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U teoriyi jmovirnostej ta teoriyi informaciyi vzaye mna informa ciya angl mutual information MI dvoh vipadkovih zminnih ce mira vzayemnoyi zalezhnosti mizh cimi dvoma zminnimi Konkretnishe vona viznachaye kilkist informaciyi v takih odinicyah yak shennoni sho zazvichaj nazivayut bitami otrimuvanoyi pro odnu vipadkovu zminnu cherez sposterigannya inshoyi vipadkovoyi zminnoyi Ponyattya vzayemnoyi informaciyi nerozrivno pov yazane z entropiyeyu vipadkovoyi zminnoyi fundamentalnim ponyattyam teoriyi informaciyi yake kilkisno ocinyuye ochikuvanu kilkist informaciyi sho mistitsya u vipadkovij zminnij Diagrama Venna sho pokazuye aditivni ta riznicevi vidnoshennya riznih mir informaciyi pov yazanih iz korelovanimi zminnimi X displaystyle X ta Y displaystyle Y Oblast yaka mistitsya v oboh kolah ye spilnoyu entropiyeyu H X Y displaystyle mathrm H X Y Kolo livoruch chervonij i fioletovij ye osobistoyu entropiyeyu H X displaystyle mathrm H X v yakomu chervone ye umovnoyu entropiyeyu H X Y displaystyle mathrm H X Y Kolo pravoruch sinij ta fioletovij ye H Y displaystyle mathrm H Y a sinye v nomu ye H Y X displaystyle mathrm H Y X Fioletove ye vzayemnoyu informaciyeyu I X Y displaystyle operatorname I X Y Ne obmezhuyuchis yak koeficiyent korelyaciyi dijsnoznachnimi vipadkovimi zminnimi vzayemna informaciya ye zagalnishoyu i viznachaye naskilki podibnim ye spilnij rozpodil p x y displaystyle p x y do dobutkiv rozkladenih vidosoblenih rozpodiliv p x p y displaystyle p x cdot p y Vzayemna informaciya ce matematichne spodivannya potochkovoyi vzayemnoyi informaciyi angl pointwise mutual information PMI Zmist 1 Viznachennya 2 Obgruntuvannya 3 Vidnoshennya do inshih velichin 3 1 Nevid yemnist 3 2 Simetrichnist 3 3 Vidnoshennya do umovnoyi ta spilnoyi entropij 3 4 Vidnoshennya do vidstani Kulbaka Lejblera 3 5 Bayesove ocinyuvannya vzayemnoyi informaciyi 3 6 Pripushennya pro nezalezhnist 4 Riznovidi 4 1 Metrika 4 2 Umovna vzayemna informaciya 4 3 Bagatovimirna vzayemna informaciya 4 3 1 Zastosuvannya 4 4 Spryamovana informaciya 4 5 Unormovani varianti 4 6 Zvazheni varianti 4 7 Skorigovana vzayemna informaciya 4 8 Absolyutna vzayemna informaciya 4 9 Linijna korelyaciya 4 10 Dlya diskretnih danih 5 Zastosuvannya 6 Div takozh 7 Primitki 8 Dzherela 9 LiteraturaViznachennya RedaguvatiFormalno vzayemnu informaciyu dvoh diskretnih vipadkovih zminnih X displaystyle X nbsp ta Y displaystyle Y nbsp mozhe buti viznacheno yak 1 20 I X Y y Y x X p x y log p x y p x p y displaystyle operatorname I X Y sum y in mathcal Y sum x in mathcal X p x y log left frac p x y p x p y right nbsp de p x y displaystyle p x y nbsp ye funkciyeyu spilnogo rozpodilu jmovirnostej X displaystyle X nbsp ta Y displaystyle Y nbsp a p x displaystyle p x nbsp ta p y displaystyle p y nbsp ye funkciyami vidosoblenih rozpodiliv imovirnosti X displaystyle X nbsp ta Y displaystyle Y nbsp vidpovidno U vipadku neperervnih vipadkovih zminnih pidsumovuvannya zaminyuyetsya viznachenim podvijnim integralom 1 251 I X Y Y X p x y log p x y p x p y d x d y displaystyle operatorname I X Y int mathcal Y int mathcal X p x y log left frac p x y p x p y right dx dy nbsp de p x y displaystyle p x y nbsp teper ye funkciyeyu gustini spilnoyi jmovirnosti X displaystyle X nbsp ta Y displaystyle Y nbsp a p x displaystyle p x nbsp ta p y displaystyle p y nbsp ye funkciyami gustini vidosoblenih imovirnostej X displaystyle X nbsp ta Y displaystyle Y nbsp vidpovidno Yaksho