Feature Selection via Mutual Information: New Theoretical Insights

17 Jul 2019Mario BerahaAlberto Maria MetelliMatteo PapiniAndrea TirinzoniMarcello Restelli

Mutual information has been successfully adopted in filter feature-selection methods to assess both the relevancy of a subset of features in predicting the target variable and the redundancy with respect to other variables. However, existing algorithms are mostly heuristic and do not offer any guarantee on the proposed solution... (read more)

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