互信息的计算
假设 M 是一组对象 m,每个对象都具有属性 X 和 Y。现在,如果给定 m,X 和 Y 只能有一个值(即 X,Y 是随机变量,其中 P(X=x_i|M=m_i),P( Y=y_i|M=m_i)),可以计算X和Y的互信息。但是如果X可以同时有多个结果呢?即对于 m_3 X={x1,x2} - 通常 X 的结果是所有可能结果的子集。在这种情况下,可以衡量互信息或其他依赖程度吗?
是否可以将 X 拆分为二进制随机变量 X_1, X_2 等,其中 X_1=1 iff X 包含 x1, X_1=0 否则,然后计算所有组合 i,j 的 I(X_i,Y_j) 并按顺序汇总信息得到 I(X,Y)?
谢谢。
例子:
m_1: X={a,b}, Y={x,y}; m_2: X={c}, Y={z,x}
Suppose M is a set of objects m each having attributes X and Y. Now if X and Y can have only one value for given m (i.e. X,Y are random variables with P(X=x_i|M=m_i), P(Y=y_i|M=m_i)), it's possible to calculate mutual information of X and Y. But what if X can have multiple outcomes at once? I.e. for m_3 X={x1,x2} - generally outcome of X is subset of all possible outcomes. Can mutual information or some other measure of dependence be measured in such a case?
Is it possible to split X into binary random variables X_1, X_2, etc where X_1=1 iff X contains x1, X_1=0 otherwise and then compute I(X_i,Y_j) for all combinations i,j and sum up the information in order to get I(X,Y)?
Thanks.
Example:
m_1: X={a,b}, Y={x,y}; m_2: X={c}, Y={z,x}
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如果我没记错的话,你设置的前提是:
那么你想定义
好吧,这在计算方面显着增加了问题的复杂性,但你仍然可以做相同类型的相关,除了不是关联两个值 X和 Y,您正在关联两个子集 X 和 Y。
If I'm not wrong, the premise you set:
then you want to define
Well, this increases the complexity of the problem significantly in terms of computation, but you can still do the same type of correlation, except instead of correlating two values X and Y, you are correlating two subsets X and Y.
根据集合的含义以及互信息的用途,您可以将集合视为原子值。那么你的事件空间就是 V_X 的幂集,你可以用通常的方式计算更大的事件空间上的互信息(想想比特串)。
互信息有多元概括,例如交互信息或总相关性,但我认为它们并不是您所寻找的。您最好看看其他非信息论的多元相关性度量。
Depending on what the sets mean and on what you want to use the mutual information for, you could just treat the sets as atomic values. Then your event space is the powerset of V_X and you can compute mutual information on that larger event space in the usual way (think bitstrings).
There are multivariate generalizations of mutual information, such as interaction information or total correlation, but I don't think they're quite what you're looking for. You might be better off looking at other, non-information theoretic multivariate measures of correlation.