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Statistical classification is the problem of identifying the sub-population to which new observations belong, where the identity of the sub-population is unknown, on the basis of a training set of data containing observations whose sub-population is known. Therefore these classifications will show a variable behavior which can be studied by statistics.

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Transform target/label variable into classes but classes are data-dependent: How to approach...

Now I want to make a classification problem out of it: Rather than predicting the numerical value of the return, I want to predict classes. … But a problem I see there is that it always backtransforms then the classes into numerical values when using .predict etc. but I want to do a classification not predicting numerical values. …
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