How to generate correlation Analysis from Association Analysis?
As we have seen so far, the support and confidence measures are insufficient at filtering out uninteresting association rules. To tackle this weakness, a correlation measure can be used to augment the support-confidence framework for association rules. This leads to correlation rules of the form
A⇒ B [support, confidence, correlation]. - equation 6.7
That is, a correlation rule is measured not only by its support and confidence but also by the correlation between itemsets A and B. There are many different correlation measures from which to choose. In this subsection, we study several correlation measures to determine which would be good for mining large data sets.
Lift is a simple correlation measure that is given as follows. The occurrence of itemset A is independent of the occurrence of itemset B if P(AUB) = P(A)P(B); otherwise, itemsets A and B are dependent and correlated as events. This definition can easily be extended to more than two itemsets. The lift between the occurrence of A and B can be measured by computing
lift (A, B) = P(AUB) P(A)P(B) -equation(6.8)
If the resulting value of Eq. (6.8) is less than 1, then the occurrence of A is negatively correlated with the occurrence of B, meaning that the occurrence of one likely leads to the absence of the other one. If the resulting value is greater than 1, then A and B are positively correlated, meaning that the occurrence of one implies the occurrence of the other. If the resulting value is equal to 1, then A and B are independent and there is no correlation between them.
Equation (6.8) is equivalent to P(BA)/P(B), or conf(A⇒ B)/sup (B), which is also referred to as the lift of the association (or correlation) rule A⇒B. In other words, it assesses the degree to which the occurrence of one "lifts" the occurrence of the other. For example, if A corresponds to the sale of computer games and B corresponds to the sale of videos, then given the current market conditions, the sale of games is said to increase or "lift" the likelihood of the sale of videos by a factor of the value returned by Eq. (6.8)
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