  Deriving insights from high-dimensional data is one of the core problems in
data mining. The difficulty mainly stems from the fact that there are
exponentially many variable combinations to potentially consider, and there are
infinitely many if we consider weighted combinations, even for linear
combinations. Hence, an obvious question is whether we can automate the search
for interesting patterns and visualizations. In this paper, we consider the
setting where a user wants to learn as efficiently as possible about
real-valued attributes. For example, to understand the distribution of crime
rates in different geographic areas in terms of other (numerical, ordinal
and/or categorical) variables that describe the areas. We introduce a method to
find subgroups in the data that are maximally informative (in the formal
Information Theoretic sense) with respect to a single or set of real-valued
target attributes. The subgroup descriptions are in terms of a succinct set of
arbitrarily-typed other attributes. The approach is based on the Subjective
Interestingness framework FORSIED to enable the use of prior knowledge when
finding most informative non-redundant patterns, and hence the method also
supports iterative data mining.
