Re: [scikit-learn] mutual information for continuous variables with scikit-learn

2023-02-01 Thread m m
Thanks Sole and Gael, I'll try both ways. Are the two methods fundamentally different, or will they give me similar results? Also, the majority of MI analysis I've seen with continuous variables discretize the data into arbitrary bins. Is this procedure actually valid? I'd think by discretizing con

Re: [scikit-learn] mutual information for continuous variables with scikit-learn

2023-02-01 Thread Gael Varoquaux
For estimating mutual information on continuous variables, have a look at the corresponding package https://pypi.org/project/mutual-info/ G On Wed, Feb 01, 2023 at 02:32:03PM +0100, m m wrote: > Hello, > I have two continuous variables (heart rate samples over a period of time), > and > would

Re: [scikit-learn] mutual information for continuous variables with scikit-learn

2023-02-01 Thread Sole Galli via scikit-learn
Hey, My understanding is that with sklearn you can compare 2 continuous variables like this: mutual_info_regression(data["var1"].to_frame(), data["var"], discrete_features=[False]) Where var1 and var are continuous. You can also compare multiple continuous variables against one continuous va

[scikit-learn] mutual information for continuous variables with scikit-learn

2023-02-01 Thread m m
Hello, I have two continuous variables (heart rate samples over a period of time), and would like to compute mutual information between them as a measure of similarity. I've read some posts suggesting to use the mutual_info_score from scikit-learn but will this work for continuous variables? One