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キーワード:
Computer Science, Artificial Intelligence, cs.AI,Computer Science, Databases, cs.DB
要旨:
Existing algorithms for subgroup discovery with numerical targets do not
optimize the error or target variable dispersion of the groups they find. This
often leads to unreliable or inconsistent statements about the data, rendering
practical applications, especially in scientific domains, futile. Therefore, we
here extend the optimistic estimator framework for optimal subgroup discovery
to a new class of objective functions: we show how tight estimators can be
computed efficiently for all functions that are determined by subgroup size
(non-decreasing dependence), the subgroup median value, and a dispersion
measure around the median (non-increasing dependence). In the important special
case when dispersion is measured using the average absolute deviation from the
median, this novel approach yields a linear time algorithm. Empirical
evaluation on a wide range of datasets shows that, when used within
branch-and-bound search, this approach is highly efficient and indeed discovers
subgroups with much smaller errors.