zastosovuyetsya logarifm za osnovoyu 2 to odiniceyu vimiryuvannya vzayemnoyi informaciyi ye bit Obgruntuvannya RedaguvatiIntuyitivno vzayemna informaciya vimiryuye informaciyu yaku podilyayut X displaystyle X nbsp ta Y displaystyle Y nbsp vona vimiryuye naskilki znannya odniyeyi z cih zminnih zmenshuye neviznachenist shodo inshoyi Napriklad yaksho X displaystyle X nbsp ta Y displaystyle Y nbsp ye nezalezhnimi to znannya X displaystyle X nbsp ne daye zhodnoyi informaciyi pro Y displaystyle Y nbsp i navpaki tomu yihnya vzayemna informaciya dorivnyuye nulevi Z inshogo boku yaksho X displaystyle X nbsp ye determinovanoyu funkciyeyu vid Y displaystyle Y nbsp i Y displaystyle Y nbsp ye determinovanoyu funkciyeyu vid X displaystyle X nbsp to vsya informaciya sho peredaye zminna X displaystyle X nbsp ye spilnoyu z Y displaystyle Y nbsp znannya X displaystyle X nbsp viznachaye znachennya Y displaystyle Y nbsp i navpaki V rezultati v comu vipadku vzayemna informaciya ye tim zhe sho j neviznachenist yaka mistitsya okremo v Y displaystyle Y nbsp abo X displaystyle X nbsp a same entropiya Y displaystyle Y nbsp abo X displaystyle X nbsp Bilshe togo cya vzayemna informaciya i ye takoyu zh yak i entropiya X displaystyle X nbsp ta yak entropiya Y displaystyle Y nbsp Duzhe osoblivim vipadkom cogo ye takij koli X displaystyle X nbsp ta Y displaystyle Y nbsp ye odniyeyu j tiyeyu zh vipadkovoyu zminnoyu Vzayemna informaciya ye miroyu pritamannoyi zalezhnosti virazhenoyi v spilnomu rozpodili X displaystyle X nbsp ta Y displaystyle Y nbsp po vidnoshennyu do spilnogo rozpodilu X displaystyle X nbsp ta Y displaystyle Y nbsp za pripushennya nezalezhnosti Vzayemna informaciya vidtak vimiryuye zalezhnist u nastupnomu sensi I X Y 0 displaystyle operatorname I X Y 0 nbsp yaksho i lishe yaksho X displaystyle X nbsp ta Y displaystyle Y nbsp ye nezalezhnimi vipadkovimi zminnimi Ce legko pobachiti v odnomu napryamku yaksho X displaystyle X nbsp ta Y displaystyle Y nbsp ye nezalezhnimi to p x y p x p y displaystyle p x y p x cdot p y nbsp i tomu log p x y p x p y log 1 0 displaystyle log left frac p x y p x p y right log 1 0 nbsp Krim togo vzayemna informaciya ye nevid yemnoyu tobto I X Y 0 displaystyle operatorname I X Y geq 0 nbsp div nizhche i simetrichnoyu tobto I X Y I Y X displaystyle operatorname I X Y operatorname I Y X nbsp div nizhche Vidnoshennya do inshih velichin RedaguvatiNevid yemnist Redaguvati Zastosuvavshi nerivnist Yensena do viznachennya vzayemnoyi informaciyi mi mozhemo pokazati sho I X Y displaystyle operatorname I X Y nbsp ye nevid yemnoyu tobto 1 28 I X Y 0 displaystyle operatorname I X Y geq 0 nbsp Simetrichnist Redaguvati I X Y I Y X displaystyle operatorname I X Y operatorname I Y X nbsp Vidnoshennya do umovnoyi ta spilnoyi entropij Redaguvati Vzayemnu informaciyu mozhe buti rivnoznachno virazheno yak I X Y H X H X Y H Y H Y X H X H Y H X Y H X Y H X Y H Y X displaystyle begin aligned operatorname I X Y amp equiv mathrm H X mathrm H X Y amp equiv mathrm H Y mathrm H Y X amp equiv mathrm H X mathrm H Y mathrm H X Y amp equiv mathrm H X Y mathrm H X Y mathrm H Y X end aligned nbsp de H X displaystyle mathrm H X nbsp ta H Y displaystyle mathrm H Y nbsp ye vidosoblenimi entropiyami H X Y displaystyle mathrm H X Y nbsp ta H Y X displaystyle mathrm H Y X nbsp ye umovnimi entropiyami a H X Y displaystyle mathrm H X Y nbsp ye spilnoyu entropiyeyu X displaystyle X nbsp ta Y displaystyle Y nbsp Zvernit uvagu na analogiyu z ob yednannyam rizniceyu ta