moldyn / NorMI

Generalized Kraskov Estimator for Normalized Mutual Information
https://moldyn.github.io/NorMI
MIT License
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Add ‘volume_stable’ invariant measure to improve numerical stability in NormalizedMI #14

Closed marko-tuononen closed 5 days ago

marko-tuononen commented 1 month ago

This pull request introduces a new volume_stable invariant measure to the NormalizedMI estimator to enhance the numerical stability of mean k-NN volume calculations, particularly in high-dimensional spaces. The new measure is based on a logarithmic transformation technique that mitigates numerical overflow, as described in the manuscript “Improving Numerical Stability of Normalized Mutual Information Estimator on High Dimensions.”

Changes include:

This addition improves the stability of normalized mutual information estimation, particularly in high-dimensional settings where standard volume normalization may lead to numerical instability (overflow).

braniii commented 6 days ago

@marko-tuononen Thx so much for your work and the MR. I will try to start the review asap.

braniii commented 5 days ago

@marko-tuononen Do you know why the pytest CI did not run on your branch/MR?

Nevermind. I've checked the code and it seems that there are (hopefully) no issues. Thx again for your contribution :)