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Authors: Gauthier Doquire and Michel Verleysen

Affiliation: Université catholique de Louvain, Belgium

Keyword(s): Mutual information estimation, Feature selection, Nearest neighbors.

Related Ontology Subjects/Areas/Topics: Density Estimation ; Feature Selection and Extraction ; Pattern Recognition ; Theory and Methods

Abstract: Mutual Information estimation is an important task for many data mining and machine learning applications. In particular, many feature selection algorithms make use of the mutual information criterion and could thus benefit greatly from a reliable way to estimate this criterion. More precisely, the multivariate mutual information (computed between multivariate random variables) can naturally be combined with very popular search procedure such as the greedy forward to build a subset of the most relevant features. Estimating the mutual information (especially through density functions estimations) between high-dimensional variables is however a hard task in practice, due to the limited number of available data points for real-world problems. This paper compares different popular mutual information estimators and shows how a nearest neighbors-based estimator largely outperforms its competitors when used with high-dimensional data.

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Paper citation in several formats:
Doquire, G. and Verleysen, M. (2012). A COMPARISON OF MULTIVARIATE MUTUAL INFORMATION ESTIMATORS FOR FEATURE SELECTION. In Proceedings of the 1st International Conference on Pattern Recognition Applications and Methods - Volume 2: ICPRAM; ISBN 978-989-8425-98-0; ISSN 2184-4313, SciTePress, pages 176-185. DOI: 10.5220/0003726101760185

@conference{icpram12,
author={Gauthier Doquire. and Michel Verleysen.},
title={A COMPARISON OF MULTIVARIATE MUTUAL INFORMATION ESTIMATORS FOR FEATURE SELECTION},
booktitle={Proceedings of the 1st International Conference on Pattern Recognition Applications and Methods - Volume 2: ICPRAM},
year={2012},
pages={176-185},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0003726101760185},
isbn={978-989-8425-98-0},
issn={2184-4313},
}

TY - CONF

JO - Proceedings of the 1st International Conference on Pattern Recognition Applications and Methods - Volume 2: ICPRAM
TI - A COMPARISON OF MULTIVARIATE MUTUAL INFORMATION ESTIMATORS FOR FEATURE SELECTION
SN - 978-989-8425-98-0
IS - 2184-4313
AU - Doquire, G.
AU - Verleysen, M.
PY - 2012
SP - 176
EP - 185
DO - 10.5220/0003726101760185
PB - SciTePress