peretinom dvoh mnozhin yaku pokazano v diagrami Venna V terminah kanalu zv yazku v yakomu vihid Y displaystyle Y nbsp ye zashumlenoyu versiyeyu vhodu X displaystyle X nbsp ci vidnoshennya uzagalneno na malyunku nizhche nbsp Vidnoshennya mizh velichinami teoriyi informaciyiOskilki I X Y displaystyle operatorname I X Y nbsp ye nevid yemnoyu yak naslidok H X H X Y displaystyle mathrm H X geq mathrm H X Y nbsp Tut mi navodimo dokladne vivedennya I X Y H Y H Y X displaystyle operatorname I X Y mathrm H Y mathrm H Y X nbsp I X Y x X y Y p x y log p x y p x p y x X y Y p x y log p x y p x x X y Y p x y log p y x X y Y p x p y x log p y x x X y Y p x y log p y x X p x y Y p y x log p y x y Y x p x y log p y x X p x H Y X x y Y p y log p y H Y X H Y H Y H Y X displaystyle begin aligned operatorname I X Y amp sum x in mathcal X y in mathcal Y p x y log frac p x y p x p y amp sum x in mathcal X y in mathcal Y p x y log frac p x y p x sum x in mathcal X y in mathcal Y p x y log p y amp sum x in mathcal X y in mathcal Y p x p y x log p y x sum x in mathcal X y in mathcal Y p x y log p y amp sum x in mathcal X p x left sum y in mathcal Y p y x log p y x right sum y in mathcal Y left sum x p x y right log p y amp sum x in mathcal X p x mathrm H Y X x sum y in mathcal Y p y log p y amp mathrm H Y X mathrm H Y amp mathrm H Y mathrm H Y X end aligned nbsp Dovedennya inshih navedenih vishe totozhnostej ye shozhimi na ce Intuyitivno yaksho entropiyu H Y displaystyle mathrm H Y nbsp rozglyadati yak miru neviznachenosti vipadkovoyi zminnoyi to H Y X displaystyle mathrm H Y X nbsp ye miroyu togo sho X displaystyle X nbsp ne kazhe pro Y displaystyle Y nbsp Ce ye kilkistyu neviznachenosti Y displaystyle Y nbsp yaka zalishayetsya pislya togo yak stala vidomoyu X displaystyle X nbsp i otzhe pravu chastinu drugogo z cih rivnyan mozhlivo chitati yak kilkist neviznachenosti Y displaystyle Y nbsp za virahuvannyam kilkosti neviznachenosti Y displaystyle Y nbsp yaka zalishayetsya pislya togo yak stala vidomoyu X displaystyle X nbsp sho rivnoznachno kilkist neviznachenosti Y displaystyle Y nbsp yaka usuvayetsya koli staye vidomoyu X displaystyle X nbsp Ce pidtrimuye intuyitivne znachennya vzayemnoyi informaciyi yak kilkosti informaciyi tobto znizhennya neviznachenosti yake znannya odniyeyi z zminnih zabezpechuye stosovno inshoyi Zauvazhte sho v diskretnomu vipadku H X X 0 displaystyle mathrm H X X 0 nbsp i otzhe H X I X X displaystyle mathrm H X operatorname I X X nbsp Takim chinom I X X I X Y displaystyle operatorname I X X geq operatorname I X Y nbsp i mozhna sformulyuvati osnovnij princip sho zminna mistit pro sebe shonajmenshe stilki zh informaciyi skilki mogla bi zabezpechiti bud yaka insha zminna Ce vidpovidaye podibnim pov yazanim rezultatam Vidnoshennya do vidstani Kulbaka Lejblera Redaguvati Vzayemnu informaciyu takozh mozhe buti virazheno yak vidstan Kulbaka Lejblera dobutku p x p y displaystyle p x cdot p y nbsp vidosoblenih rozpodiliv dvoh vipadkovih zminnih X displaystyle X nbsp ta Y displaystyle Y nbsp vid spilnogo rozpodilu cih vipadkovih zminnih p x y displaystyle p x y nbsp I X Y D KL p x y p x p y displaystyle operatorname I X Y D text KL left p x y parallel p x p y right nbsp Krim togo nehaj p x y p x y p y displaystyle p x y p x y p y nbsp Todi I X Y y Y p y x X p x y log 2 p x y p x y Y p y D KL p x y p x E Y D KL p x y p x displaystyle begin aligned operatorname I X Y amp sum y in mathcal Y p y sum x in mathcal X p x y log 2 frac p x y p x amp