I would like to estimate MI between two variables
Y of shape
(nX1) respectively. As
X is multi-dimensional (dimension = d) and
Y is of dimsnension=1, is it a correct approach of the finding MI between each dimension of
Y and adding each dimension's MI to get final MI?
X = rand[N,d] Y = rand[N,] for i=1 to d: mi_total += calculate_MI( X[:,i] , Y) #X[:,i] i_th dimension of X # X[:,i].shape = (N,1) = Y.shape
Any help and correction is very much appreciated and Thanks in advance :)