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Multifactor dimensionality reduction (MDR) is a data mining approach for detecting and characterizing combinations of attributes or independent variables that interact to influence a dependent or class variable. MDR was designed specifically to identify interactions among discrete variables that influence a binary outcome and is considered a nonparametric alternative to traditional statistical methods such as logistic regression. The basis of the MDR method is a constructive induction algorithm that converts two or more variables or attributes to a single attribute. This process of constructing a new attribute changes the representation space of the data. The end goal is to create or discover a representation that facilitates the detection of nonlinear or nonadditive interactions among the attributes such that prediction of the class variable is improved over that of the original representation of the data. == Illustrative example == Consider the following simple example using the exclusive OR (XOR) function. XOR is a logical operator that is commonly used in data mining and machine learning as an example of a function that is not linearly separable. The table below represents a simple dataset where the relationship between the attributes (X1 and X2) and the class variable (Y) is defined by the XOR function such that Y = X1 XOR X2. Table 1 A data mining algorithm would need to discover or approximate the XOR function in order to accurately predict Y using information about X1 and X2. An alternative strategy would be to first change the representation of the data using constructive induction to facilitate predictive modeling. The MDR algorithm would change the representation of the data (X1 and X2) in the following manner. MDR starts by selecting two attributes. In this simple example, X1 and X2 are selected. Each combination of values for X1 and X2 are examined and the number of times Y=1 and/or Y=0 is counted. In this simple example, Y=1 occurs zero times and Y=0 occurs once for the combination of X1=0 and X2=0. With MDR, the ratio of these counts is computed and compared to a fixed threshold. Here, the ratio of counts is 0/1 which is less than our fixed threshold of 1. Since 0/1 < 1 we encode a new attribute (Z) as a 0. When the ratio is greater than one we encode Z as a 1. This process is repeated for all unique combinations of values for X1 and X2. Table 2 illustrates our new transformation of the data. Table 2 The data mining algorithm now has much less work to do to find a good predictive function. In fact, in this very simple example, the function Y = Z has a classification accuracy of 1. A nice feature of constructive induction methods such as MDR is the ability to use any data mining or machine learning method to analyze the new representation of the data. Decision trees, neural networks, or a naive Bayes classifier could be used. 抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Multifactor dimensionality reduction」の詳細全文を読む スポンサード リンク
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