Mutual information with Python

Sole from Train in Data
10 min readAug 12, 2022
mutual information, feature selection, python
Mutual information for feature selection

Mutual information (MI) is a non-negative value that measures the mutual dependence between two random variables. The mutual information measures the amount of information we can know from one variable by observing the values of the second variable.

The mutual information is a good alternative to Pearson’s correlation coefficient, because it is able to measure any type of relationship between variables, not…

Sole from Train in Data

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