On Wed, Oct 26, 2011 at 22:15, Robert Layton <[email protected]> wrote:
> 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)

Have you tried using scipy.special.gammaln, doing all the
multiplications and divisions with additions and subtractions in
logspace, and then exponentiating?

-- 
 - Alexandre

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