On Estimating Mutual Information for Feature Selection

Abstract. Mutual Information (MI) is a powerful concept from information theory used in many application fields. For practical tasks it is often necessary to estimate the Mutual Information from available data. We compare state of the art methods for estimating MI from continuous data, focusing on the usefulness for the feature selection task. Our results suggest that many methods are practically relevant for feature selection tasks regardless of their theoretic limitations or benefits.

• Type: Conference
• Year: 2010
• Where: ICANN
• Authors: Erik Schaffernicht, Robert Kaltenhaeuser, Saurabh Shekhar Verma, Horst-Michael Gross
• Keywords: Feature Selection Tasks, ICANN 2010, Mutual Information, Neural Networks, Practical Tasks