sum y in mathcal Y p y D text KL left p x y parallel p x right amp mathbb E Y left D text KL left p x y parallel p x right right end aligned nbsp Zauvazhte sho tut vidstan Kulbaka Lejblera peredbachaye integruvannya lishe za vipadkovoyu zminnoyu X displaystyle X nbsp i viraz D KL p x y p x displaystyle D text KL p x y parallel p x nbsp teper ye vipadkovoyu zminnoyu v Y displaystyle Y nbsp Takim chinom vzayemnu informaciyu mozhna takozh rozumiti yak matematichne spodivannya vidstani Kulbaka Lejblera odnovimirnogo rozpodilu en p x displaystyle p x nbsp zminnoyi X displaystyle X nbsp vid umovnogo rozpodilu p x y displaystyle p x y nbsp zminnoyi X displaystyle X nbsp vidnosno Y displaystyle Y nbsp sho bilsh vidminnimi v serednomu ye rozpodili p x y displaystyle p x y nbsp ta p x displaystyle p x nbsp to bilshim ye pririst informaciyi Bayesove ocinyuvannya vzayemnoyi informaciyi Redaguvati Yak robiti bayesove ocinyuvannya vzayemnoyi informaciyi spilnogo rozpodilu na osnovi zrazkiv cogo rozpodilu ye dobre zrozumilim Pershoyu praceyu pro te yak ce robiti yaka takozh pokazala yak robiti bayesove ocinyuvannya bagato chogo inshogo v teoriyi informaciyi ponad vzayemnu informaciyu bula pracya Volperta 1995 roku 2 Nastupni doslidniki cej analiz pereviveli 3 ta rozshirili 4 Div neshodavnyu pracyu 5 na osnovi apriornogo specialno pristosovanogo dlya ocinyuvannya vzayemnoyi informaciyi yak takoyi Pripushennya pro nezalezhnist Redaguvati Formulyuvannya vzayemnoyi informaciyi v terminah vidstani Kulbaka Lejblera gruntuyetsya na zacikavlenni v porivnyanni p x y displaystyle p x y nbsp z povnistyu rozkladenim diadnim dobutkom p x p y displaystyle p x cdot p y nbsp V bagatoh zadachah takih yak rozklad nevid yemnih matric cikavlyat mensh ekstremalni rozkladi a same hochut porivnyuvati p x y displaystyle p x y nbsp z nizkorangovim matrichnim nablizhennyam u yakijs nevidomij zminnij w displaystyle w nbsp tobto do yakoyi miri mozhna mati p x y w p x w p w y displaystyle p x y approx sum w p prime x w p prime prime w y nbsp Abo zh mozhe cikaviti diznatisya skilki informaciyi nese p x y displaystyle p x y nbsp ponad svij rozklad V takomu vipadku dodatkova informaciya sho nese povnij rozpodil p x y displaystyle p x y nbsp vidnosno cogo matrichnogo rozkladu zadayetsya vidstannyu Kulbaka Lejblera I L R M A y Y x X p x y log p x y w p x w p w y displaystyle operatorname I LRMA sum y in mathcal Y sum x in mathcal X p x y log left frac p x y sum w p prime x w p prime prime w y right nbsp Standartne viznachennya vzayemnoyi informaciyi vidtvoryuyetsya v ekstremalnomu vipadku koli proces W displaystyle W nbsp maye dlya w displaystyle w nbsp lishe odne znachennya Riznovidi RedaguvatiDlya zadovolennya riznih potreb bulo zaproponovano kilka variacij vzayemnoyi informaciyi Sered nih ye normalizovani varianti ta uzagalnennya do ponad dvoh zminnih Metrika Redaguvati Bagato zastosuvan vimagayut metriki tobto miri vidstan mizh parami tochok Velichina d X Y H X Y I X Y H X H Y 2 I X Y H X Y H Y X displaystyle begin aligned d X Y amp mathrm H X Y operatorname I X Y amp mathrm H X mathrm H Y 2 operatorname I X Y amp mathrm H X Y mathrm H Y X end aligned nbsp zadovolnyaye vlastivosti metriki nerivnist trikutnika nevid yemnist nerozriznyuvanist en ta simetriyu Cya metrika vidstani takozh vidoma yak riznovidnist informaciyi en Yaksho X Y displaystyle X Y nbsp ye diskretnimi vipadkovimi zminnimi to vsi chleni entropiyi ye nevid yemnimi tomu 0 d X Y H X Y displaystyle 0 leq d X Y leq