Mutual Information

The Mutual Information
I(X,Y)I(X, Y)
measures the amount of information gained on variable
(the reduction in the Expected Log-Loss) by observing variable
I(X,Y)=H(X)H(XY)I(X,Y) = H(X) - H(X|Y)
The Venn Diagram below illustrates this concept:
The Conditional Entropy
measures, in bits, the Expected Log-Loss associated with variable
once we have information on variable
H(XY)=yYp(y)xXp(xy)log2(p(xy))H(X|Y) = - \sum\limits_{y \in Y} {p(y)\sum\limits_{x \in X} {p(x|y){{\log }_2}} } \left( {p(x|y)} \right)
Hence, the Conditional Entropy is a key element in defining the Mutual Information between
Note that
I(X,Y)=H(X)H(XY)I(X,Y) = H(X) - H(X|Y)
is equivalent to:
I(X,Y)=xXyYp(x,y)log2p(x,y)p(x)p(y)I(X,Y) = \sum\limits_{x \in X} {\sum\limits_{y \in Y} {p(x,y){{\log }_2}} } {{p(x,y)} \over {p(x)p(y)}}
and furthermore equivalent to:
I(X,Y)=yYp(y)xXp(xy)log2p(xy)p(x)I(X,Y) = \sum\limits_{y \in Y} {p(y)\sum\limits_{x \in X} {p(x|y){{\log }_2}} } {{p(x|y)} \over {p(x)}}
This allows computing the Mutual Information between any two variables.


For a given network, BayesiaLab can report the Mutual Information in several contexts:
  • Main Menu > Analysis > Report > Target > Relationship with Target Node.
  • Note that this table shows the Mutual Information of each node, e.g., XRay, Dyspnea, etc., only with regard to the Target Node, Cancer.
  • Main Menu > Analysis > Report > Relationship Analysis:
  • The Mutual Information can also be shown by selecting Main Menu > Analysis > Visual > Overall > Arc > Mutual Information and then clicking the Show Arc Comments icon
    or selecting Main Menu > View > Show Arc Comments.
  • Note that the corresponding options under Preferences > Analysis > Visual Analysis > Arc's Mutual Information Analysis have to be selected first:
  • In Preferences, Child refers to the Relative Mutual Information from the Parent onto the Child node, i.e., in the direction of the arc.
  • Conversely, Parent refers to the Relative Mutual Information from the Child onto the Parent node, i.e., in the opposite direction of the arc.