Equal Frequency
Context
Equal Frequency is one of the Automatic Discretization algorithms for Continuous variables in Step 4 โ 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 โ once a structure is learned โ for further increasing the precision of the representation of continuous values.
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