Hi,May you tell me if you are interested by this measure (see my previous mail
below)? In which part of scikit-learn may I develop it : clustering, feature
selection?Thanks,CéciliaHi,I have developped a script on mutual information
estimation based on Renyi entropy Cauchy-Schwartz divergence (and Parzen-Window
function for continous variables).This script allows to estimate MI between two
disctete, continous and mixed (discrete and continous) variables. I'll plan to
first parallelize the code and second to improve the code in order to estime MI
between more than two features.
If you are interested by this script, I can push the first version and modify
it according to your feedback.
Let me know.Greetings,Cécilia Damon
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