Analyzing Clickstream Data With Markov Chains

Eleni Markou shows one method of analyzing clickstream data:

We chose to use the third-order Markov Chain on the above-produced data, as:

  • The number of parameters needed for the chain’s representation remains manageable. As the order increases, the parameters necessary for the representation increase exponentially and thus managing them requires significant computational power.
  • As a rule of thumb, we would like at least half of the clickstreams to consist of as many clicks as the order of the Markov Chain that should be fitted. There is no point in selecting a third-order chain if the majority of the clickstream consists of two states and so there is no state three steps behind to take into consideration.

Fitting the Markov Chain model gives us transition probabilities matrices and the lambda parameters of the chain for each one of the three lags, along with the start and end probabilities.

This particular analysis is trying to understand which page (if any) a user will go to next when on a particular page.  Eleni uses additional techniques like k-means clustering to segment out particular groups of users.  Very interesting analysis.

Related Posts

Online Learning Algorithms

Xin Hunt describes the benefits of online learning algorithms: A few examples of classical online learning algorithms include recursive least squares, stochastic gradient descent and multi-armed bandit algorithms like Thompson sampling. Many online algorithms (including recursive least squares and stochastic gradient descent) have offline versions. These online algorithms are usually developed after the offline version, […]

Read More

Installing The Azure ML Workbench

Leila Etaati walks us through setting up the Azure ML workbench: In Microsoft ignite 2017, Azure ML team announce new on-premises tools for doing machine learning. this tools much more comprehensive as it provides 1- a workspace helps data wrangling 2- Data Visualization 3-Easy to deploy 4-Support Python codes in this post and next posts, I […]

Read More


September 2017
« Aug Oct »