A data reduction device for reducing a data set based on a subset of variables from a set of variables comprising a plurality of variables, the plurality of variables representing different types of data, instances of the plurality of variables being based on sensor data of a plurality of sensors (302... 310, 352... 360) in a machine, instances of a variable originating from sensors of one type having the same function to predict an instance of a further type of data, the further type of data relating to a characteristic of a physical entity (312, 362) of the machine, the data reduction device comprising: a first data set unit for obtaining a first set of data comprising tuples of instances of data, wherein each tuple comprises an instance of each variable of the set of variables, a second data set unit for obtaining a second set of data comprising instances of the further type of data, wherein each instance of the second set of data corresponds to one of the tuples of the first set of data, a searching unit for obtaining a reduced set of variables being a subset of the set of variables, the reduced set of variables representing an at least local optimum of an optimization function being a function of a reduced first set of data, the second set of data and the reduced set of variables, the reduced first set of data comprising reduced tuples obtained from the tuples of the first set of data, and the reduced tuples only comprising instances of the variables of the reduced set of variables, the optimization function being based on a combination of a first mutual information value between the reduced first set of data and the second set of data and a penalty value that increases with an increasing number of variables in the reduced set of variables, the searching unit being configured to estimate the first mutual information value between the reduced first set of data and the second set of data by determining a second mutual information value between the second set of data and clustered data, wherein the clustered data comprises clusters that are derived from the reduced first set of data, and a data reduction unit for generating a reduced data set from a data set that comprises tuples of instances of data, wherein each tuple comprises an instance of each variable of the set of variables, the data reduction unit being configured to reduce the tuples in the data set to obtain the reduced data set such that the reduced tuples only comprise instances of variables that are present in the selected subset of variables, the data reduction unit being configured to store the reduced data set and/or to provide the reduced data set to a subsequent device. a first data set unit for obtaining a first set of data comprising tuples of instances of data, wherein each tuple comprises an instance of each variable of the set of variables, a second data set unit for obtaining a second set of data comprising instances of the further type of data, wherein each instance of the second set of data corresponds to one of the tuples of the first set of data, a searching unit for obtaining a reduced set of variables being a subset of the set of variables, the reduced set of variables representing an at least local optimum of an optimization function being a function of a reduced first set of data, the second set of data and the reduced set of variables, the reduced first set of data comprising reduced tuples obtained from the tuples of the first set of data, and the reduced tuples only comprising instances of the variables of the reduced set of variables, the optimization function being based on a combination of a first mutual information value between the reduced first set of data and the second set of data and a penalty value that increases with an increasing number of variables in the reduced set of variables, the searching unit being configured to estimate the first mutual information value between the reduced first set of data and the second set of data by determining a second mutual information value between the second set of data and clustered data, wherein the clustered data comprises clusters that are derived from the reduced first set of data, and a data reduction unit for generating a reduced data set from a data set that comprises tuples of instances of data, wherein each tuple comprises an instance of each variable of the set of variables, the data reduction unit being configured to reduce the tuples in the data set to obtain the reduced data set such that the reduced tuples only comprise instances of variables that are present in the selected subset of variables, the data reduction unit being configured to store the reduced data set and/or to provide the reduced data set to a subsequent device.