I have multiple sets with a variable number of sequences. Each sequence is made of 64 numbers that are either 0 or 1 like so:
Set A
sequence 1: 0,0,0,0,0,0,1,1,0,0,0,0,1,1,1,1,0,0,0,1,1,1,0,0,0,1,1,1,0,0,0,0,1,1,0,0,0,0,0,0,1,0,0,0,0,0,0,0,1,0,0,0,0,0,0,0,1,1,1,0,0,0,0,0
sequence 2:
0,0,0,0,1,1,1,1,0,0,0,1,1,1,0,0,0,0,1,1,0,0,0,0,0,1,1,0,0,0,0,0,1,1,0,0,0,0,0,0,1,0,0,0,0,0,0,0,1,0,0,0,0,0,0,0,1,0,0,0,0,0,0,0
sequence 3:
0,0,0,0,0,1,1,1,0,0,0,1,1,1,0,0,0,1,1,1,0,0,0,0,1,1,0,0,0,0,0,0,1,0,0,0,0,0,0,0,1,0,0,0,0,0,0,0,1,0,0,0,0,0,0,0,1,1,1,1,1,1,1,0
...
Set B
sequence1:
0,0,0,0,0,1,1,1,0,0,0,1,1,1,0,0,0,1,1,1,0,0,0,0,1,1,0,0,0,0,0,0,1,0,0,0,0,0,0,0,1,0,0,0,0,0,0,0,1,0,0,0,0,0,0,0,1,1,1,1,1,1,1,1
sequence2:
0,0,0,0,0,1,1,1,0,0,0,1,1,1,0,0,0,1,1,1,0,0,0,0,1,1,0,0,0,0,0,0,1,0,0,0,0,0,0,0,1,0,0,0,0,0,0,0,1,1,0,0,0,0,0,0,0,1,1,1,1,1,1,0
...
I would like to find a mathematical function that describes all possible sequences in the set, maybe even predict more and that does not contain the sequences in the other sets.
I need this because I am trying to recognize different gestures in a mobile app based on the cells in a grid that have been touched (1 touch/ 0 no touch). The sets represent each gesture and the sequences a limited sample of variations in each gesture.
Ideally the function describing the sequences in a set would allow me to test user touches against it to determine which set/gesture is part of.
I searched for a solution, either using Excel or Mathematica, but being very ignorant about both and mathematics in general I am looking for the direction of an expert.
Suggestions for basic documentation on the subject is also welcome.
It looks as if you are trying to treat what is essentially 2D data in 1D. For example, let s1 represent the first sequence in set A in your question. Then the command
ArrayPlot[Partition[s1, 8]]
produces this picture:
The other sequences in the same set produce similar plots. One of the sequences from the second set produces, in response to the same operations, the picture:
I don't know what sort of mathematical function you would like to define to describe these pictures, but I'm not sure that you need to if your objective is to recognise user gestures.
You could do something much simpler, such as calculate the 'average' picture for each of your gestures. One way to do this would be to calculate the average value for each of the 64 pixels in each of the pictures. Perhaps there are 6 sequences in your set A describing gesture A. Sum the sequences element-by-element. You will now have a sequence with values ranging from 0 to 6. Divide each element by 6. Now each element represents a sort of probability that a new gesture, one you are trying to recognise, will touch that pixel.
Repeat this for all the sets of sequences representing your set of gestures.
To recognise a user gesture, simply compute the difference between the sequence representing the gesture and each of the sequences representing the 'average' gestures. The smallest (absolute) difference will direct you to the gesture the user made.
I don't expect that this will be entirely foolproof, it may well result in some user gestures being ambiguous or not recognisable, and you may want to try something more sophisticated. But I think this approach is simple and probably adequate to get you started.
In Mathematica the following expression will enumerate all the possible combinations of {0,1} of length 64.
Tuples[{1, 0}, {64}]
But there are 2^62 or 18446744073709551616 of them, so I'm not sure what use that will be to you.
Maybe you just wanted the unique sequences contained in each set, in that case all you need is the Mathematica Union[] function applied to the set. If you have a the sets grouped together in a list in Mathematica, say mySets, then you can apply the Union operator to every set in the list my using the map operator.
