Using Optimization-Based Classification Method for Massive Datasets

Optimization-based algorithms, such as Multi-Criteria Linear programming (MCLP), have shown their effectiveness in classification. Nevertheless, due to the limitation of computation power and memory, it is difficult to apply MCLP, or similar optimization methods, to huge datasets. As the size of today’s databases is continuously increasing, it is highly important that data mining algorithms are able to perform their functions regardless of dataset sizes. The objectives of this paper are: (1) to propose a new stratified random sampling and majority-vote ensemble approach, and (2) to compare this approach with the plain MCLP approach (which uses only part of the training set), and See5 (which is a decision-tree-based classification tool designed to analyze substantial datasets), on KDD99 and KDD2004 datasets. The results indicate that this new approach not only has the potential to handle arbitrary-size of datasets, but also outperforms the plain MCLP approach and achieves comparable classification accuracy to See5

Challenges of Big Data Analysis

Big Data bring new opportunities to modern society and challenges to data scientists. On one hand, Big Data hold great promises for discovering subtle population patterns and heterogeneities that are not possible with small-scale data. On the other hand, the massive sample size and high dimensionality of Big Data introduce unique computational and statistical challenges, including scalability and storage bottleneck, noise accumulation, spurious correlation, incidental endogeneity, and measurement errors. These challenges are distinguished and require new computational and statistical paradigm. This article give overviews on the salient features of Big Data and how these features impact on paradigm change on statistical and computational methods as well as computing architectures. We also provide various new perspectives on the Big Data analysis and computation. In particular, we emphasis on the viability of the sparsest solution in high-confidence set and point out that exogeneous assumptions in most statistical methods for Big Data can not be validated due to incidental endogeneity. They can lead to wrong statistical inferences and consequently wrong scientific conclusions