K means Analysis on KDD Cup Dataset 99 - matlab

What kind of knowledge/ inference can be made from k means clustering analysis of KDDcup99 dataset?
We ploted some graphs using matlab they looks like this:::
Experiment 1: Plot of dst_host_count vs serror_rate
Experiment 2: Plot of srv_count vs srv_serror_rate
Experiment 3: Plot of count vs serror_rate
I just extracted saome features from kddcup data set and ploted them.....
The main problem am facing is due to lack of domain knowledge I cant determine what inference can be drawn form this graphs another one is if I have chosen wrong axis then what should be the correct chosen feature?
I got very less time to complete this thing so I don't understand the backgrounds very well
Any help telling the interpretation of these graphs would be helpful
What kind of unsupervised learning can be made using this data and plots?

Just to give you some domain knowledge: the KDD cup data set contains information about different aspects of network connections. Each sample contains 'connection duration', 'protocol used', 'source/destination byte size' and many other features that describes one connection connection. Now, some of these connections are malicious. The malicious samples have their unique 'fingerprint' (unique combination of different feature values) that separates them from good ones.
What kind of knowledge/ inference can be made from k means clustering analysis of KDDcup99 dataset?
You can try k-means clustering to initially cluster the normal and bad connections. Also, the bad connections falls into 4 main categories themselves. So, you can try k = 5, where one cluster will capture the good ones and other 4 the 4 malicious ones. Look at the first section of the tasks page for details.
You can also check if some dimensions in your data set have high correlation. If so, then you can use something like PCA to reduce some dimensions. Look at the full list of features. After PCA, your data will have a simpler representation (with less number of dimensions) and might give better performance.
What should be the correct chosen feature?
This is hard to tell. Currently data is very high dimensional, so I don't think trying to visualize 2/3 of the dimensions in a graph will give you a good heuristics on what dimensions to choose. I would suggest
Use all the dimensions for for training and testing the model. This will give you a measure of the best performance.
Then try removing one dimension at a time to see how much the performance is affected. For example, you remove the dimension 'srv_serror_rate' from your data and the model performance comes out to be almost the same. Then you know this dimension is not giving you any important info about the problem at hand.
Repeat step two until you can't find any dimension that can be removed without hurting performance.

Related

Shouldn't we take average of n models in cross validation in linear regression?

