Discovering Reliable Dependencies from Data: Hardness and Improved Algorithms

The reliable fraction of information is an attractive score for quantifying (functional) dependencies in high-dimensional data. In this paper, we systematically explore the algorithmic implications of using this measure for optimization. We show that the problem is NP-hard, which justifies the usage of worst-case exponential-time as well as heuristic search methods. We then substantially improve the practical performance for both optimization styles by deriving a novel admissible bounding function that has an unbounded potential for additional pruning over the previously proposed one. Finally, we empirically investigate the approximation ratio of the greedy algorithm and show that it produces highly competitive results in a fraction of time needed for complete branch-and-bound style search.Comment: Accepted to Proceedings of the IEEE International Conference on Data Mining (ICDM'18

Investigations on Methods Developed for Effective Discovery of Functional Dependencies

ABSTRACT: This paper details about various methods to discover functional dependencies from data.Effective pruning for the discovery of conditional functional dependencies is discussed in detail. Di conditional Functional Dependencies and Fast FDs a heuristic-driven, Depth-first algorithm for mining FD from relation instances are elaborated. Privacy preserving publishing micro data with Full Functional Dependencies and Conditional functional dependencies for capturing data inconsistencies are examined. The approximation measures for functional dependencies and the complexity of inferring functional dependencies are also observed. Compression -Based Evaluation of partial determinations is portrayed. This survey would promote a lot of research in the area of mining functional dependencies from data

Integrity Constraints Revisited: From Exact to Approximate Implication

Integrity constraints such as functional dependencies (FD), and multi-valued dependencies (MVD) are fundamental in database schema design. Likewise, probabilistic conditional independences (CI) are crucial for reasoning about multivariate probability distributions. The implication problem studies whether a set of constraints (antecedents) implies another constraint (consequent), and has been investigated in both the database and the AI literature, under the assumption that all constraints hold exactly. However, many applications today consider constraints that hold only approximately. In this paper we define an approximate implication as a linear inequality between the degree of satisfaction of the antecedents and consequent, and we study the relaxation problem: when does an exact implication relax to an approximate implication? We use information theory to define the degree of satisfaction, and prove several results. First, we show that any implication from a set of data dependencies (MVDs+FDs) can be relaxed to a simple linear inequality with a factor at most quadratic in the number of variables; when the consequent is an FD, the factor can be reduced to 1. Second, we prove that there exists an implication between CIs that does not admit any relaxation; however, we prove that every implication between CIs relaxes "in the limit". Finally, we show that the implication problem for differential constraints in market basket analysis also admits a relaxation with a factor equal to 1. Our results recover, and sometimes extend, several previously known results about the implication problem: implication of MVDs can be checked by considering only 2-tuple relations, and the implication of differential constraints for frequent item sets can be checked by considering only databases containing a single transaction

Approximation Measures for Conditional Functional Dependencies Using Stripped Conditional Partitions

Conditional functional dependencies (CFDs) have been used to improve the quality of data, including detecting and repairing data inconsistencies. Approximation measures have significant importance for data dependencies in data mining. To adapt to exceptions in real data, the measures are used to relax the strictness of CFDs for more generalized dependencies, called approximate conditional functional dependencies (ACFDs). This paper analyzes the weaknesses of dependency degree, confidence and conviction measures for general CFDs (constant and variable CFDs). A new measure for general CFDs based on incomplete knowledge granularity is proposed to measure the approximation of these dependencies as well as the distribution of data tuples into the conditional equivalence classes. Finally, the effectiveness of stripped conditional partitions and this new measure are evaluated on synthetic and real data sets. These results are important to the study of theory of approximation dependencies and improvement of discovery algorithms of CFDs and ACFDs

Semi-automatic support for evolving functional dependencies

During the life of a database, systematic and frequent violations of a given constraint may suggest that the represented reality is changing and thus the constraint should evolve with it. In this paper we propose a method and a tool to (i) find the functional dependencies that are violated by the current data, and (ii) support their evolution when it is necessary to update them. The method relies on the use of confidence, as a measure that is associated with each dependency and allows us to understand \u201dhow far\u201d the dependency is from correctly describing the current data; and of goodness, as a measure of balance between the data satisfying the antecedent of the dependency and those satisfying its consequent. Our method compares favorably with literature that approaches the same problem in a different way, and performs effectively and efficiently as shown by our tests on both real and synthetic databases

Detailed Investigation on Strategies Developed for Effective Discovery of Matching Dependencies

ABSTRACT: This paper details about various methods prevailing in literature for efficient discovery of matching dependencies. The concept of matching dependencies (MDs) has recently been proposed for specifying matching rules for object identification. Similar to the functional dependencies with conditions, MDs can also be applied to various data quality applications such as detecting the violations of integrity constraints. The problem of discovering similarity constraints for matching dependencies from a given database instance is taken into consideration. This survey would promote a lot of research in the area of information mining

