I am trying to implement the Adjusted Mutual Information in a stable way.
Unfortunately, the third term for the Expected Mutual Information is not
stable and can result in overflow issues with only a moderate number of
samples (eg N=1000 fails). See here:
http://en.wikipedia.org/wiki/Adjusted_mutual_information
I think I've reduced the equation to a more stable format:
https://github.com/robertlayton/scikit-learn/wiki/Reducing-EMI
I would appreciate if someone could look through this an check:
1) That I did this correctly
2) That there isn't a better way (a better identity or efficient way to
reduce factorials)
Thanks,
Robert
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