Robust Feature Selection by Mutual Information Distributions

dc.creatorZaffalon, Marco
dc.creatorHutter, Marcus
dc.date2002-06-03
dc.date.accessioned2026-07-07T09:46:42Z
dc.date.available2026-07-07T09:46:42Z
dc.descriptionMutual 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-to-population 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 incomplete samples in an easy and effective way.
dc.description8 two-column pages
dc.identifierhttps://arxiv.org/abs/cs/0206006
dc.identifierhttp://arxiv.org/abs/cs/0206006
dc.identifierProc. 14th International Conference on Uncertainty in Artificial Intelligence (UAI 2002) pages 577-584
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/163622
dc.subjectArtificial Intelligence
dc.subjectMachine Learning
dc.subjectI.2
dc.titleRobust Feature Selection by Mutual Information Distributions
dc.typetext

Files

Collections