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Implement discrete-continuous MI #60

Merged
merged 3 commits into from
Jul 15, 2020
Merged

Implement discrete-continuous MI #60

merged 3 commits into from
Jul 15, 2020

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polsys
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@polsys polsys commented Jul 15, 2020

Closes #32.

  • Implement the (Ross 2014) algorithm for unconditional case with discrete y
  • Apply the same tweaks to the unconditional case (don't know for sure if documented in literature)
  • Add discrete_y parameter to estimate_mi()

Simply put, the idea is to modify the distance metric so that the different y values are "infinitely" far apart and therefore don't show up in neighbor searches of other y planes. With sufficiently spaced y, the existing algorithm would produce exactly the same results.

The implementation partitions the space according to y values, using one tree for each y. This reduces the vectorization benefit, but the individual searches are cheaper; by the simple benchmark, this case is faster than the continuous-continuous case.

@polsys polsys added this to the Beta 1 milestone Jul 15, 2020
@polsys polsys merged commit f1053d6 into master Jul 15, 2020
@polsys polsys deleted the discrete-y branch July 15, 2020 11:37
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Support the discrete-continuous case
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