Coupling MDL and Markov chain Monte Carlo to sample diverse pattern sets

Exhaustive methods of pattern extraction in a database face real obstacles to speed and output control of patterns: a large number of patterns are extracted, many of which are redundant. Pattern extraction methods through sampling, which allow for controlling the size of the outputs while ensuring fast response times, provide a solution to these two problems. However, these methods do not provide high-quality patterns: they return patterns that are very infrequent in the database. Furthermore, they do not scale. To ensure more frequent and diversified patterns in the output, we propose integrating compression methods into sampling to select the most representative patterns from the sampled transactions. We demonstrate that our approach improves the state of the art in terms of diversity of produced patterns.