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ennemi: Non-linear correlation detection with mutual information

机译:Ennemi:使用相互信息的非线性相关性检测

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We present ennemi, a Python package for correlation analysis based on mutual information (MI). MI is a measure of relationship between variables. Unlike Pearson correlation it is valid also for non-linear relationships, yet in the linear case the two are equivalent. The effect of other variables can be removed like with partial correlation, with the same equivalence. These features make MI a better correlation measure for exploratory analysis of many variable pairs. Our package provides methods for common correlation analysis tasks using MI. It is scalable, integrated with the Python data science ecosystem, and requires minimal configuration.
机译:我们展示了一个Python包,用于基于互信息(MI)的相关分析。 MI是变量之间关系的衡量标准。与Pearson相关性不同,它也有效地用于非线性关系,但在线性情况下,这两个是等效的。可以用部分相关性地移除其他变量的效果,其等当量相同。这些特征使MI更好地相关测量许多可变对的探索性分析。我们的包提供了使用MI的共同关联分析任务的方法。它是可扩展的,与Python数据科学生态系统集成,并需要最少的配置。

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