mathrm H X Y nbsp i mozhlivo viznachiti unormovanu vidstan D X Y d X Y H X Y 1 displaystyle D X Y frac d X Y mathrm H X Y leq 1 nbsp Metrika D displaystyle D nbsp ye universalnoyu metrikoyu v tomu sensi sho yaksho bud yaka insha mira vidstani rozmistit X displaystyle X nbsp ta Y displaystyle Y nbsp poruch to j D displaystyle D nbsp takozh rozglyadatime yih yak blizki 6 sumnivno obgovoriti Pidklyuchennya viznachen pokazuye sho D X Y 1 I X Y H X Y displaystyle D X Y 1 frac operatorname I X Y mathrm H X Y nbsp U teoretiko mnozhinnij interpretaciyi informaciyi div malyunok v umovnij entropiyi ce ye faktichno vidstannyu Zhakkara mizh X displaystyle X nbsp ta Y displaystyle Y nbsp Nareshti D X Y 1 I X Y max H X H Y displaystyle D prime X Y 1 frac operatorname I X Y max left mathrm H X mathrm H Y right nbsp takozh ye metrikoyu Umovna vzayemna informaciya Redaguvati Detalnishi vidomosti z ciyeyi temi vi mozhete znajti v statti Umovna vzayemna informaciya en Inodi korisno virazhati vzayemnu informaciyu dvoh vipadkovih zminnih vidnosno tretoyi I X Y Z E Z I X Y Z z Z y Y x X p Z z p X Y Z x y z log p X Y Z x y z p X Z x z p Y Z y z displaystyle begin aligned amp operatorname I X Y Z mathbb E Z big operatorname I X Y Z big amp sum z in mathcal Z sum y in mathcal Y sum x in mathcal X p Z z p X Y Z x y z log left frac p X Y Z x y z p X Z x z p Y Z y z right end aligned nbsp sho mozhe buti sprosheno yak I X Y Z z Z y Y x X p X Y Z x y z log p X Y Z x y z p Z z p X Z x z p Y Z y z displaystyle begin aligned amp operatorname I X Y Z amp sum z in mathcal Z sum y in mathcal Y sum x in mathcal X p X Y Z x y z log frac p X Y Z x y z p Z z p X Z x z p Y Z y z end aligned nbsp Obumovlyuvannya tretoyu vipadkovoyu zminnoyu mozhe zbilshuvati abo zmenshuvati vzayemnu informaciyu ale dlya diskretnih spilno rozpodilenih vipadkovih zminnih X Y Z displaystyle X Y Z nbsp zavzhdi zalishayetsya istinnim I X Y Z 0 displaystyle operatorname I X Y Z geq 0 nbsp Cej rezultat zastosovuvavsya yak osnovnij budivelnij blok dlya dovedennya inshih nerivnostej v teoriyi informaciyi en Bagatovimirna vzayemna informaciya Redaguvati Detalnishi vidomosti z ciyeyi temi vi mozhete znajti v statti Bagatovimirna vzayemna informaciya en Bulo zaproponovano dekilka uzagalnen vzayemnoyi informaciyi dlya ponad dvoh vipadkovih zminnih taki yak povna korelyaciya en ta informaciya vzayemodiyi en Yaksho rozglyadati entropiyu Shennona yak znakozminnu miru v konteksti informacijnih diagram en yak opisano v statti Teoriya informaciyi ta teoriya miri en to yedinim viznachennyam bagatovimirnoyi vzayemnoyi informaciyi yake maye sens dzherelo ye nastupne I X 1 X 1 H X 1 displaystyle operatorname I X 1 X 1 mathrm H X 1 nbsp i dlya n gt 1 displaystyle n gt 1 nbsp I X 1 X n I X 1 X n 1 I X 1 X n 1 X n displaystyle operatorname I X 1 X n operatorname I X 1 X n 1 operatorname I X 1 X n 1 X n nbsp de yak vishe mi viznachayemo I X 1 X n 1 X n E X n I X 1 X n 1 X n displaystyle operatorname I X 1 X n 1 X n mathbb E X n bigl operatorname I X 1 X n 1 X n bigr nbsp Ce viznachennya bagatovimirnoyi vzayemnoyi informaciyi ye identichnim viznachennyu informaciyi vzayemodiyi en za viklyuchennyam zmini znaku koli chislo vipadkovih zminnih ye neparnim Zastosuvannya Redaguvati Slipe zastosuvannya informacijnih shem dlya vivedennya vishevkazanogo viznachennya dzherelo zaznavalo kritiki chiyeyi i dijsno vono znajshlo dosit obmezhene praktichne zastosuvannya oskilki vazhko uyaviti abo zrozumiti znachennya ciyeyi kilkosti