CODEWITHSUNDEEP
matlabmatrixstatisticsinformation-theory
Colin
Colin

Reputation: 10820

Mutual Information of MATLAB Matrix

I have a square matrix that represents the frequency counts of co-occurrences in a data set. In other words, the rows represent all possible observations of feature 1, and the columns are the possible observations of feature 2. The number in cell (x, y) is the number of times feature 1 was observed to be x at the same time feature 2 was y.

I want to calculate the mutual information contained in this matrix. MATLAB has a built-in information function, but it takes 2 arguments, one for x and one for y. How would I manipulate this matrix to get the arguments it expects?

Alternatively, I wrote my own mutual information function that takes a matrix, but I'm unsure about its accuracy. Does it look right?

function [mutualinfo] = mutualInformation(counts)

  total = sum(counts(:));
  pX = sum(counts, 1) ./ total;
  pY = sum(counts) ./ total;
  pXY = counts ./ total;

  [h, w] = size(counts);

  mutualinfo = 0;

  for row = 1:h
    for col = 1:w
      mutualinfo = mutualinfo + pXY(row, col) * log(pXY(row, col) / (pX(row)*pY(col)));
    end;
  end;

end

Upvotes: 6

Views: 6170

Answers (1)

gnovice
gnovice

Reputation: 125874

I don't know of any built-in mutual information functions in MATLAB. Perhaps you got a hold of one of the submissions from the MathWorks File Exchange or some other third-party developer code?

I think there may be something wrong with how you are computing pX and pY. Plus, you can vectorize your operations instead of using for loops. Here's another version of your function to try out:

function mutualInfo = mutualInformation(counts)

  pXY = counts./sum(counts(:));
  pX = sum(pXY,2);
  pY = sum(pXY,1);

  mutualInfo = pXY.*log(pXY./(pX*pY));
  mutualInfo = sum(mutualInfo(:));

end

Upvotes: 6

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