) 4. Data transformation (where data are transformed or consolidated into forms appro- priate for mining by performing summary or aggregation operations, for instance)2 5. Data mining (an essential process where intelligent methods are applied in order to extract data patterns) 6. Pattern evaluation (to identify the truly interesting patterns representing knowledge based on some interestingness measures; Section 1.5) 7. Knowledge presentation (where visualization and knowledge representation tech- niques are used to present the mined knowledge to the user) Steps 1 to 4 are different forms of data preprocessing, where the data are prepared for mining. The data mining step may interact with the user or a knowledge base. The interesting patterns are presented to the user and may be stored as new knowledge in the knowledge base. Note that according to this view, data mining is only one step in the entire process, albeit an essential one because it uncovers hidden patterns for evaluation. We agree that data mining is a step in the knowledge discovery process. However, in industry, in media, and in the database research milieu, the term data mining is becoming more popular than the longer term of knowledge discovery from data. Therefore, in this book, we choose to use the term data mining. We adopt a broad view of data mining functionality: data mining is the process of discovering interesting knowledge from large amounts of data stored in databases, data warehouses, or other information repositories. Based on this view, the architecture of a typical data mining system may have the following major components (Figure 1.5): Database, data warehouse, World Wide Web, or other information repository: This is one or a set of databases, data warehouses, spreadsheets, or other kinds of informa- tion repositories. Data cleaning and data integration techniques may be performed on the data. Database or data warehouse server: The database or data warehouse server is respon- sible for fetching the relevant data, based on the user’s data mining request. 1 A popular trend in the information industry is to perform data cleaning and data integration as a preprocessing step, where the resulting data are stored in a data warehouse. 2 Sometimes data transformation and consolidation are performed before the data selection process, particularly in the case of data warehousing. Data reduction may also be performed to obtain a smaller representation of the original data without sacrificing its integrity. 8 Chapter 1 Introduction User Interface Pattern Evaluation Knowledge Base Data Mining Engine Database or Data Warehouse Server data cleaning, integration and selection Data World Wide Other Info Database Warehouse Web Repositories Figure 1.5 Architecture of a typical data mining system. Knowledge base: This is the domain knowledge that is used to guide the search or evaluate the interestingness of resulting patterns. Such knowledge can include con- cept hierarchies, used to organize attributes or attribute values into different levels of abstraction. Knowledge such as user beliefs, which can be used to assess a pattern’s interestingness based on its unexpectedness, may also be included. Other examples of domain knowledge are additional interestingness constraints or thresholds, and metadata (e.g., describing data from multiple heterogeneous sources). Data mining engine: This is essential to the data mining system and ideally consists of a set of functional modules for tasks such as characterization, association and correla- tion analysis, classification, prediction, cluster analysis, outlier analysis, and evolution analysis. Pattern evaluation module: This component typically employs interestingness mea- sures (Section 1.5) and interacts with the data mining modules so as to focus the search toward interesting patterns. It may use interestingness thresholds to filter out discovered patterns. Alternatively, the pattern evaluation module may be inte- grated with the mining module, depending on the implementation of the data mining method used. For efficient data mining, it is highly recommended to push  1.3 Data Mining—On What Kind of Data? 9 the evaluation of pattern interestingness as deep as possible into the mining process so as to confine the search to only the interesting patterns. User interface: This module communicates between users and the data mining system, allowing the user to interact with the system by specifying a data mining query or task, providing information to help focus the search, and performing exploratory data mining based on the intermediate data mining results. In addition, this component allows the user to browse database and data warehouse schemas or data structures, evaluate mined patterns, and visualize the patterns in different forms. From a data warehouse perspective, data mining can be viewed as an advanced stage of on-line analytical processing (OLAP). However, data mining goes far beyond the nar- row scope of summarization-style analytical processing of data warehouse systems by incorporating more advanced techniques for data analysis. Although there are many “data mining systems” on the market, not all of them can perform true data mining. A data analysis system that does not handle large amounts of data should be more appropriately categorized