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To run the mRMR variable/feature selection for discrete
variables, you need to add the path of mi_0.9 in your
Matlab path. Then simply run mrmr_mid_d.m or mrmr_miq_d.m
for your data.
If you have continuous data as input, you need to discretize
the data first. Simple methods to do this can be thresholding
at the mean or mean-plus/minus-std. Of course, you may also
try the MI computation for continuous variables directly, as
I showed in the my paper (below). However, typically the results
are not as good as discrete variables.
Note that this version is old and uses double-precision
in mutual information computation, thus the feature selection
results may be slightly different if you also compare the
against those produced by the newer C versions downloadable
from our website. The C versions uses single precision for
floating numbers to save some memories.
The codes cannot be re-distributed without permission from
the author, Hanchuan Peng.
We hope you cite our work as follows, which you can download
the paper at Hanchuan Peng's web site http://research.janelia.org/peng
(you may google and find out the latest website).
Hanchuan Peng, Fuhui Long, and Chris Ding, "Feature selection
based on mutual information: criteria of max-dependency,
max-relevance, and min-redundancy," IEEE Transactions on
Pattern Analysis and Machine Intelligence, Vol. 27, No. 8,
pp.1226-1238, 2005.
Should you have any question, please send email to
hanchuan.peng@gmail.com or pengh@janelia.hhmi.org .
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