I have a question regarding cross validation in Linear regression model.
From my understanding, in cross validation, we split the data into (say) 10 folds and train the data from 9 folds and the remaining folds we use for testing. We repeat this process until we test all of the folds, so that every folds are tested exactly once.
When we are training the model from 9 folds, should we not get a different model (may be slightly different from the model that we have created when using the whole dataset)? I know that we take an average of all the "n" performances.
But, what about the model? Shouldn't the resulting model also be taken as the average of all the "n" models? I see that the resulting model is same as the model which we created using whole of the dataset before cross-validation. If we are considering the overall model even after cross-validation (and not taking avg of all the models), then what's the point of calculating average performance from n different models (because they are trained from different folds of data and are supposed to be different, right?)
I apologize if my question is not clear or too funny.
Thanks for reading, though!
I think that there is some confusion in some of the answers proposed because of the use of the word "model" in the question asked. If I am guessing correctly, you are referring to the fact that in K-fold cross-validation we learn K-different predictors (or decision functions), which you call "model" (this is a bad idea because in machine learning we also do model selection which is choosing between families of predictors and this is something which can be done using cross-validation). Cross-validation is typically used for hyperparameter selection or to choose between different algorithms or different families of predictors. Once these chosen, the most common approach is to relearn a predictor with the selected hyperparameter and algorithm from all the data.
However, if the loss function which is optimized is convex with respect to the predictor, than it is possible to simply average the different predictors obtained from each fold.
This is because for a convex risk, the risk of the average of the predictor is always smaller than the average of the individual risks.
The PROs and CONs of averaging (vs retraining) are as follows
PROs: (1) In each fold, the evaluation that you made on the held out set gives you an unbiased estimate of the risk for those very predictors that you have obtained, and for these estimates the only source of uncertainty is due to the estimate of the empirical risk (the average of the loss function) on the held out data.
This should be contrasted with the logic which is used when you are retraining and which is that the cross-validation risk is an estimate of the "expected value of the risk of a given learning algorithm" (and not of a given predictor) so that if you relearn from data from the same distribution, you should have in average the same level of performance. But note that this is in average and when retraining from the whole data this could go up or down. In other words, there is an additional source of uncertainty due to the fact that you will retrain.
(2) The hyperparameters have been selected exactly for the number of datapoints that you used in each fold to learn. If you relearn from the whole dataset, the optimal value of the hyperparameter is in theory and in practice not the same anymore, and so in the idea of retraining, you really cross your fingers and hope that the hyperparameters that you have chosen are still fine for your larger dataset.
If you used leave-one-out, there is obviously no concern there, and if the number of data point is large with 10 fold-CV you should be fine. But if you are learning from 25 data points with 5 fold CV, the hyperparameters for 20 points are not really the same as for 25 points...
CONs: Well, intuitively you don't benefit from training with all the data at once
There are unfortunately very little thorough theory on this but the following two papers especially the second paper consider precisely the averaging or aggregation of the predictors from K-fold CV.
Jung, Y. (2016). Efficient Tuning Parameter Selection by Cross-Validated Score in High Dimensional Models. International Journal of Mathematical and Computational Sciences, 10(1), 19-25.
Maillard, G., Arlot, S., & Lerasle, M. (2019). Aggregated Hold-Out. arXiv preprint arXiv:1909.04890.
The answer is simple: you use the process of (repeated) cross validation (CV) to obtain a relatively stable performance estimate for a model instead of improving it.
Think of trying out different model types and parametrizations which are differently well suited for your problem. Using CV you obtain many different estimates on how each model type and parametrization would perform on unseen data. From those results you usually choose one well suited model type + parametrization which you will use, then train it again on all (training) data. The reason for doing this many times (different partitions with repeats, each using different partition splits) is to get a stable estimation of the performance - which will enable you to e.g. look at the mean/median performance and its spread (would give you information about how well the model usually performs and how likely it is to be lucky/unlucky and get better/worse results instead).
Two more things:
Usually, using CV will improve your results in the end - simply because you take a model that is better suited for the job.
You mentioned taking the "average" model. This actually exists as "model averaging", where you average the results of multiple, possibly differently trained models to obtain a single result. Its one way to use an ensemble of models instead of a single one. But also for those you want to use CV in the end for choosing reasonable model.
I like your thinking. I think you have just accidentally discovered Random Forest:
https://en.wikipedia.org/wiki/Random_forest
Without repeated cv your seemingly best model is likely to be only a mediocre model when you score it on new data...

Best way to validate DBSCAN Clusters

I have used the ELKI implementation of DBSCAN to identify fire hot spot clusters from a fire data set and the results look quite good. The data set is spatial and the clusters are based on latitude, longitude. Basically, the DBSCAN parameters identify hot spot regions where there is a high concentration of fire points (defined by density). These are the fire hot spot regions.
My question is, after experimenting with several different parameters and finding a pair that gives a reasonable clustering result, how does one validate the clusters?
Is there a suitable formal validation method for my use case? Or is this subjective depending on the application domain?
ELKI contains a number of evaluation functions for clusterings.
Use the -evaluator parameter to enable them, from the evaluation.clustering.internal package.
Some of them will not automatically run because they have quadratic runtime cost - probably more than your clustering algorithm.
I do not trust these measures. They are designed for particular clustering algorithms; and are mostly useful for deciding the k parameter of k-means; not much more than that. If you blindly go by these measures, you end up with useless results most of the time. Also, these measures do not work with noise, with either of the strategies we tried.
The cheapest are the label-based evaluators. These will automatically run, but apparently your data does not have labels (or they are numeric, in which case you need to set the -parser.labelindex parameter accordingly). Personally, I prefer the Adjusted Rand Index to compare the similarity of two clusterings. All of these indexes are sensitive to noise so they don't work too well with DBSCAN, unless your reference has the same concept of noise as DBSCAN.
If you can afford it, a "subjective" evaluation is always best.
You want to solve a problem, not a number. That is the whole point of "data science", being problem oriented and solving the problem, not obsessed with minimizing some random quality number. If the results don't work in reality, you failed.
There are different methods to validate a DBSCAN clustering output. Generally we can distinguish between internal and external indices, depending if you have labeled data available or not. For DBSCAN there is a great internal validation indice called DBCV.
External Indices:
If you have some labeled data, external indices are great and can demonstrate how well the cluster did vs. the labeled data. One example indice is the RAND indice.https://en.wikipedia.org/wiki/Rand_index
Internal Indices:
If you don't have labeled data, then internal indices can be used to give the clustering result a score. In general the indices calculate the distance of points within the cluster and to other clusters and try to give you a score based on the compactness (how close are the points to each other in a cluster?) and
separability (how much distance is between the clusters?).
For DBSCAN, there is one great internal validation indice called DBCV by Moulavi et al. Paper is available here: https://epubs.siam.org/doi/pdf/10.1137/1.9781611973440.96
Python package: https://github.com/christopherjenness/DBCV

how many replication should I make while using wingen program to generate data?

