TY - GEN
T1 - A computationally efficient information estimator for weighted data
AU - Hino, Hideitsu
AU - Murata, Noboru
PY - 2011
Y1 - 2011
N2 - The Shannon information content is a fundamental quantity and it is of great importance to estimate it from observed dataset in the field of statistics, information theory, and machine learning. In this study, an estimator for the information content using a given set of weighted data is proposed. The empirical data distribution varies depending on the weight. The notable features of the proposed estimator are its computational efficiency and its ability to deal with weighted data. The proposed estimator is extended in order to estimate cross entropy, entropy and KL divergence with weighted data. Then, the estimators are applied to classification with one-class samples, and distribution preserving data compression problems.
AB - The Shannon information content is a fundamental quantity and it is of great importance to estimate it from observed dataset in the field of statistics, information theory, and machine learning. In this study, an estimator for the information content using a given set of weighted data is proposed. The empirical data distribution varies depending on the weight. The notable features of the proposed estimator are its computational efficiency and its ability to deal with weighted data. The proposed estimator is extended in order to estimate cross entropy, entropy and KL divergence with weighted data. Then, the estimators are applied to classification with one-class samples, and distribution preserving data compression problems.
KW - Information
KW - entropy
KW - non-parametric
KW - quantile
UR - http://www.scopus.com/inward/record.url?scp=79959347694&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=79959347694&partnerID=8YFLogxK
U2 - 10.1007/978-3-642-21738-8_39
DO - 10.1007/978-3-642-21738-8_39
M3 - Conference contribution
AN - SCOPUS:79959347694
SN - 9783642217371
T3 - Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
SP - 301
EP - 308
BT - Artificial Neural Networks and Machine Learning, ICANN 2011 - 21st International Conference on Artificial Neural Networks, Proceedings
T2 - 21st International Conference on Artificial Neural Networks, ICANN 2011
Y2 - 14 June 2011 through 17 June 2011
ER -