DATA MINING Desktop Survival Guide by Graham Williams
Desktop Survival Project Home Introduction Getting Started The Business Problem Data Loading Data Exploring Data Interactive Graphics Statistical Tests Models Network Analysis Text Mining Decision Trees Random Forests Boosting Bagging Support Vector Machine Linear Regression Neural Network Naive Bayes Survival Analysis Evaluation and Deployment Transforming Data Deployment Troubleshooting Issues Moving into R R Getting Help Data Graphics in R Understanding Data Preparing Data Issues Evaluating Models Reporting Fraud Analysis Archetype Analysis Algorithms Bayes Classifier K-Nearest Neighbours Linear Models Open Products AlphaMiner Borgelt Data Mining Suite KNime R Rattle Weka Closed Products Clementine Equbits Foresight GhostMiner InductionEngine ODM Enterprise Miner Statistica Data Miner TreeNet Virtual Predict Installing Rattle Projects Bibliography Index Preface Goals Organisation Features Audience Typographical Conventions A Note on Languages Currency Acknowledgements Introduction Data Mining The Business Problem Types of Analysis Data Mining Applications A Framework for Modelling Agile Data Mining R Rattle Why R and Rattle? Data Preparation Number of Algorithms Repeatability Performance Open Source Data Mining Business Case Sample Business Case Pros and Cons Books on R Getting Started Initial Interaction with R Quitting Rattle and R First Contact Loading a Dataset Building a Model Understanding Our Data Evaluating the Model Evaluating the Model Interacting with R Interacting with Rattle Projects Toolbar Menus Interacting with Plots Keyboard Navigation Summary Command Summary The Business Problem Solar Panel Efficiency Water Collection Others Other Business Problems Fraud Detection Loan Approval Documenting the Business Problem Summary Resources Exercises Data Data Nomenclature Loading Data into Rattle CSV Data Datasets Reading Direct from URL Play Golf Weather Data Other Data Sources ARFF Data ODBC Sourced Data Setting Up a Data Source Name Netezza Setup Teradata Setup R Data R Dataset Data Entry Data Tab Options in Rattle Sampling Data Variable Roles Automatic Role Identification Weights Calculator Manipulating Data Loading Data CSV Data Locating and Loading Data Loading the File CSV Options Basic Data Summary ARFF Data ODBC Sourced Data R Dataset R Data Library Data Options Sampling Data Variable Roles Automatic Role Identification Weights Calculator Command Summary Exploring Data Summarising Data Summary Describe Basics Kurtosis Skewness Missing Exploring Distributions Box Plot Histogram Cumulative Distribution Plot Benford's Law Other Digits Stratified Benford Plots Bar Plot Dot Plot Mosaic Plot GGobi Scatterplot Data Viewer Brushing Identify Multivariate Outliers Other Options Quality Plots Using R Further GGobi Documentation Correlation Analysis Hierarchical Correlation Principal Components Single Variable Overviews Interactive Graphics Interactive Visualisations Latticist GGobi Scatterplot Multiple Plots Brushing Other Plots Data Viewer Brushing Identify Multivariate Outliers Other Options Quality Plots Using R Further GGobi Documentation Documenting Interactive Explorations Code Review Chapter Exercises Command Summary Statistical Tests Documenting Interactive Explorations Code Review Further Resources Chapter Exercises Command Summary Models A Framework for Modelling Descriptive Analytics Predictive Analytics Documenting Models Summary Code Review Exercises Further Resources Command Summary Cluster Analysis Summary Clusters Basic Clustering Hot Spots Alternative Clustering Other Cluster Examples KMeans Export KMeans Clusters Discriminant Coordinates Plot Number of Clusters Hierarchical Clusters Other Cluster Algorithms Association Analysis Summary Overview Algorithm Usage Read Transactions file format sep cols rm.duplicates Summary Apriori data parameter appearance control Inspect Examples Video Marketing Survey Data Other Examples Resources and Further Reading Basket Analysis General Rules Network Analysis Documenting Interactive Explorations Code Review Chapter Exercises Command Summary Text Mining Application to Text Text Mining with R Decision Trees Knowledge Representation Search Heuristic Measures Tutorial Example Rattle R Tuning Parameters Min Split (Rarg[]minsplit) Min Bucket (minbucket) Priors (prior) Loss Matrix Complexity (cp) Other Options Simple Example Convert Tree to Rules Predicting Salary Group Issues Summary Code Review Iris Wine Exercises Resources Command Summary Random Forests Formalities Tutorial Example Tuning Parameters Number of Trees Sample Size Number of Variables Summary Overview Algorithm Usage Random Forest importance classwt Examples Resources and Further Reading Summary Overview Example Algorithm Resources and Further Reading Boosting Formalities Tutorial Example Tuning Parameters Summary Overview AdaBoost Algorithm Examples Step by Step Using gbm Extensions and Variations Alternating Decision Tree Resources and Further Reading Documenting Code Review Further Resources Chapter Exercises Command Summary Bootstrapping Summary Usage Further Information Summary Overview Example Algorithm Resources and Further Reading Bagging Support Vector Machine Formalities Tutorial Example Tuning parameters Examples Resources and Further Reading Overview Examples Resources and Further Reading Linear Regression Linear Regression Formalities Tutorial Example Tuning parameters Generalized Regression Formalities Tutorial Example Tuning parameters Logistic Regression Formalities Tutorial Example Tuning parameters Discussion Probit Regression Formalities Tutorial Example Tuning Parameters Multinomial Regression Formalities Tutorial Example Tuning Parameters Neural Network Formalities Tutorial Example Tuning parameters Documenting Code Review Further Resources Chapter Exercises Command Summary Naive Bayes Summary Code Review Resources Exercises Command Summary Survival Analysis Sample Data Simple Lung Descriptive Analysis Regression survreg Simple Lung coxph Simple Lung Apply to New Data More Input Variables Decision Tree Example from Singer and Willett Other Approaches Design Package Random Survival Forests Prediction on Test Data Evaluation