Union/#mySets
If you want to do some type of prediction a little more information might be useful.
Thanks you for the clarifications.
Machine Learning
The task you want to solve falls under the disciplines known by a variety of names, but probably most commonly as Machine Learning or Pattern Recognition and if you know which examples represent the same gestures, your case would be known as supervised learning.
Question: In your case do you know which gesture each example represents ?
You have a series of examples for which you know a label ( the form of gesture it is ) from which you want to train a model and use that model to label an unseen example to one of a finite set of classes. In your case, one of a number of gestures. This is typically known as classification.
Learning Resources
There is a very extensive background of research on this topic, but a popular introduction to the subject is machine learning by Christopher Bishop.
Stanford have a series of machine learning video lectures Standford ML available on the web.
Accuracy
You might want to consider how you will determine the accuracy of your system at predicting the type of gesture for an unseen example. Typically you train the model using some of your examples and then test its performance using examples the model has not seen. The two of the most common methods used to do this are 10 fold Cross Validation or repeated 50/50 holdout. Having a measure of accuracy enables you to compare one method against another to see which is superior.
Have you thought about what level of accuracy you require in your task, is 70% accuracy enough, 85%, 99% or better?
Machine learning methods are typically quite sensitive to the specific type of data you have and the amount of examples you have to train the system with, the more examples, generally the better the performance.
You could try the method suggested above and compare it against a variety of well proven methods, amongst which would be Random Forests, support vector machines and Neural Networks. All of which and many more are available to download in a variety of free toolboxes.
Toolboxes
Mathematica is a wonderful system, is infinitely flexible and my favourite environment, but out of the box it doesn't have a great deal of support for machine learning.
I suspect you will make a great deal of progress more quickly by using a custom toolbox designed for machine learning. Two of the most popular free toolboxes are WEKA and R both support more than 50 different methods for solving your task along with methods for measuring the accuracy of the solutions.
With just a little data reformatting, you can convert your gestures to a simple file format called ARFF, load them into WEKA or R and experiment with dozens of different algorithms to see how each performs on your data. The explorer tool in WEKA is definitely the easiest to use, requiring little more than a few mouse clicks and typing some parameters to get started.
Once you have an idea of how well the established methods perform on your data you have a good starting point to compare a customised approach against should they fail to meet your criteria.
Handwritten Digit Recognition
Your problem is similar to a very well researched machine learning problem known as hand written digit recognition. The methods that work well on this public data set of handwritten digits are likely to work well on your gestures.
I have a trading strategy on the foreign exchange market that I am attempting to improve upon.
I have a huge table (100k+ rows) that represent every possible trade in the market, the type of trade (buy or sell), the profit/loss after that trade closed, and 10 or so additional variables that represent various market measurements at the time of trade-opening.
I am trying to find out if any of these 10 variables are significantly related to the profits/losses.
For example, imagine that variable X ranges from 50 to -50.
The average value of X for a buy order is 25, and for a sell order is -25.
If most profitable buy orders have a value of X > 25, and most profitable sell orders have a value of X < -25 then I would consider the relationship of X-to-profit as significant.
I would like a good starting point for this. I have installed RapidMiner 5 in case someone can give me a specific recommendation for that.
A Decision Tree is perhaps the best place to begin.
The tree itself is a visual summary of feature importance ranking (or significant variables as phrased in the OP).
gives you a visual representation of the entire
classification/regression analysis (in the form of a binary tree),
which distinguishes it from any other analytical/statistical
technique that i am aware of;
decision tree algorithms require very little pre-processing on your data, no normalization, no rescaling, no conversion of discrete variables into integers (eg, Male/Female => 0/1); they can accept both categorical (discrete) and continuous variables, and many implementations can handle incomplete data (values missing from some of the rows in your data matrix); and
again, the tree itself is a visual summary of feature importance ranking
(ie, significant variables)--the most significant variable is the
root node, and is more significant than the two child nodes, which in
turn are more significant than their four combined children. "significance" here means the percent of variance explained (with respect to some response variable, aka 'target variable' or the thing
you are trying to predict). One proviso: from a visual inspection of
a decision tree you cannot distinguish variable significance from
among nodes of the same rank.
