Table 3

Hartemink’s discretisation algorithms

InputA data set D of continuous variables, k1 – that is, the initial (large) number of discretisation intervals – and k2, the final discretisation intervals
OutputA discrete data set of factor variables, each discretised in k2 levels in total
Initialisation 
Discretise each variable independently using quantile discretisation and a large number k1 of initial intervals
Specify the desired number of states of the variables in the end k2
 Fork = k1; k2 + 1; k = k − 1 do
 Fori ← 1 to Ndo
   Compute pairwise mutual information coefficients:
    MXik=jiMI(Xik,Xjk)
   Foreach pair l of adjascent intervals of Xido
    Collapse each pairlof adjacent intervals of Xi in a single interval, and from the resulting variable Xik1(l) compute:
    MXik1(l)=jiMI(Xik1(l),Xj)
   End
   SetXik1=argmaxXik1(l)MXik1(l)
 End
 End

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