Simultaneous feature selection and discretization based on mutual information

Sadia Sharmin, Mohammad Shoyaib, Amin Ahsan Ali, Muhammad Asif Hossain Khan, Oksam Chae

Abstract: Highlights•We address discretization and feature selection jointly with a single criteria.•The proposed discretization method is dynamic and independent of classification algorithms.•The amount of errors introduced for Relevancy, Redundancy and Complementary Information are derived analytically.•It is also analytically shown that Relevancy, Redundancy and Complementary follows χ2-distribution.•A χ2-based search is introduced to select a small set of features and to discretize them with small number of intervals.