Anytime Discovery of a Diverse Set of Patterns with Monte Carlo Tree Search

TL;DR

This paper introduces a novel Monte Carlo Tree Search approach for pattern discovery in data mining, enabling the anytime extraction of diverse, high-quality pattern sets more effectively than existing methods, especially in large search spaces.

Contribution

The paper formally defines pattern mining as a game and applies MCTS, providing a new, generic, and efficient search technique for diverse pattern discovery.

Findings

MCTS outperforms existing methods in large pattern search spaces.

It enables anytime discovery of diverse, high-quality patterns.

The approach is applicable to various pattern mining tasks.

Abstract

The discovery of patterns that accurately discriminate one class label from another remains a challenging data mining task. Subgroup discovery (SD) is one of the frameworks that enables to elicit such interesting hypotheses from labeled data. A question remains fairly open: How to select an accurate heuristic search technique when exhaustive enumeration of the pattern space is infeasible? Existing approaches make use of beam-search, sampling and genetic algorithms for discovering a pattern set that is non-redundant and of high quality w.r.t. a pattern quality measure. We argue that such approaches produce pattern sets that lack of diversity: Only few patterns of high quality, and different enough, are discovered. Our main contribution is then to formally define pattern mining as a game and to solve it with Monte Carlo tree search (MCTS). It can be seen as an exhaustive search guided by random simulations which can be stopped early (limited budget) by virtue of its best-first search property. We show through a comprehensive set of experiments how MCTS enables the anytime discovery of a diverse pattern set of high quality. It outperforms other approaches when dealing with a large pattern search space and for different quality measures. Thanks to its genericity, our MCTS settings can be used for SD but also for many other pattern mining tasks.