Forward supervised discretization for multivariate with categorical responses

Abstract

Given a data set with one categorical response variable and multiple categorical or continuous explanatory variables, it is required in some applications to discretize the continuous explanatory ones. A proper supervised discretization usually achieves a better result than the unsupervised ones. Rather than individually doing so as recently proposed by Huang, Pan and Wu in [12,13], we suggest a forward supervised discretization algorithm to capture a higher association from the multiple explanatory variables to the response variable. Experiments with the GK-tau and the GK-lambda are presented to support the statement.