Quadratic Mutual Information Feature Selection

We propose a novel feature selection method based on quadratic mutual information which has its roots in Cauchy–Schwarz divergence and Renyi entropy. The method uses the direct estimation of quadratic mutual information from data samples using Gaussian kernel functions, and can detect second order n...

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Bibliographic Details
Main Authors: Davor Sluga, Uroš Lotrič
Format: Article
Language:English
Published: MDPI AG 2017-04-01
Series:Entropy
Subjects:
Online Access:http://www.mdpi.com/1099-4300/19/4/157