R2-GenOpt

Context

• R2-GenOpt is one of the Automatic Discretization algorithms for Continuous variables in Step 4 — Discretization and Aggregation of the Data Import Wizard.

Algorithm Details & Recommendations

• The R2-GenOpt algorithm utilizes a Genetic Algorithm to find a discretization that maximizes the R2 between the discretized variable and its corresponding (hidden) Continuous variable.

• As such, it is the optimal approach for achieving the first objective of discretization, i.e., finding a precise representation of the values of a Continuous variable.

• This algorithm takes into account the Minimum Interval Weight and can also create a specific bin for representing zeros if the Isolate Zeros option is set.

• In Validation Mode, the R2 value between the Discretized variable and its corresponding Continuous variable can be retrieved in the Information Mode by hovering over the monitor.

Workflow Illustration