Iam writting my thesis and using software called Wingen3 and I am facing problem in determing How many replication should I put when using the program to generate Data?
Some says 5, some says 10,000 but is there a rule or a formula to determine how many replication?
Nobody can give you more than a hand-waving guess without knowing more about your specific case. Note: I know absolutely nothing about "Wingen3", but sample size questions are (or at least ought to be) a function of the statistical properties of your estimators, not of the software.
In general you replicate simulations when they are stochastic to estimate the distributional behavior of the output measures. How many replications depends entirely on what type of measure you're trying to determine and what margin of error you're willing to tolerate in the estimates. One fairly common technique is to make a small initial run and estimate the sample variability of your performance measure. Then project how large a sample will get you down to the desired margin of error. This works fairly well if you're estimating means, medians, or quartiles, but not at all well for estimating quantiles in the tail of your distribution. For instance, if you want to determine the 99.9%-ile, you're seeking extremes that happen one time in a thousand on average and you may need tens or even hundreds of thousands of replications to accurately assess such rare events.

MANOVA - huge matrices

First, sorry by the tag as "ANOVA", it is about MANOVA (yet to become a tag...)
From the tutorials I found, all the examples use small matrices, following them would not be feasible for the case of big ones as it is the case of many studies.
I got 2 matrices for my 14 sampling points, 1 for the organisms IDs (4493 IDs) and other to chemical profile (190 variables).
The 2 matrices were correlated by spearman and based on the correlation, split in 4 clusters (k-means regarding the square euclidian clustering values), the IDs on the row and chemical profile on line.
The differences among them are somewhat clear, but to have it in a more robust way I want to perform MANOVA to show the differences between and within the clusters - that is a key factor for the conclusion, of course.
Problem is that, after 8h trying, could not even input the data in a format acceptable to the analysis.
The tutorials I found are designed to very few variables and even when I think I overcame that, the program says that my matrices can't be compared by their difference in length.
Each cluster has its own set of IDs sharing all same set of variables.
What should I do?
Thanks in advance.
Diogo Ogawa
If you have missing values in your data (which practically all data sets seem to contain) you can either remove those observations or you can create a model using those observations. Use the first approach if something about your methodology gives you conviction that there is something different about those observations. Most of the time, it is better to run the model using the missing values. In this case, use the general linear model instead of a balanced ANOVA model. The balanced model will struggle with those missing data.

Choosing Clustering Method based on results

I'm using WEKA for my thesis and have over 1000 lines of data. The database includes demographical information (Age, Location, status etc.) followed by name of products (valued 1 or 0). The end results is a recommender system.
I used two methods of clustering, K-Means and DBScan.
When using K-means I tried 3 different number of cluster, while using DBscan I chose 3 different epsilons (Epsilon 3 = 48 clusters with ignored 17% of data, Epsilone 2.5 = 19 clusters while cluster 0 holds 229 items with ignored 6%.) Meaning i have 6 different clustering results for same data.
How do I choose what's best suits my data ?
What is "best"?
As some smart people noticed:
the validity of a clustering is often in the eye of the beholder
There is no objectively "better" for clustering, or you are not doing cluster analysis.
Even when a result actually is "better" on some mathematical measure such as separation, silhouette or even when using a supervised evaluation using labels - its still only better at optimizing towards some mathematical goal, not to your use case.
K-means finds a local optimal sum-of-squares assignment for a given k. (And if you increase k, there exists a better assignment!) DBSCAN (it's actually correctly spelled all uppercase) always finds the optimal density-connected components for the given MinPts/Epsilon combination. Yet, both just optimize with respect to some mathematical criterion. Unless this critertion aligns with your requirements, it is worthless. So there is no best, until you know what you need. But if you know what you need, you would not need to do cluster analysis.
So what to do?
Try different algorithms and different parameters and analyze the output with your domain knowledge, if they help you with the problem you are trying to solve. If they help you solving your problem, then they are good. If they do not help, try again.
Over time, you will collect some experience. For example, if the sum-of-squares is meaningless for your domain, don't use k-means. If your data does not have meaningful density, don't use density based clustering such as DBSCAN. It's not that these algorithms fail. They just don't solve your problem, they solve a different problem that you are not interested in. And they might be really good at solving this other problem...