dlya velikogo chisla vipadkovih zminnih Vona mozhe buti nulovoyu dodatnoyu abo vid yemnoyu dlya bud yakogo neparnogo chisla zminnih n 3 displaystyle n geq 3 nbsp Odna zi shem bagatovimirnogo uzagalnennya yaka maksimizuye vzayemnu informaciyu mizh spilnim rozpodilom ta inshimi cilovimi zminnimi viyavilasya korisnoyu v obiranni oznak 7 Vzayemnu informaciyu takozh zastosovuyut v galuzi obrobki signaliv yak miru podibnosti dvoh signaliv Napriklad metrika vzayemnoyi informaciyi oznak angl FMI feature mutual information 8 ce mira produktivnosti zlittya zobrazhen yaka zastosovuye vzayemnu informaciyu dlya vimiryuvannya kilkosti informaciyi yaku zlite zobrazhennya mistit pro pervinni zobrazhennya Kod MATLAB dlya ciyeyi metriki mozhna znajti za adresoyu 9 Spryamovana informaciya Redaguvati Spryamovana informaciya en I X n Y n displaystyle operatorname I left X n to Y n right nbsp vimiryuye kilkist informaciyi sho protikaye z procesu X n displaystyle X n nbsp do Y n displaystyle Y n nbsp de X n displaystyle X n nbsp poznachuye vektor X 1 X 2 X n displaystyle X 1 X 2 X n nbsp a Y n displaystyle Y n nbsp poznachuye Y 1 Y 2 Y n displaystyle Y 1 Y 2 Y n nbsp Termin spryamovana informaciya angl directed information bulo zapochatkovano Dzhejmsom Messi j viznacheno yak I X n Y n i 1 n I X i Y i Y i 1 displaystyle operatorname I left X n to Y n right sum i 1 n operatorname I left X i Y i Y i 1 right nbsp Zauvazhte sho yaksho n 1 displaystyle n 1 nbsp to spryamovana informaciya staye vzayemnoyu informaciyeyu Spryamovana informaciya maye bagato zastosuvan u zadachah v yakih vazhlivu rol vidigraye prichinnist takih yak propuskna zdatnist kanalu zi zvorotnim zv yazkom 10 11 Unormovani varianti Redaguvati Unormovani varianti vzayemnoyi informaciyi zabezpechuyutsya koeficiyentami obmezhennya 12 koeficiyentom neviznachenosti en 13 abo vpravnistyu angl proficiency 14 C X Y I X Y H Y displaystyle C XY frac operatorname I X Y mathrm H Y nbsp ta C Y X I X Y H X displaystyle C YX frac operatorname I X Y mathrm H X nbsp Ci dva koeficiyenti ne obov yazkovo dorivnyuyut odin odnomu V deyakih vipadkah mozhe buti bazhanoyu simetrichna mira taka yak nastupna mira nadmirnosti angl redundancy dzherelo R I X Y H X H Y displaystyle R frac operatorname I X Y mathrm H X mathrm H Y nbsp yaka dosyagaye nulovogo minimumu koli zminni ye nezalezhnimi i maksimalnogo znachennya R max min H X H Y H X H Y displaystyle R max frac min left mathrm H X mathrm H Y right mathrm H X mathrm H Y nbsp koli odna zi zminnih staye absolyutno nadmirnoyu pri znanni inshoyi Div takozh nadmirnist informaciyi Inshoyu simetrichnoyu miroyu ye simetrichna neviznachenist Witten ta Frank 2005 yaku zadayut yak U X Y 2 R 2 I X Y H X H Y displaystyle U X Y 2R 2 frac operatorname I X Y mathrm H X mathrm H Y nbsp sho predstavlyaye serednye garmonijne dvoh koeficiyentiv neviznachenosti C X Y C Y X displaystyle C XY C YX nbsp 13 Yaksho rozglyadati vzayemnu informaciyu yak okremij vipadok povnoyi korelyaciyi en abo dvoyistoyi povnoyi korelyaciyi en to unormovanimi versiyami vidpovidno ye I X Y min H X H Y displaystyle frac operatorname I X Y min left mathrm H X mathrm H Y right nbsp ta I X Y H X Y displaystyle frac operatorname I X Y mathrm H X Y nbsp Cya unormovana versiya takozh vidoma yak pokaznik yakosti informaciyi angl Information Quality Ratio IQR sho daye kilkisnu ocinku informaciyi zminnoyi na osnovi inshoyi zminnoyi vidnosno povnoyi neviznachenosti 15 I Q R X Y E I X Y I X Y H X Y x X y Y p x y log p x p y