Can high-order dependencies improve mutual information based feature selection?

@article{Nguyen2016CanHD,
  title={Can high-order dependencies improve mutual information based feature selection?},
  author={Xuan Vinh Nguyen and Shuo Zhou and Jeffrey Chan and James Bailey},
  journal={Pattern Recognition},
  year={2016},
  volume={53},
  pages={46-58}
}
Mutual information (MI) based approaches are a popular paradigm for feature selection. Most previous methods have made use of low-dimensional MI quantities that are only effective at detecting low-order dependencies between variables. Several works have considered the use of higher dimensional mutual information, but the theoretical underpinning of these approaches is not yet comprehensive. To fill this gap, in this paper, we systematically investigate the issues of employing high-order… CONTINUE READING
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