A Careful Look at the Use of Statistical Methodology in Data Mining

Abstract

Knowledge discovery in databases (KDD) is an inherently statistical activity, with a considerable literature drawing upon statistical science. However, the usage has typically been vague and informal at best, and at worst of a seriously misleading nature. In addition, much of the classical statistical methodology was designed for goals which can be very different from those of KDD. The present paper seeks to take a first step in remedying this problem by pairing precise mathematical descriptions of some of the concepts in KDD with practical interpretations and implications for specific KDD issues.