SeqScout: Using a Bandit Model to Discover Interesting Subgroups in Labeled Sequences

It is extremely useful to exploit labeled datasets not only to learn models but also to improve our understanding of a domain and its available targeted classes. The so-called subgroup discovery task has been considered for a long time. It concerns the discovery of patterns or descriptions, the set of supporting objects of which have interesting properties, e.g., they characterize or discriminate a given target class. Though many subgroup discovery algorithms have been proposed for transactional data, discovering subgroups within labeled sequential data and thus searching for descriptions as sequential patterns has been much less studied. In that context, exhaustive exploration strategies can not be used for real-life applications and we have to look for heuristic approaches. We propose the algorithm SeqScout to discover interesting subgroups (w.r.t. a chosen quality measure) from labeled sequences of itemsets. This is a new sampling algorithm that mines discriminant sequential patterns using a multi-armed bandit model. It is an anytime algorithm that, for a given budget, finds a collection of local optima in the search space of descriptions and thus subgroups. It requires a light configuration and it is independent from the quality measure used for pattern scoring. Furthermore, it is fairly simple to implement. We provide qualitative and quantitative experiments on several datasets to illustrate its added-value.