as a machine learning system, a statistical data analysis tool, or an experimental system prototype. A system that can only per- form data or information retrieval, including finding aggregate values, or that performs deductive query answering in large databases should be more appropriately categorized as a database system, an information retrieval system, or a deductive database system. Data mining involves an integration of techniques from multiple disciplines such as database and data warehouse technology, statistics, machine learning, high-performance computing, pattern recognition, neural networks, data visualization, information retrieval, image and signal processing, and spatial or temporal data analysis. We adopt a database perspective in our presentation of data mining in this book. That is, empha- sis is placed on efficient and scalable data mining techniques. For an algorithm to be scalable, its running time should grow approximately linearly in proportion to the size of the data, given the available system resources such as main memory and disk space. By performing data mining, interesting knowledge, regularities, or high-level informa- tion can be extracted from databases and viewed or browsed from different angles. The discovered knowledge can be applied to decision making, process control, information management, and query processing. Therefore, data mining is considered one of the most important frontiers in database and information systems and one of the most promising interdisciplinary developments in the information technology. 1.3 Data Mining—On What Kind of Data? In this section, we examine a number of different data repositories on which mining can be performed. In principle, data mining should be applicable to any kind of data repository, as well as to transient data, such as data streams. Thus the scope of our examination of data repositories will include relational databases, data warehouses, transactional databases, advanced database systems, flat files, data streams, and the 10 Chapter 1 Introduction World Wide Web. Advanced database systems include object-relational databases and specific application-oriented databases, such as spatial databases, time-series databases, text databases, and multimedia databases. The challenges and techniques of mining may differ for each of the repository systems. Although this book assumes that readers have basic knowledge of information systems, we provide a brief introduction to each of the major data repository systems listed above. In this section, we also introduce the fictitious AllElectronics store, which will be used to illustrate concepts throughout the text. 1.3.1 Relational Databases A database system, also called a database management system (DBMS), consists of a collection of interrelated data, known as a database, and a set of software programs to manage and access the data. The software programs involve mechanisms for the defini- tion of database structures; for data storage; for concurrent, shared, or distributed data access; and for ensuring the consistency and security of the information stored, despite system crashes or attempts at unauthorized access. A relational database is a collection of tables, each of which is assigned a unique name. Each table consists of a set of attributes (columns or fields) and usually stores a large set of tuples (records or rows). Each tuple in a relational table represents an object identified by a unique key and described by a set of attribute values. A semantic data model, such as an entity-relationship (ER) data model, is often constructed for relational databases. An ER data model represents the database as a set of entities and their relationships. Consider the following example. Example 1.1 A relational database for AllElectronics. The AllElectronics company is described by the following relation tables: customer, item, employee, and branch. Fragments of the tables described here are shown in Figure 1.6. The relation customer consists of a set of attributes, including a unique customer identity number (cust ID), customer name, address, age, occupation, annual income, credit information, category, and so on. Similarly, each of the relations item, employee, and branch consists of a set of attributes describing their properties. Tables can also be used to represent the relationships between or among multiple relation tables. For our example, these include purchases (customer purchases items, creating a sales transaction that is handled by an employee), items sold (lists the items sold in a given transaction), and works at (employee works at a branch of AllElectronics). Relational data can be accessed by database queries written in a relational query language, such as SQL, or with the assistance of graphical user interfaces. In the latter, the user may employ a menu, for example, to specify attributes to be included in the query, and the constraints on these attributes. A given query is transformed into a set of  1.3 Data Mining—On What Kind of Data? 11 Figure 1.6 Fragments of relations from a relational database for AllElectronics. relational operations, such as join, selection, and projection, and is then optimized for efficient processing. A query allows retrieval of specified subsets of the data. Suppose that your job is to analyze the AllElectronics data. Through the use of relational queries, you can ask things like “Show me a list of all items that were sold in the last quarter.” Rela- tional languages also include aggregate functions such as sum, avg (average), count, max (maximum), and min (minimum). These allow you to ask things like “Show me the total sales of the last month, grouped by branch,” or “How many sales transactions occurred in the month of December?” or “Which sales person had the highest amount of sales?” 