Hi Cecilia.
An MI estimate currently seems a bit out of scope of sklearn.
What context would a user apply it in?
Sklearn currently contains more out-of-the-box methods, while an MI estimator seems more like a building block.

Cheers,
Andy


On 02/23/2015 06:01 AM, cécilia wrote:
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,
Cécilia
Hi,
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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