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R for finding the non-dominated rules in multi-objective optimization Bo-Han Wu Jan 27, 2014 Taiwan R User Group/MLDM Monday

MLDM Monday -- Optimization Series Talk

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Taiwan R User Group/MLDM Monday

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  • 1. R for finding the non-dominated rules in multi-objective optimizationBo-Han Wu Jan 27, 2014TaiwanRUserGroup/MLDMMonday

2. GoogleWu Bo-Han [email protected] 3. Outline Introduction Classification rule Accuracy Comprehensibility Interestingness Multi-objective optimization Non-dominated rules SPEA2 Case study Wu Bo-Han [email protected] 4. Data growingWu Bo-Han [email protected] 5. Introduction Facing the age of data explosion, the amount of data is increasing very fast in databases. Those data normally include hidden knowledge, and they can be used to improve the decision-making process of any kinds of company. Wu Bo-Han [email protected] 6. Classification rule Classification rule mining is a common technology in data mining. From the historical data, rule can be generalized to classify unknown samples or predict the future.Wu Bo-Han [email protected] 7. Classification rule IF AND THEN Example: IF SexMale AND Location = Taipei THEN Product beerWu Bo-Han [email protected] 8. Classification rule Traditional mining techniques mostly focus on accuracy and usually generate lots of rules that are hard to choose meaningful ones from. In order to select optimally meaningful rules, accuracy, comprehensibility and interestingness are employed as three objectives.Wu Bo-Han [email protected] 9. Accuracysup( A & C ) A(R) sup( A ) is the support for the rule R represents the support for the antecedent of rule R Wu Bo-Han [email protected] 10. ComprehensibilityNc ( R) C( R) 1 Mc Nc(R)is the number of conditions in the rule Mc is the maximum number of conditions that a rule can have Wu Bo-Han [email protected] 11. Interestingness sup( A & C ) sup( A & C ) sup( A & C ) I (R) 1 sup( A ) sup( C ) D 1 1 gives the probability of generating the rule depending on the antecedent part gives the probability of generating the rule depending on the consequent part gives the probability of generating the rule depending on the whole data-setWu Bo-Han [email protected] 12. Multi-objective optimization Low price and high performance 90%Performance40% 10k NondominatedsolutionPrice100kWu Bo-Han [email protected] 13. Multi-objective optimization Low price and high performance 90%453 2Performance40%110k NondominatedsolutionPrice100kWu Bo-Han [email protected] 14. Multi-objective optimization Low price and high performance 90%453 2Performance40% Nondominatedsolutionset Nondominatedsolution110kPrice100kWu Bo-Han [email protected] 15. Multi-objective optimization However, traditional methods handle multiobjective problems by converting them into a single objective problem. But this approach can not guarantee to find optimal solutions for multiple objectives.Wu Bo-Han [email protected] 16. SPEA2 SPEA2 is designed by the concept "survival of the fittest" from natural evolution. The work intended to improve quality of individuals from solution space in each generation. SPEA2 used the strategy of selection, crossover and mutation to retain the best individuals and discard worst ones. Wu Bo-Han [email protected] 17. SPEA2Wu Bo-Han [email protected] 18. SPEA2Initial populationEmpty archiveIndividual Wu Bo-Han [email protected] 19. SPEA2Wu Bo-Han [email protected] 20. Non-dominatedWu Bo-Han [email protected] 21. Non-dominated solutionWu Bo-Han [email protected] 22. Non-dominated solution set EFWu Bo-Han [email protected] 23. SPEA2Individual Nod-dominated Individual Wu Bo-Han [email protected] 24. SPEA2Wu Bo-Han [email protected] 25. SPEA2Individual Nod-dominated Individual Wu Bo-Han [email protected] 26. SPEA2 Truncation operatorIndividual Nod-dominated Individual Wu Bo-Han [email protected] 27. SPEA2Wu Bo-Han [email protected] 28. SPEA2Wu Bo-Han [email protected] 29. SPEA2241 3Wu Bo-Han [email protected] 30. SPEA2Wu Bo-Han [email protected] 31. SPEA2 Recombination = 10101101011001100100010010111 = 01100110010111001011101101101Mutation = 01100101011001100100010010111 = 10010101011001100100010010111Wu Bo-Han [email protected] 32. SPEA24321Wu Bo-Han [email protected] 33. Non-dominated rules Three objectivesIFSexMale ANDLocation= Taipei THENProduct beerA=0.333333 C=0.875000 I=0.080000 Accuracy Comprehensibility InterestingnessNondominatedrules Wu Bo-Han [email protected] 34. Case study Transactiondataofaninsurancebrokercompany Date:2005 2006Attribute Gender Occupation Paymentfrequency Salesmethods Payment methods Location Data source Company ProductAttribute valueindex () () Wu Bo-Han [email protected] 35. Case studyDataCleaningDatatransactionTrainingdataand TestdataExample: Male01 Female10Accuracy DatatransactionSPEA2Comprehensibility InterestingnessExample: 01 Male 10FemaleWu Bo-Han [email protected] 36. Case study SPEA2 RuleMing.r Objective Functions.r SPEA2 Functions.rTruncation.rCrossover.rMutation.rWu Bo-Han [email protected] 37. Case study Non-dominated rules Sales methods= AND Data source= AND Company= THEN Product= Payment methods= AND Data source= AND Company= THEN Product= Payment frequency= AND Data source= Company=Wu Bo-Han [email protected] 38. Case study Non-dominated rules Sales methods= AND Data source= AND Company= THEN Product= Wu Bo-Han [email protected] 39. Thanks for your listeningWu Bo-Han [email protected]