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An Empirical Study on Feature Discretization

When dealing with continuous numeric features, we usually adopt feature discretization. In this work, to find the best way to conduct feature discretization, we present some theoretical analysis, in which we focus on analyzing correctness and robustness of feature discretization. Then, we propose a novel discretization method called Local Linear Encoding (LLE). Experiments on two numeric datasets show that, LLE can outperform conventional discretization method with much fewer model parameters.