Discovering robust dependencies from data

Science revolves around forming hypotheses, designing experiments, collecting data, and tests. It was not until recently, with the advent of modern hardware and data analytics, that science shifted towards a big-data-driven paradigm that led to an unprecedented success across various fields. What is perhaps the most astounding feature of this new era, is that interesting hypotheses can now be automatically discovered from observational data. This dissertation investigates knowledge discovery procedures that do exactly this. In particular, we seek algorithms that discover the most informative models able to compactly “describe” aspects of the phenomena under investigation, in both supervised and unsupervised settings. We consider interpretable models in the form of subsets of the original variable set. We want the models to capture all possible interactions, e.g., linear, non-linear, between all types of variables, e.g., discrete, continuous, and lastly, we want their quality to be meaningfully assessed. For this, we employ information-theoretic measures, and particularly, the fraction of information for the supervised setting, and the normalized total correlation for the unsupervised. The former measures the uncertainty reduction of the target variable conditioned on a model, and the latter measures the information overlap of the variables included in a model. Without access to the true underlying data generating process, we estimate the aforementioned measures from observational data. This process is prone to statistical errors, and in our case, the errors manifest as biases towards larger models. This can lead to situations where the results are utterly random, hindering therefore further analysis. We correct this behavior with notions from statistical learning theory. In particular, we propose regularized estimators that are unbiased under the hypothesis of independence, leading to robust estimation from limited data samples and arbitrary dimensionalities. Moreover, we do this for models consisting of both discrete and continuous variables. Lastly, to discover the top scoring models, we derive effective optimization algorithms for exact, approximate, and heuristic search. These algorithms are powered by admissible, tight, and efficient-to-compute bounding functions for our proposed estimators that can be used to greatly prune the search space. Overall, the products of this dissertation can successfully assist data analysts with data exploration, discovering powerful description models, or concluding that no satisfactory models exist, implying therefore new experiments and data are required for the phenomena under investigation. This statement is supported by Materials Science researchers who corroborated our discoveries.In der Wissenschaft geht es um Hypothesenbildung, Entwerfen von Experimenten, Sammeln von Daten und Tests. Jüngst hat sich die Wissenschaft, durch das Aufkommen moderner Hardware und Datenanalyse, zu einem Big-Data-basierten Paradigma hin entwickelt, das zu einem beispiellosen Erfolg in verschiedenen Bereichen geführt hat. Ein erstaunliches Merkmal dieser neuen ra ist, dass interessante Hypothesen jetzt automatisch aus Beobachtungsdaten entdeckt werden k nnen. In dieser Dissertation werden Verfahren zur Wissensentdeckung untersucht, die genau dies tun. Insbesondere suchen wir nach Algorithmen, die Modelle identifizieren, die in der Lage sind, Aspekte der untersuchten Ph nomene sowohl in beaufsichtigten als auch in unbeaufsichtigten Szenarien kompakt zu “beschreiben”. Hierzu betrachten wir interpretierbare Modelle in Form von Untermengen der ursprünglichen Variablenmenge. Ziel ist es, dass diese Modelle alle m glichen Interaktionen erfassen (z.B. linear, nicht-lineare), zwischen allen Arten von Variablen unterscheiden (z.B. diskrete, kontinuierliche) und dass schlussendlich ihre Qualit t sinnvoll bewertet wird. Dazu setzen wir informationstheoretische Ma e ein, insbesondere den Informationsanteil für das überwachte und die normalisierte Gesamtkorrelation für das unüberwachte Szenario. Ersteres misst die Unsicherheitsreduktion der Zielvariablen, die durch ein Modell bedingt ist, und letztere misst die Informationsüberlappung der enthaltenen Variablen. Ohne Kontrolle des Datengenerierungsprozesses werden die oben genannten Ma e aus Beobachtungsdaten gesch tzt. Dies ist anf llig für statistische Fehler, die zu Verzerrungen in gr  eren Modellen führen. So entstehen Situationen, wobei die Ergebnisse v llig zuf llig sind und somit weitere Analysen st ren. Wir korrigieren dieses Verhalten mit Methoden aus der statistischen Lerntheorie. Insbesondere schlagen wir regularisierte Sch tzer vor, die unter der Hypothese der Unabh ngigkeit nicht verzerrt sind und somit zu einer robusten Sch tzung aus begrenzten Datenstichproben und willkürlichen-Dimensionalit ten führen. Darüber hinaus wenden wir dies für Modelle an, die sowohl aus diskreten als auch aus kontinuierlichen Variablen bestehen. Um die besten Modelle zu entdecken, leiten wir effektive Optimierungsalgorithmen mit verschiedenen Garantien ab. Diese Algorithmen basieren auf speziellen Begrenzungsfunktionen der vorgeschlagenen Sch tzer und erlauben es den Suchraum stark einzuschr nken. Insgesamt sind die Produkte dieser Arbeit sehr effektiv für die Wissensentdeckung. Letztere Aussage wurde von Materialwissenschaftlern best tigt