In reply to Peter Flom.

Thanks for writing. As you say, statisticians often discourage binning, but it is used heavily in machine learning as part of feature generation and selection. I'll probably blog about the advantages and disadvantages of binning one day, and you can weigh in with your own htoughts.

In practice, data scientists do many things that traditional statisticians frown on: mean imputation, routine Winsoriztion, and unprincipled variable selection (which you have written about) are just a few other topics that come to mind.