System and method of pre-processing discrete datasets for use in machine learning

摘要

There is provided a system and method of pre-processing discrete datasets for use in machine learning. The method includes: determining a median and a standard deviation of an input discrete dataset; determining a probability mass function including a probability of finding a particular data point in the input discrete dataset within a particular bin of a histogram representative of the input discrete dataset; transforming the probability mass function into a continuously differentiable probability density function using the standard deviation, the probability density function determined using a parametric control function, the parametric control function including a lognormal derivative of the probability density function, the parameters within the control function are estimated using optimization that minimizes a mean-squared error of an objective function; and outputting the probability density function for use an input to a machine learning model.