Hi Guys,
i'm new to the topic of data mining. I want to predict the outcoming of a variable. For this task, i want to make the most out of the given data. Some of the discrete data is very useful but they come with a large number of parameter values/levels(?). So i want to group them or make them continuous. My question: Can i make new groups/values based on the outcome-probability of the prediction-variable? Does this make sence or do i break some mathematical law of data mining?

THX