Title
An Estimate of Mutual Information that Permits Closed-Form Optimisation.
Abstract
We introduce a new estimate of mutual information between a dataset and a target variable that can be maximised analytically and has broad applicability in the field of machine learning and statistical pattern recognition. This estimate has previously been employed implicitly as an approximation to quadratic mutual information. In this paper we will study the properties of these estimates of mutual information in more detail, and provide a derivation from a perspective of pairwise interactions. From this perspective, we will show a connection between our proposed estimate and Laplacian eigenmaps, which so far has not been shown to be related to mutual information. Compared with other popular measures of mutual information, which can only be maximised through an iterative process, ours can be maximised much more efficiently and reliably via closed-form eigendecomposition.
Year
DOI
Venue
2013
10.3390/e15051690
ENTROPY
Keywords
Field
DocType
mutual information,dimensionality reduction,feature extraction,pattern recognition,machine learning
Pairwise comparison,Mathematical optimization,Iterative and incremental development,Multivariate mutual information,Variation of information,Mutual information,Interaction information,Conditional mutual information,Pointwise mutual information,Mathematics
Journal
Volume
Issue
Citations 
15
5
1
PageRank 
References 
Authors
0.35
3
2
Name
Order
Citations
PageRank
Raymond Liu1977.04
Duncan Fyfe Gillies29717.86