Higher Order Mutual Information Approximation for Feature Selection

2 Dec 2016 Jilin Wu Soumyajit Gupta Chandrajit Bajaj

Feature selection is a process of choosing a subset of relevant features so that the quality of prediction models can be improved. An extensive body of work exists on information-theoretic feature selection, based on maximizing Mutual Information (MI) between subsets of features and class labels... (read more)

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