The Evaluate Tab Confusion Matrix Measures Graphical Measures Risk Charts Cost Curves Lift ROC Curves Area Under Curve Precision versus Recall Sensitivity versus Specificity Predicted versus Observed Scoring Documenting Interactive Explorations Code Review Chapter Exercises Command Summary Transforming Data Rescale Data Recenter Scale [0,1] Rank Median/MAD Peer Relativity Profiling Index Impute Zero/Missing Mean/Median/Mode Constant Remap Binning Indicator Variables Join Categorics Math Transforms Outliers Cleanup Delete Ignored Delete Selected Delete Missing Delete Obs with Missing Other Transformations Removing Duplicates Command Summary Deployment Documenting Deployment Code Review Chapter Exercises Command Summary Troubleshooting Cairo A factor has new levels Issues Model Selection Overfitting Imbalanced Classification Sampling Cost Based Learning Model Deployment and Interoperability SQL PMML XML for Data Bibliographic Notes Documenting Code Review Chapter Exercises Command Summary Moving into R Interacting with R Basic Command Line Windows, Icons, Mouse, Pointer--WIMP The Current Rattle State Samples Projects The Rattle Log Further Tuning Models Emacs and ESS Documenting Code Review Chapter Exercises Command Summary R Evaluation Exercises Assignment Libraries and Packages Searching for Objects Package Management Information About a Package Testing Package Availability Packages and Namespaces Basic Programming in R Principles Folders and Files Flow Control If Statement For Loop Functions Apply Methods Objects System Running System Commands System Parameters Misc Internet Memory Management Memory Usage Garbage Collection Errors Frivolous Sudoku Further Resources Using R Specific Purposes Survey Analysis Getting Help R Documentation Data Data Types Numbers Strings Building Strings Splitting Strings Substitution Trim Whitespace Evaluating Strings Logical Dates and Times Space Data Structures Vectors Arrays Lists Sets Matricies Exercises Data Frames Accessing Columns Removing Columns Exercises General Manipulation Factors Elements Rows and Columns Finding Index of Elements Partitions Head and Tail Reverse a List Sorting Unique Values Loading Data Interactive Responses Interactive Data Entry Available Datasets The Iris Dataset CSV Data Used In The Book The Wine Dataset The Cardiac Arrhythmia Dataset The Adult Survey Dataset Foreign Formats Stata Data Conversions Reading Variable Width Data Saving Data Formatted Output Automatically Generate Filenames Reading a Large File Manipulating Data Manipulating Data As SQL Using SQLite ODBC Data Database Connection Excel Access Clipboard Data Spatial Data Simple Map A Density Map Overlays and Point in Polygon Other Data Formats Fixed Width Data Global Positioning System Documenting a Dataset Common Data Problems Graphics in R Basic Plot Controlling Axes Arrow Axes Legends and Points Tables Within Plots Colour Labels in Plots Axis Labels Legend Labels Within Plots Maths in Labels Multiple Plots MatPlot Multiple Plots Using ggplot2 Using GGPlot Networks Symbols Other Graphic Elements Making an Animation Animated Mandelbrot Adding a Logo to a Graphic Graphics Devices Setup Screen Devices Multiple Devices File Devices Multiple Plots Copy and Print Devices Graphics Parameters Plotting Region Locating Points on a Plot Scientific Notation and Plots Understanding Data Single Variable Overviews Textual Summaries Multiple Line Plots Separate Line Plots Pie Chart Fan Plot Stem and Leaf Plots Histogram Barplot Trellis Histogram Histogram Uneven Distribution Bump Chart Density Plot Basic Histogram Basic Histogram with Density Curve Practical Histogram Multiple Variable Overviews Scatterplot Scatterplot with Marginal Histograms Multi-Dimension Scatterplot Correlation Plot Colourful Correlations Fluctuation Plot Heat Map Projection Pursuit RADVIZ Parallel Coordinates Categoric and Numeric Measuring Data Distributions Textual Summaries Boxplot Multiple Boxplots Boxplot by Class Tuning a Boxplot Boxplot Using Lattice Boxplot Using ggplot Violin Plot What Distribution Miscellaneous Plots Line and Point Plots Matrix Data Multiple Plots Aligned Plots Probability Scale Network Plot Sunflower Plot Stairs Plot Graphing Means and Error Bars Bar Charts With Segments Bar Plot With Means 3d Bar Plot Stacks Versus Lines Multi-Line Title Mathematics Plots for Normality Basic Bar Chart Bar Chart Displays Multiple Dot Plots Alternative Multiple Dot Plots 3D Plot Clustered Box Plot Perspective Plots Star Plot Residuals Plot Waterfall Plots Dates and Times Simple Time Series Multiple Time Series Plot Time Series Plot Time Series with Axis Labels Grouping Time Series for Box Plot Time Series Heatmap Textual Summaries Stem and Leaf Plots Histogram Barplot Density Plot Basic Histogram Basic Histogram with Density Curve Practical Histogram Correlation Plot Colourful Correlations Measuring Data Distributions Textual Summaries Boxplot Multiple Boxplots Boxplot by Class Box and Whisker Plot Box and Whisker Plot Clustered Box Plot Further Resources Map Displays Further Resources Preparing Data Data Selection and Extraction Training and Test Datasets Data Cleaning Review Data Selectively Changing Vector Values Replace Indices By Names Missing Values Remove Levels from a Factor Variable Manipulations Remove Columns Reorder Columns Remove Non-Numeric Columns Remove Variables with no Variance Cleaning the Wine Dataset Cleaning the Cardiac Dataset Cleaning the Survey Dataset Imputation Nearest Neighbours Multiple Imputation Data Linking Simple Linking Record Linkage Data Transformation Aggregation Sum of Columns Pivot Tables Normalising Data Binning Interpolation Variable Selection Classification Classification Classification Issues Incremental or Online Modelling Model Tuning Tuning rpart Unbalanced Classification Building Models Temporal Analysis Evaluation Basics Basic Measures Cross Validation Graphical Performance Measures Lift The ROC Curve Other Examples 10 Fold Cross Validation Area Under Curve Calibration Curves Reporting Generating Open Document Format Getting Started with odfWeave OpenOffice.org Macro Support Generating HTML Generating PDF with LATEX Configuration Figure Sizes Fraud Analysis Archetype Analysis

