class_10_12 - Statistical Data Mining ORIE 474 Fall 2007...

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Statistical Data Mining ORIE 474 Fall 2007 Tatiyana Apanasovich 10/12/07 DM Algorithms Ex: Classification and Regression Trees (CART)
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5.1 Introduction A DM algorithm is a well-defined procedure that takes data as input and produces output in the form of models or pattern. Well-defined in the sense that the procedure can be stated as a finite set of rules Algorithm : The procedure must always terminate after a finite number of steps and produce some output Steepest descent search technique is computational method To implement steepest descent as an algorithm we have to Initialize, specify how to identify the direction of steepest descent, how far to move in chosen direction, when to terminate
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Components of a DM Algorithm Components Description Ex: CART Task Visualization, clustering, classification, regression, etc. Classification & regression Structure Linear regression model, hierarchical clustering model, etc. Decision tree Score Function Misclassification error, squared error, etc. Should reflect the relative practical utility of different parameterizations of the model or pattern structures Cross-validated loss function Search Method To search over parameters and structures Issues: computational method & search- related parameters Greedy search over structures Data Mgmt Technique To be used for storing, indexing and retrieving data Unspecified
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5.2 Ex: Classification and
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class_10_12 - Statistical Data Mining ORIE 474 Fall 2007...

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