Discretization of continuous features
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In statistics and machine learning, discretization refers to the process of converting or partitioning continuous attributes, features or variables to discretized or nominal attributes/features/variables/intervals. This can be useful when creating probability mass functions – formally, in density estimation. It is a form of discretization in general and also of binning, as in making a histogram. Whenever continuous data is discretized, there is always some amount of discretization error. The goal is to reduce the amount to a level considered negligible for the modeling purposes at hand.
Typically data is discretized into partitions of K equal lengths/width (equal intervals) or K% of the total data (equal frequencies).cite-ref-clarke-1-0[1]
Mechanisms for discretizing continuous data include Fayyad & Irani's MDL method,cite-ref-2[2] which uses mutual information to recursively define the best bins, CAIM, CACC, Ameva, and many otherscite-ref-3[3]
Many machine learning algorithms are known to produce better models by discretizing continuous attributes.cite-ref-4[4]
Contents
• Software
• See also
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Software
This is a partial list of software that implement MDL algorithm.
• mdlp in the R package discretization
• Discretize in the R package RWeka
See also
References
cite-note-clarke-11. ↑ citerefclarkebarton2000Clarke, E. J.; Barton, B. A. (2000). "Entropy and MDL discretization of continuous variables for Bayesian belief networks" (PDF). International Journal of Intelligent Systems. 15: 61–92. doi:10.1002/(SICI)1098-111X(200001)15:1<61::AID-INT4>3.0.CO;2-O. Retrieved 2008-07-10.
cite-note-33. ↑ Dougherty, J.; Kohavi, R.; Sahami, M. (1995). "Supervised and Unsupervised Discretization of Continuous Features". In A. Prieditis & S. J. Russell, eds. Work. Morgan Kaufmann, pp. 194-202