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CORR
2002
Springer

Robust Feature Selection by Mutual Information Distributions

8 years 10 months ago
Robust Feature Selection by Mutual Information Distributions
Mutual information is widely used in artificial intelligence, in a descriptive way, to measure the stochastic dependence of discrete random variables. In order to address questions such as the reliability of the empirical value, one must consider sample-topopulation inferential approaches. This paper deals with the distribution of mutual information, as obtained in a Bayesian framework by a second-order Dirichlet prior distribution. The exact analytical expression for the mean and an analytical approximation of the variance are reported. Asymptotic approximations of the distribution are proposed. The results are applied to the problem of selecting features for incremental learning and classification of the naive Bayes classifier. A fast, newly defined method is shown to outperform the traditional approach based on empirical mutual information on a number of real data sets. Finally, a theoretical development is reported that allows one to efficiently extend the above methods to incompl...
Marco Zaffalon, Marcus Hutter
Added 18 Dec 2010
Updated 18 Dec 2010
Type Journal
Year 2002
Where CORR
Authors Marco Zaffalon, Marcus Hutter
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