Information Theoretic Methods for Variable Selection—A Review
We review the principal information theoretic tools and their use for feature selection, with the main emphasis on classification problems with discrete features. Since it is known that empirical versions of conditional mutual information perform poorly for high-dimensional problems, we focus on var...
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| Format: | Article |
| Language: | English |
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MDPI AG
2022-08-01
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| Series: | Entropy |
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| Online Access: | https://www.mdpi.com/1099-4300/24/8/1079 |