On Thu, Oct 13, 2011 at 11:10 PM, Robert Layton <[email protected]> wrote:
> I'm working on adding Adjusted Mutual Information, and need to calculate the
> Mutual Information.
> I think I have the algorithm itself correct, except for the fact that
> whenever the contingency matrix is 0, a nan happens and propogates through
> the code.
>
> Sample code on the net [1] uses an eps=np.finfo(float).eps. Should I do
> this, adding eps to anything that is a denominator or parameter to log?
> Is there a better way?
> [1] http://blog.sun.tc/2010/10/mutual-informationmi-and-normalized-mutual-informationnmi-for-numpy.html
> FYI: My current code:
> def mutual_information(labels_true, labels_pred, contingency=None):
>     if contingency is None:
>         labels_true, labels_pred = check_clusterings(labels_true,
> labels_pred)
>         contingency = contingency_matrix(labels_true, labels_pred)
>     # Calculate P(i) for all i and P'(j) for all j
>     pi = np.sum(contingency, axis=1)
>     pi /= float(np.sum(pi))
>     pj = np.sum(contingency, axis=0)
>     pj /= float(np.sum(pj))
>     # Compute log for all values
>     log_pij = np.log(contingency)
>     # Product of pi and pj for denominator
>     pi_pj = np.outer(pi, pj)
>     # Remembering that log(x/y) = log(x) - log(y)
>     mi = np.sum(contingency * (log_pij - pi_pj))

isn't there a log missing ?

mi = np.sum(contingency * (log_pij - np.log(pi_pj)))

Josef

>     return mi
> --
>
>
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All the data continuously generated in your IT infrastructure contains a
definitive record of customers, application performance, security
threats, fraudulent activity and more. Splunk takes this data and makes
sense of it. Business sense. IT sense. Common sense.
http://p.sf.net/sfu/splunk-d2d-oct
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