If you haven't used them before, here's how Decision Trees work: the algorithm will go through every variable (column) in your data and every value for each variable and split your data into two sub-sets based on each of those values. Which of these splits is actually chosen by the algorithm--i.e., what is the splitting criterion? The particular variable/value combination that "purifies" the data the most (i.e., maximizes the information gain) is chosen to split the data (that variable/value combination is usually indicated as the node's label). This simple heuristic is just performed recursively until the remaining data sub-sets are pure or further splitting doesn't increase the information gain.
What does this tell you about the "importance" of the variables in your data set? Well importance is indicated by proximity to the root node--i.e., hierarchical level or rank.
One suggestion: decision trees handle both categorical and discrete data usually without problem; however, in my experience, decision tree algorithms always perform better if the response variable (the variable you are trying to predict using all other variables) is discrete/categorical rather than continuous. It looks like yours is probably continuous, in which case in would consider discretizing it (unless doing so just causes the entire analysis to be meaningless). To do this, just bin your response variable values using parameters (bin size, bin number, and bin edges) meaningful w/r/t your problem domain--e.g., if your r/v is comprised of 'continuous values' from 1 to 100, you might sensibly bin them into 5 bins, 0-20, 21-40, 41-60, and so on.
For instance, from your Question, suppose one variable in your data is X and it has 5 values (10, 20, 25, 50, 100); suppose also that splitting your data on this variable with the third value (25) results in two nearly pure subsets--one low-value and one high-value. As long as this purity were higher than for the sub-sets obtained from splitting on the other values, the data would be split on that variable/value pair.
RapidMiner does indeed have a decision tree implementation, and it seems there are quite a few tutorials available on the Web (e.g., from YouTube, here and here). (Note, I have not used the decision tree module in R/M, nor have i used RapidMiner at all.)
The other set of techniques i would consider is usually grouped under the rubric Dimension Reduction. Feature Extraction and Feature Selection are two perhaps the most common terms after D/R. The most widely used is PCA, or principal-component analysis, which is based on an eigen-vector decomposition of the covariance matrix (derived from to your data matrix).
One direct result from this eigen-vector decomp is the fraction of variability in the data accounted for by each eigenvector. Just from this result, you can determine how many dimensions are required to explain, e.g., 95% of the variability in your data
If RapidMiner has PCA or another functionally similar dimension reduction technique, it's not obvious where to find it. I do know that RapidMiner has an R Extension, which of course let's you access R inside RapidMiner.R has plenty of PCA libraries (Packages). The ones i mention below are all available on CRAN, which means any of the PCA Packages there satisfy the minimum Package requirements for documentation and vignettes (code examples). I can recommend pcaPP (Robust PCA by Projection Pursuit).
In addition, i can recommend two excellent step-by-step tutorials on PCA. The first is from the NIST Engineering Statistics Handbook. The second is a tutorial for Independent Component Analysis (ICA) rather than PCA, but i mentioned it here because it's an excellent tutorial and the two techniques are used for the similar purposes.
I want to use machine learning to identify the signature of a user who converts to a subscriber of a website given their behavior over time.
Let's say my website has 6 different features which can be used before subscribing and users can convert to a subscriber at any time.
For a given user I have stats which represent the intensity on a continuous range of that user's interaction with features 1-6 on a daily basis so:
D1: f1,f2,f3,f4,f5,f6
D2: f1,f2,f3,f4,f5,f6
D3: f1,f2,f3,f4,f5,f6
D4: f1,f2,f3,f4,f5,f6
Let's say on day 5, the user converts.
What machine using algorithms would help me identify which are the most common patterns in feature usage which lead to a conversion?
(I know this is a super basic classification question, but I couldn't find a good example using longitudinal data, where input vectors are ordered by time like I have)
To develop the problem further, let's assume that each feature has 3 intensities at which the user can interact (H, M, L).
We can then represent each user as a string of states of interaction intensity. So, for a user:
LLLLMM LLMMHH LLHHHH
Would mean on day one they only interacted significantly with features 5 and 6, but by the third day they were interacting highly with features 3 through 6.
