A novel approach to subspace clustering is proposed to exhaustively and efficiently mine quantitative frequent itemsets (QFIs) from massive transaction data¹. For the computational tractability, our approach introduces adaptive density-based and Apriori-like algorithm. Its outstanding performance is shown through numerical experiments.
Citation:
Takashi Washio, Yuki Mitsunaga, Hiroshi Motoda, "Mining Quantitative Frequent Itemsets Using Adaptive Density-Based Subspace Clustering," icdm, pp.793-796, Fifth IEEE International Conference on Data Mining (ICDM'05), 2005