Dear all to extract the most relevant input variables to an output one, I have used MUTUAL INFORMATION BASED SHANON ENTROPY.
my question can the correlation measure do the same thing, or it just detect the linear dependancy without detecting the relevance of input variables to an output one? I give an example, the selling of ice crean and solar glasses in summer is highly correlated but we can't say that one variable is relevant (explain) to other one. if we use mutual information can we detect this irrelevance (or relevance) beween these two variables. in my case can I say that mutual information is better than correlation to detect the relevance of input variables to one output Many thanks in advance faten