N-gram Style
I could make these states words and the lifetime of a user a sentence. (Would probably need to add a "conversion" word to the vocabulary as well)
If I ran these "sentences" through an n-gram model, I could get the likely future state of a user given his/her past few state which is somewhat interesting. But, what I really want to know the most common sets of n-grams that lead to the conversion word. Rather than feeding in an n-gram and getting the next predicted word, I want to give the predicted word and get back the 10 most common n-grams (from my data) which would be likely to lead to the word.
Amaç Herdağdelen suggests identifying n-grams to practical n and then counting how many n-gram states each user has. Then correlating with conversion data (I guess no conversion word in this example). My concern is that there would be too many n-grams to make this method practical. (if each state has 729 possibilities, and we're using trigrams, thats a lot of possible trigrams!)
Alternatively, could I just go thru the data logging the n-grams which led to the conversion word and then run some type of clustering on them to see what the common paths are to a conversion?
Survival Style
Suggested by Iterator, I understand the analogy to a survival problem, but the literature here seems to focus on predicting time to death as opposed to the common sequence of events which leads to death. Further, when looking up the Cox Proportional Hazard model, I found that it does not event accommodate variables which change over time (its good for differentiating between static attributes like gender and ethnicity)- so it seems very much geared toward a different question than mine.
Decision Tree Style
This seems promising though I can't completely wrap my mind around how to structure the data. Since the data is not flat, is the tree modeling the chance of moving from one state to another down the line and when it leads to conversion or not? This is very different than the decision tree data literature I've been able to find.
Also, need clarity on how to identify patterns which lead to conversion instead a models predicts likely hood of conversion after a given sequence.
Theoretically, hidden markov models may be a suitable solution to your problem. The features on your site would constitute the alphabet, and you can use the sequence of interactions as positive or negative instances depending on whether a user finally subscribed or not. I don't have a guess about what the number of hidden states should be, but finding a suitable value for that parameter is part of the problem, after all.
As a side note, positive instances are trivial to identify, but the fact that a user has not subscribed so far doesn't necessarily mean s/he won't. You might consider to limit your data to sufficiently old users.
I would also consider converting the data to fixed-length vectors and apply conceptually simpler models that could give you some intuition about what's going on. You could use n-grams (consecutive interaction sequences of length n).
As an example, assuming that the interaction sequence of a given user ise "f1,f3,f5", "f1,f3,f5" would constitute a 3-gram (trigram). Similarly, for the same user and the same interaction sequence you would have "f1,f3" and "f3,f5" as the 2-grams (bigrams). In order to represent each user as a vector, you would identify all n-grams up to a practical n, and count how many times the user employed a given n-gram. Each column in the vector would represent the number of times a given n-gram is observed for a given user.
Then -- probably with the help of some suitable normalization techniques such as pointwise mutual information or tf-idf -- you could look at the correlation between the n-grams and the final outcome to get a sense of what's going on, carry out feature selection to find the most prominent sequences that users are involved in, or apply classification methods such as nearest neighbor, support machine or naive Bayes to build a predictive model.
This is rather like a survival analysis problem: over time the user will convert or will may drop out of the population, or will continue to appear in the data and not (yet) fall into neither camp. For that, you may find the Cox proportional hazards model useful.
If you wish to pursue things from a different angle, namely one more from the graphical models perspective, then a Kalman Filter may be more appealing. It is a generalization of HMMs, suggested by #AmaçHerdağdelen, which work for continuous spaces.
For ease of implementation, I'd recommend the survival approach. It is the easiest to analyze, describe, and improve. After you have a firm handle on the data, feel free to drop in other methods.
Other than Markov chains, I would suggest decision trees or Bayesian networks. Both of these would give you a likely hood of a user converting after a sequence.
I forgot to mention this earlier. You may also want to take a look at the Google PageRank algorithm. It would help you account for the user completely disappearing [not subscribing]. The results of that would help you to encourage certain features to be used. [Because they're more likely to give you a sale]
I think Ngramm is most promising approach, because all sequnce in data mining are treated as elements depndent on few basic steps(HMM, CRF, ACRF, Markov Fields) So I will try to use classifier based on 1-grams and 2 -grams.