Gustavo Guerra ovatsus
mathias-brandewinder
/ MDL.fs
Last active
November 20, 2019 13:59
Recursive minimal entropy partitioning, based on Fayyad & Irani: break a continuous variable into discrete intervals top-down, maximizing the entropy gained at each step, with a stopping rule using the Minimum Description Length principle.
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| namespace Discretization | |
| // Recursive minimal entropy partitioning, | |
| // based on Fayyad & Irani 1993. | |
| // See the following article, section 3.3, | |
| // for a description of the algorithm: | |
| // http://www.math.unipd.it/~dulli/corso04/disc.pdf | |
| // Note: this can certainly be optimized. | |
| module MDL = |