Supervised multivariate discretization in mixed data with Random Forests

Discretizing continuous attributes is necessary before association rules mining or using several inductive learning algorithms with a heterogeneous data space. This data preprocessing step should be carried out with a minimum information loss; that is the mutual information between attributes on the one hand and between attributes and the class labels on the other should not be destroyed. This paper introduces a novel supervised, global and dynamic discretization algorithm, called RFDisc (Random Forests Discretizer). It derives its ability in conserving the data properties from the Random Forests learning algorithm. RFDisc is simple, relatively fast and learns automatically the number of bins into which each continuous attribute is to be discretized. Empirical results indicate that the accuracies of classification algorithms such as CART when used with several data sets are comparable before and after discretization using RFDisc. Furthermore, C5.0 achieves the highest classification accuracy with data discretized with RFDisc when compared with other well known discretization algorithms.