R2-GenOpt is one of the Automatic Discretization algorithms for Continuous variables in Step 4 — Discretization and Aggregation of the Data Import Wizard.
The R2-GenOpt algorithm utilizes a Genetic Algorithm to find a discretization that maximizes the R2 between the discretized variable and its corresponding (hidden) Continuous variable.
As such, it is the optimal approach for achieving the first objective of discretization, i.e., finding a precise representation of the values of a Continuous variable.
This algorithm takes into account the Minimum Interval Weight and can also create a specific bin for representing zeros if the Isolate Zeros option is set.
In Validation Mode, the R2 value between the Discretized variable and its corresponding Continuous variable can be retrieved in the Information Mode by hovering over the monitor.