x X y Y p x y log p x y 1 displaystyle IQR X Y operatorname E operatorname I X Y frac operatorname I X Y mathrm H X Y frac sum x in X sum y in Y p x y log p x p y sum x in X sum y in Y p x y log p x y 1 nbsp Isnuye unormuvannya 16 yake viplivaye z pershogo rozglyadu vzayemnoyi informaciyi yak analogu kovariaciyi takim chinom entropiya Shennona ye analogom dispersiyi Potim unormovana vzayemna informaciya rozrahovuyetsya podibno do koeficiyentu korelyaciyi Pirsona I X Y H X H Y displaystyle frac operatorname I X Y sqrt mathrm H X mathrm H Y nbsp Zvazheni varianti Redaguvati V tradicijnomu formulyuvanni vzayemnoyi informaciyi I X Y y Y x X p x y log p x y p x p y displaystyle operatorname I X Y sum y in Y sum x in X p x y log frac p x y p x p y nbsp kozhna podiya chi ob yekt vkazani yak x y displaystyle x y nbsp zvazhuyutsya vidpovidnoyu jmovirnistyu p x y displaystyle p x y nbsp Ce peredbachaye sho vsi ob yekti abo podiyi ye rivnoznachnimi bez vrahuvannya jmovirnostej yih nastannya Prote v deyakih zastosuvannyah mozhe buti tak sho pevni ob yekti abo podiyi ye bilsh znachushimi nizh inshi abo sho deyaki shabloni zv yazkiv ye semantichno vazhlivishimi za inshi Napriklad determinovane vidobrazhennya 1 1 2 2 3 3 displaystyle 1 1 2 2 3 3 nbsp mozhe rozglyadatisya yak silnishe za determinovane vidobrazhennya 1 3 2 1 3 2 displaystyle 1 3 2 1 3 2 nbsp hocha ci vidnoshennya vidadut odnakovu vzayemnu informaciyu Ce vidbuvayetsya tomu sho vzayemna informaciya vzagali ne chutliva do zhodnogo prirodnogo vporyadkuvannya znachen zminnih Cronbach 1954 Coombs Dawes ta Tversky 1970 Lockhead 1970 i tomu vzagali ne chutliva do formi vidnosnogo vidobrazhennya mizh zv yazanimi zminnimi Yaksho bazhano shobi pershe vidnoshennya yake pokazuye uzgodzhenist za vsima znachennyami zminnih ocinyuvalosya vishe nizh druge vidnoshennya to mozhna vikoristovuvati nastupnu zvazhenu vzayemnu informaciyu Guiasu 1977 I X Y y Y x X w x y p x y log p x y p x p y displaystyle operatorname I X Y sum y in Y sum x in X w x y p x y log frac p x y p x p y nbsp yaka pomishaye vagu w x y displaystyle w x y nbsp na imovirnist kozhnogo zbigu znachen zminnih p x y displaystyle p x y nbsp Ce dozvolyaye robiti tak shobi deyaki jmovirnosti mogli nesti bilshe abo menshe vazhlivosti za inshi tim samim dozvolyayuchi kilkisno viraziti vidpovidni chinniki cilisnosti angl holistic abo viraznosti nim Pragnanz U navedenomu vishe prikladi zastosuvannya bilshih vidnosnih vag dlya w 1 1 displaystyle w 1 1 nbsp w 2 2 displaystyle w 2 2 nbsp i w 3 3 displaystyle w 3 3 nbsp matime efekt vishoyi ocinki informativnosti dlya vidnoshennya 1 1 2 2 3 3 displaystyle 1 1 2 2 3 3 nbsp nizh dlya vidnoshennya 1 3 2 1 3 2 displaystyle 1 3 2 1 3 2 nbsp sho mozhe buti bazhanim v deyakih vipadkah rozpiznavannya obraziv tosho Cya zvazhena vzayemna informaciya ye virazhennyam zvazhenoyi vidstani Kulbaka Lejblera yaka yak vidomo mozhe nabuvati vid yemnih znachen dlya deyakih vhodiv 17 i ye prikladi de zvazhena vzayemna informaciya takozh nabuvaye vid yemnih znachen 18 Skorigovana vzayemna informaciya Redaguvati Detalnishi vidomosti z ciyeyi temi vi mozhete znajti v statti Skorigovana vzayemna informaciya en Rozpodil imovirnosti mozhna rozglyadati yak rozbittya mnozhini Mozhna zapitati yaksho mnozhinu bulo rozbito vipadkovim chinom yakim bude rozpodil imovirnostej Yakim bude matematichne spodivannya vzayemnoyi informaciyi Skorigovana vzayemna informaciya en angl adjusted mutual information AMI vidnimaye matematichne