Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Add noise to continuous data in mixed KSG calculator #63

Open
jlizier opened this issue Nov 28, 2017 · 2 comments
Open

Add noise to continuous data in mixed KSG calculator #63

jlizier opened this issue Nov 28, 2017 · 2 comments

Comments

@jlizier
Copy link
Owner

jlizier commented Nov 28, 2017

This is the only KSG calculator which neither has property for adding a small amount of noise to the data, nor does this by default. Both should change, in particular because the conditional where we have multiple occurrences of a value in one dimension alters the neighbour counts away from what they are assumed to be (see closed issue #8)

@pmediano
Copy link
Collaborator

Note: this applies only to the conditional MI mixed KSG calculator (which in fact needs a full revamp). Noise in continuous data is implemented and set to 1e-8 by default in lines 210, 286, and 422 of MutualInfoCalculatorMultiVariateWithDiscreteKraskov.java.

@jlizier
Copy link
Owner Author

jlizier commented Dec 18, 2017

thanks, yes I should have been more clear on that!

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Projects
None yet
Development

No branches or pull requests

2 participants