Equal Frequency

Context

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

Algorithm Details & Recommendations

• This Equal Frequency algorithm defines thresholds so that each interval contains the same number of observations.
• This approach typically produces a uniform distribution.
• As a result, the shape of the original density function is no longer apparent upon discretization.
• This also leads to an artificial increase in the entropy of the system, directly affecting the complexity of machine-learned models.
• However, this type of discretization can be useful — once a structure is learned — for further increasing the precision of the representation of continuous values.