Feature selection based on statistical estimation of mutual information

Authors

  • Alexey Kozhevin Moscow State University

Keywords:

feature selection, mixed model, mutual information, conditional Shannon entropy, logistic regression.

Abstract

An algorithm to identify significant factors is proposed in the mixed model framework. It employs statistical estimation of mutual information. Consistency of this procedure is established. Numerical experiments demonstrating its accuracy supplement theoretical results.

Downloads

Published

2021-06-23

Issue

Vol. 18 No. 1 (2021)

Section

Probability theory and mathematical statistics