Support Vector Machine

Todo: ABS Example of fitting linear model but no kernel for job category classification from a text description.

A Support Vector Machine (SVM) searches for so called support vectors which are data points that are found to lie at the edge of an area in space which is a boundary from one class of points to another. In the terminology of SVM we talk about the space between regions containing data points in different classes as being the margin between those classes. The support vectors are used to identify a hyperplane (when we are talking about many dimensions in the data, or a line if we were talking about only two dimensional data) that separates the classes. Essentially, the maximum margin between the separable classes is found. An advantage of the method is that the modelling only deals with these support vectors, rather than the whole training dataset, and so the size of the training set is not usually an issue. If the data is not linearly separable, then kernels are used to map the data into higher dimensions so that the classes are linearly separable. Also, Support Vector Machines have been found to perform well on problems that are non-linear, sparse, and high dimensional. A disadvantage is that the algorithm is sensitive to the choice of variable settings, making it harder to use, and time consuming to identify the best.

Support vector machines do not predict probabilities but rather produce normalised distances to the decision boundary. A common approach to transforming these decisions to probabilities is by passing them through a sigmoid function.

Rattle supports the building of support vector machine (SVM) models using the kernlab package for R. This package provides an extensive collection of kernel functions, and a variety of tuning options. The trick with support vector machines is to use the right combination of kernel function and kernel parameters--and this can be quite tricky. Some experimentation with the audit dataset, exploring different kernel functions and parameter settings, identified that a polynomial kernel function with the class weights set to c("0"=4, "1"=1) resulted in the best risk chart. For a 50% caseload we are recovering 94% of the adjustments and 96% of the revenue.

There are other general variables that can be set for ksvm, including the cost of constraint violation (the trade-off between the training error and margin? could be from 1 to 1000, and is 1 by default).

For best results it is often a good idea to scale the numeric variables to have a mean of 0 and a standard deviation of 1.

For polynominal kernels you can choose the degree of the polynomial. The default is 1. For the audit data as you increase the degree the model gets much more accurate on the training data but the model generalises less well, as exhibited by its performance on the test dataset.

Another variable often needing setting for a radial basis function kernel is the sigma value. Rattle uses automatic sigma estimation (sigest) for this kernel, to find the best sigma, and so the user need not set a sigma value. If we wanted to experiment with various sigma values we can copy the R code from the Log tab and paste it into the R console, add in the additional settings, and run the model. Assuming the results are assigned into the variable crs$ksvm, as in the Log, we can the evaluate the perfromance of this new model using the Evaluate tab.

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