Human-guided data exploration using randomisation

Abstract: An explorative data analysis system should be aware of what the user already knows and what the user wants to know of the data: otherwise the system cannot provide the user with the most informative and useful views of the data. We propose a principled way to do exploratory data analysis, where the user's background knowledge is modeled by a distribution parametrised by subsets of rows and columns in the data, called tiles. The user can also use tiles to describe his or her interests concerning relations in the data. We provide a computationally efficient implementation of this concept based on constrained randomisation. The implementation is used to model both the background knowledge and the user's information request and is a necessary prerequisite for any interactive system. Furthermore, we describe a novel linear projection pursuit method to find and show the views most informative to the user, which at the limit of no background knowledge and with generic objectives reduces to PCA. We show that our method is robust under noise and fast enough for interactive use. We also show that the method gives understandable and useful results when analysing real-world data sets. We will release an open source library implementing the idea, including the experiments presented in this paper. We show that our method can outperform standard projection pursuit visualisation methods in exploration tasks. Our framework makes it possible to construct human-guided data exploration systems which are fast, powerful, and give results that are easy to comprehend.