12 Chapter 1 Introduction When data mining is applied to relational databases, we can go further by searching for trends or data patterns. For example, data mining systems can analyze customer data to predict the credit risk of new customers based on their income, age, and previous credit information. Data mining systems may also detect deviations, such as items whose sales are far from those expected in comparison with the previous year. Such deviations can then be further investigated (e.g., has there been a change in packaging of such items, or a significant increase in price?). Relational databases are one of the most commonly available and rich information repositories, and thus they are a major data form in our study of data mining. 1.3.2 Data Warehouses Suppose that AllElectronics is a successful international company, with branches around the world. Each branch has its own set of databases. The president of AllElectronics has asked you to provide an analysis of the company’s sales per item type per branch for the third quarter. This is a difficult task, particularly since the relevant data are spread out over several databases, physically located at numerous sites. If AllElectronics had a data warehouse, this task would be easy. A data ware- house is a repository of information collected from multiple sources, stored under a unified schema, and that usually resides at a single site. Data warehouses are con- structed via a process of data cleaning, data integration, data transformation, data loading, and periodic data refreshing. This process is discussed in Chapters 2 and 3. Figure 1.7 shows the typical framework for construction and use of a data warehouse for AllElectronics. Data source in Chicago Client Clean Data source in New York Integrate Query and Data Transform Analysis Tools Warehouse Load Refresh Data source in Toronto Client Data source in Vancouver Figure 1.7 Typical framework of a data warehouse for AllElectronics.  1.3 Data Mining—On What Kind of Data? 13 To facilitate decision making, the data in a data warehouse are organized around major subjects, such as customer, item, supplier, and activity. The data are stored to provide information from a historical perspective (such as from the past 5–10 years) and are typically summarized. For example, rather than storing the details of each sales transaction, the data warehouse may store a summary of the transactions per item type for each store or, summarized to a higher level, for each sales region. A data warehouse is usually modeled by a multidimensional database structure, where each dimension corresponds to an attribute or a set of attributes in the schema, and each cell stores the value of some aggregate measure, such as count or sales amount. The actual physical structure of a data warehouse may be a relational data store or a multidimensional data cube. A data cube provides a multidimensional view of data and allows the precomputation and fast accessing of summarized data. Example 1.2 A data cube for AllElectronics. A data cube for summarized sales data of AllElectronics is presented in Figure 1.8(a). The cube has three dimensions: address (with city values Chicago, New York, Toronto, Vancouver), time (with quarter values Q1, Q2, Q3, Q4), and item (with item type values home entertainment, computer, phone, security). The aggregate value stored in each cell of the cube is sales amount (in thousands). For example, the total sales for the first quarter, Q1, for items relating to security systems in Vancouver is $400,000, as stored in cell hVancouver, Q1, securityi. Additional cubes may be used to store aggregate sums over each dimension, corresponding to the aggregate values obtained using different SQL group-bys (e.g., the total sales amount per city and quarter, or per city and item, or per quarter and item, or per each individual dimension). “I have also heard about data marts. What is the difference between a data warehouse and a data mart?” you may ask. A data warehouse collects information about subjects that span an entire organization, and thus its scope is enterprise-wide. A data mart, on the other hand, is a department subset of a data warehouse. It focuses on selected subjects, and thus its scope is department-wide. By providing multidimensional data views and the precomputation of summarized data, data warehouse systems are well suited for on-line analytical processing, or OLAP. OLAP operations use background knowledge regarding the domain of the data being studied in order to allow the presentation of data at different levels of abstraction. Such operations accommodate different user viewpoints. Examples of OLAP operations include drill-down and roll-up, which allow the user to view the data at differing degrees of summarization, as illustrated in Figure 1.8(b). For instance, we can drill down on sales data summarized by quarter to see the data summarized by month. Similarly, we can roll up on sales data summarized by city to view the data summarized by country. Although data warehouse tools help support data analysis, additional tools for data mining are required to allow more in-depth and automated analysis. An overview of data warehouse and OLAP technology is provided in Chapter 3. Advanced issues regard- ing data warehouse and OLAP implementation and data generalization are discussed in Chapter 4. 