Web: http://arxiv.org/abs/2001.08025

Sept. 19, 2022, 1:12 a.m. | Guillermo Navas-Palencia

stat.ML updates on arXiv.org arxiv.org

The optimal binning is the optimal discretization of a variable into bins
given a discrete or continuous numeric target. We present a rigorous and
extensible mathematical programming formulation for solving the optimal binning
problem for a binary, continuous and multi-class target type, incorporating
constraints not previously addressed. For all three target types, we introduce
a convex mixed-integer programming formulation. Several algorithmic
enhancements, such as automatic determination of the most suitable monotonic
trend via a Machine-Learning-based classifier and implementation aspects are …

arxiv programming

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