Abstract
We present the Mambo algorithm for the discovery of association rules. Mambo is driven by conditional independence relations between the variables instead of the minimum support restrictions of algorithms like Apriori. We argue that making use of conditional independencies is an intuitively appealing way to restrict the set of association rules considered. Since we only have a finite sample from the probability distribution of interest, we have to deal with uncertainty concerning the conditional independencies present. Bayesian methods are used to quantify this uncertainty, and the posterior probabilities of conditional independence relations are estimated with the Markov Chain Monte Carlo technique. We analyse an insurance data set with Mambo and illustrate the differences in results compared to Apriori.
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Castelo, R., Feelders, A., Siebes, A. (2001). MAMBO: Discovering Association Rules Based on Conditional Independencies. In: Hoffmann, F., Hand, D.J., Adams, N., Fisher, D., Guimaraes, G. (eds) Advances in Intelligent Data Analysis. IDA 2001. Lecture Notes in Computer Science, vol 2189. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-44816-0_29
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DOI: https://doi.org/10.1007/3-540-44816-0_29
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