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Optimal binning: mathematical programming formulation

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abstract

The optimal binning is the optimal discretization of a variable into bins given a discrete or continuous numeric target. We present a rigorous and extensible mathematical programming formulation for solving the optimal binning problem for a binary, continuous and multi-class target type, incorporating constraints not previously addressed. For all three target types, we introduce a convex mixed-integer programming formulation. Several algorithmic enhancements, such as automatic determination of the most suitable monotonic trend via a Machine-Learning-based classifier and implementation aspects are thoughtfully discussed. The new mathematical programming formulations are carefully implemented in the open-source python library OptBinning.

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2024 1

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Explaining Black-Box Clustering Pipelines With Cluster-Explorer

cs.DB · 2024-12-29 · conditional · novelty 6.0

Cluster-Explorer mines concise predicate rules that cover most points in a cluster and spill little into other clusters, and reports better quality and speed than four XAI baselines on 98 clustering results.

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  • Explaining Black-Box Clustering Pipelines With Cluster-Explorer cs.DB · 2024-12-29 · conditional · none · ref 44 · internal anchor

    Cluster-Explorer mines concise predicate rules that cover most points in a cluster and spill little into other clusters, and reports better quality and speed than four XAI baselines on 98 clustering results.