Discovering Reliable Correlations in Categorical Data

Mandros, Panagiotis and Boley, Mario and Vreeken, Jilles
(2019) Discovering Reliable Correlations in Categorical Data.
In: IEEE International Conference on Data Mining (ICDM).
Conference: ICDM IEEE International Conference on Data Mining


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In many scientific tasks we are interested in discovering whether there exist any correlations in our data. This raises many questions, such as how to reliably and interpretably measure correlation between a multivariate set of attributes, how to do so without having to make assumptions on distribution of the data or the type of correlation, and, how to efficiently discover the top-most reliably correlated attribute sets from data. In this paper we answer these questions for discovery tasks in categorical data. In particular, we propose a corrected-for-chance, consistent, and efficient estimator for normalized total correlation, by which we obtain a reliable, naturally interpretable, non-parametric measure for correlation over multivariate sets. For the discovery of the top-k correlated sets, we derive an effective algorithmic framework based on a tight bounding function. This framework offers exact, approximate, and heuristic search. Empirical evaluation shows that already for small sample sizes the estimator leads to low-regret optimization outcomes, while the algorithms are shown to be highly effective for both large and high-dimensional data. Through two case studies we confirm that our discovery framework identifies interesting and meaningful correlations.


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