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I am wondering how to calculate information gain using mutual information. With the help of python's sckit-learn, i have calculated mutual information between two features directly, but there is no library which can calculate information gain. Could you please describe the way to calculate Information gain. Thank you.

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  • $\begingroup$ Mutual Information and Information gain refer to the same thing (or could potentially refer to the same thing). $I(X;Y) = H(X) - H(X|Y)$ $\endgroup$ – lonel Nov 24 '18 at 3:20

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