On the Feature Selection Criterion Based on an Approximation of Multidimensional Mutual Information.

Kiran S. Balagani, Vir V. Phoha

Abstract: We derive the feature selection criterion presented in [1] and [2] from the multidimensional mutual information between features and the class. Our derivation: 1) specifies and validates the lower-order dependency assumptions of the criterion and 2) mathematically justifies the utility of the criterion by relating it to Bayes classification error.