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Information Theory Toolbox

version 1.0 (4.25 KB) by

Functions for Information theory, such as entropy, mutual information, KL divergence, etc

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This toolbox contains functions for DISCRETE random variables to compute following quantities:
1)Entropy
2)Joint entropy
3)Conditional entropy
4)Relative entropy (KL divergence)
5)Mutual information
6)Normalized mutual information
7)Normalized variation information
This package is now a part of the PRML toolbox (http://www.mathworks.com/matlabcentral/fileexchange/55826-pattern-recognition-and-machine-learning-toolbox).

Comments and Ratings (15)

In the conditional entropy, you cannot calculate the joint distribution from marginal distributions. The joint distribution should be one of the arguments of the function.

Romesh

Romesh (view profile)

I don't think either of the proposed solutions provided by Francesco and Subash are correct. If you have

a=randint(1,1000,[1 5]);
entropy(a)
mutualInformation(a,a)

we know that mathematically these must give the same result. The original code does, whereas Francesco's change doesn't. So simply reversing the order is incorrect.

The underlying error is that the code expects x and y to be positive integers. Rounding a continuous variable will mean that you have valid indexes (except if the input has a value that rounds to zero). However, you could consider this as being analogous to binning the data, except that if multiple points go into the same bin, that bin will only ever have a value of 1. So I suspect Subash's suggestion also invalidates the calculation.

The real answer is actually provided by the author in the package description: "This toolbox contains functions for discrete random variables". These functions should only be used for DISCRETE variables x and y that contain positive integers. A different approach must be used if one or both of the variables is continuous.

Arvind

Arvind (view profile)

Hey guys, regarding sparse function error, which answer is correct of the below (as answered by francesco and subash)--

Mx=sparse(idx,1,x,n,k,n);

Or

Mx = sparse(idx, round(x), 1,n,k,n);

Both of these give different result so only one of them should be correct.

to avoid the error when calling sparse function, just invert x (and y) with 1.
Mx=sparse(idx,1,x,n,k,n);
Please next time refer to the help of sparse function before asking :)

Anuja Kelkar

Is the output of the conditionalEntropy function a normalized value? I ask this because, I computed conditional entropy myself with the aid of MutualInformation function and MATLAB's entropy() method. I had got values of conditional Entropy to be greater than 1, which was expected. However, I am getting all conditional entropy values < 1 using InfoTheory toolbox's conditonalEntropy() function.

Has the output been normalized?
Please let me know. Thanks

Partha

Partha (view profile)

I got different result using entropy(sig) and wentropy(sig,'shannon'). Can any one explain this?

Change line 16:
Mx = sparse(idx, round(x), 1,n,k,n);

Apply the same changes to all sparse operations if the program throws the same error.

Nejc Ilc

Nejc Ilc (view profile)

Very useful and efficient toolbox, thank you. However, there is a bug in the nmi.m. last sentence should read:
z = sqrt((MI/Hx)*(MI/Hy));
Output variable is "z" and not "v". But this is obvious a typo, so it does not influence my rating.

shi

shi (view profile)

??? Error using ==> sparse
Index into matrix must be an integer.

Error in ==> mutualInformation at 16
Mx = sparse(idx,x,1,n,k,n);

is there anybody can help me?

Maksim

Maksim (view profile)

Take back my last comment.

Maksim

Maksim (view profile)

Maksim

Maksim (view profile)

nmi(1:1000,randi(1000,1,1e3))

returns 0.96

nmi(randi(1000,1,1e3),randi(1000,1,1e3))

returns 0.91

Are you sure this is working correctly?

In Windows 7 64-bit and using Matlab 2011b 64-bit, I got error for the following simple code:

x = randn(10,1);
y = randn(10,1);
z = mutualInformation(x,y)

Error message:

Error using sparse
Sparse matrix sizes must be non-negative integers less than MAXSIZE as defined by
COMPUTER. Use HELP COMPUTER for more details.

Error in mutualInformation (line 16)
Mx = sparse(idx,x,1,n,k,n);

Is there anybody tell me why?

Jeff

Jeff (view profile)

ali Abusnina

Is there anyway how can we make these measure on time cries data?
can anyone help please

Updates

1.0

minor tweak, more demos

MATLAB Release
MATLAB 7.13 (R2011b)

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