14 Chapter 1 Introduction ) Chicago 440 es c iti New York 1560 s( es Toronto dr 395 ad Vancouver time (quarters) Q2 Q3 Q4 computer security home phone entertainment (a) item (types) (b) Drill-down Roll-up on time data for Q1 on address ) ies n tr ) Chicago USA es ou 2000 iti New York (c ( c e ss Canada 1000 s r es Toronto d dr ad ad Vancouver Q1 time (quarters) Jan 150 Q2 time (months) Feb 100 Q3 March 150 Q4 computer security computer security home phone home phone entertainment entertainment item (types) item (types) Figure 1.8 A multidimensional data cube, commonly used for data warehousing, (a) showing summa- rized data for AllElectronics and (b) showing summarized data resulting from drill-down and roll-up operations on the cube in (a). For improved readability, only some of the cube cell values are shown. 1.3.3 Transactional Databases In general, a transactional database consists of a file where each record represents a trans- action. A transaction typically includes a unique transaction identity number (trans ID) and a list of the items making up the transaction (such as items purchased in a store).  1.3 Data Mining—On What Kind of Data? 15 trans ID list of item IDs T100 I1, I3, I8, I16 T200 I2, I8...... Figure 1.9 Fragment of a transactional database for sales at AllElectronics. The transactional database may have additional tables associated with it, which contain other information regarding the sale, such as the date of the transaction, the customer ID number, the ID number of the salesperson and of the branch at which the sale occurred, and so on. Example 1.3 A transactional database for AllElectronics. Transactions can be stored in a table, with one record per transaction. A fragment of a transactional database for AllElectronics is shown in Figure 1.9. From the relational database point of view, the sales table in Figure 1.9 is a nested relation because the attribute list of item IDs contains a set of items. Because most relational database systems do not support nested relational structures, the transactional database is usually either stored in a flat file in a format similar to that of the table in Figure 1.9 or unfolded into a standard relation in a format similar to that of the items sold table in Figure 1.6. As an analyst of the AllElectronics database, you may ask, “Show me all the items purchased by Sandy Smith” or “How many transactions include item number I3?” Answering such queries may require a scan of the entire transactional database. Suppose you would like to dig deeper into the data by asking, “Which items sold well together?” This kind of market basket data analysis would enable you to bundle groups of items together as a strategy for maximizing sales. For example, given the knowledge that printers are commonly purchased together with computers, you could offer an expensive model of printers at a discount to customers buying selected computers, in the hopes of selling more of the expensive printers. A regular data retrieval system is not able to answer queries like the one above. However, data mining systems for transactional data can do so by identifying frequent itemsets, that is, sets of items that are frequently sold together. The mining of such frequent patterns for transactional data is discussed in Chapter 5. 1.3.4 Advanced Data and Information Systems and Advanced Applications Relational database systems have been widely used in business applications. With the progress of database technology, various kinds of advanced data and information sys- tems have emerged and are undergoing development to address the requirements of new applications. 16 Chapter 1 Introduction The new database applications include handling spatial data (such as maps), engineering design data (such as the design of buildings, system components, or inte- grated circuits), hypertext and multimedia data (including text, image, video, and audio data), time-related data (such as historical records or stock exchange data), stream data (such as video surveillance and sensor data, where data flow in and out like streams), and the World Wide Web (a huge, widely distributed information repository made available by the Internet). These applications require efficient data structures and scalable meth- ods for handling complex object structures; variable-length records; semistructured or unstructured data; text, spatiotemporal, and multimedia data; and database schemas with complex structures and dynamic changes. Inresponsetotheseneeds,advanceddatabasesystemsandspecificapplication-oriented database systems have been developed. These include object-relational database systems, temporal and time-series database systems, spatial and spatiotemporal database systems, text and multimedia database systems, heterogeneous