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

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