A good MI-based feature selector would be welcome, I think. Well, by me,
anyway.

On 23 February 2015 at 09:37, Andy <t3k...@gmail.com> wrote:

>  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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