spodivannya vzayemnoyi informaciyi takim chinom sho vona dorivnyuye nulevi koli dva riznih rozpodili nosyat vipadkovij harakter i odinici koli dva rozpodili zbigayutsya Skorigovana vzayemna informaciya viznachayetsya za analogiyeyu zi skorigovanim indeksom Renda en dvoh riznih rozbittiv mnozhini Absolyutna vzayemna informaciya Redaguvati Z dopomogoyu idej kolmogorovskoyi skladnosti mozhna rozglyadati vzayemnu informaciyu dvoh poslidovnostej nezalezhno vid bud yakogo rozpodilu jmovirnostej I K X Y K X K X Y displaystyle operatorname I K X Y K X K X Y nbsp Vstanovlennya togo sho cya velichina ye simetrichnoyu z tochnistyu do logarifmichnogo mnozhnika I K X Y I K Y X displaystyle operatorname I K X Y approx operatorname I K Y X nbsp potrebuye lancyugovogo pravila dlya kolmogorovskoyi skladnosti en Li ta Vitanyi 1997 Nablizhennya ciyeyi velichini cherez stisnennya mozhe mozhe zastosovuvatisya dlya viznachennya miri vidstani dlya vikonannya iyerarhichnogo klasteruvannya poslidovnostej bez zhodnogo znannya pro predmetnu oblast cih poslidovnostej Cilibrasi ta Vitanyi 2005 Linijna korelyaciya Redaguvati Na vidminu vid koeficiyentiv korelyaciyi napriklad koeficiyentu korelyaciyi momentu dobutku vzayemna informaciya mistit informaciyu pro vsyu zalezhnist linijnu j nelinijnu a ne prosto pro linijnu zalezhnist yak miri koeficiyentiv korelyaciyi Tim ne mensh u vuzkomu vipadku v yakomu spilnij rozpodil X displaystyle X nbsp ta Y displaystyle Y nbsp ye dvovimirnim normalnim rozpodilom za pripushennya zokrema sho obidva vidosobleni rozpodili rozpodileni normalno isnuye tochnij vzayemozv yazok mizh I displaystyle operatorname I nbsp ta koeficiyentom korelyaciyi r displaystyle rho nbsp Gelfand ta Yaglom 1957 I 1 2 log 1 r 2 displaystyle operatorname I frac 1 2 log left 1 rho 2 right nbsp Navedene vishe rivnyannya mozhe buti vivedeno dlya dvovimirnogo normalnogo rozpodilu nastupnim chinom X 1 X 2 N m 1 m 2 S S s 1 2 r s 1 s 2 r s 1 s 2 s 2 2 H X i 1 2 log 2 p e s i 2 1 2 1 2 log 2 p log s i i 1 2 H X 1 X 2 1 2 log 2 p e 2 S 1 log 2 p log s 1 s 2 1 2 log 1 r 2 displaystyle begin aligned begin pmatrix X 1 X 2 end pmatrix amp sim mathcal N left begin pmatrix mu 1 mu 2 end pmatrix Sigma right qquad Sigma begin pmatrix sigma 1 2 amp rho sigma 1 sigma 2 rho sigma 1 sigma 2 amp sigma 2 2 end pmatrix mathrm H X i amp frac 1 2 log left 2 pi e sigma i 2 right frac 1 2 frac 1 2 log 2 pi log left sigma i right quad i in 1 2 mathrm H X 1 X 2 amp frac 1 2 log left 2 pi e 2 Sigma right 1 log 2 pi log left sigma 1 sigma 2 right frac 1 2 log left 1 rho 2 right end aligned nbsp Otzhe I X 1 X 2 H X 1 H X 2 H X 1 X 2 1 2 log 1 r 2 displaystyle operatorname I left X 1 X 2 right mathrm H left X 1 right mathrm H left X 2 right mathrm H left X 1 X 2 right frac 1 2 log left 1 rho 2 right nbsp Dlya diskretnih danih Redaguvati Koli X displaystyle X nbsp ta Y displaystyle Y nbsp obmezheno perebuvannyam u diskretnomu chisli staniv to dani sposterezhen pidsumovuyut do tablici spryazhenosti zi zminnoyu ryadkiv X displaystyle X nbsp abo i displaystyle i nbsp ta zminnoyu stovpciv Y displaystyle Y nbsp abo j displaystyle j nbsp Vzayemna informaciya ye odniyeyu z mir asocijovnosti abo korelyaciyi mizh zminnimi ryadkiv i stovpciv Do inshih mir asocijovnosti nalezhat statistiki kriteriyu hi kvadrat Pirsona statistiki G kriteriyu en tosho Faktichno vzayemna informaciya dorivnyuye statistici G kriteriyu en podilenij na 2 N displaystyle 2N nbsp de N displaystyle N nbsp ye rozmirom vibirki Zastosuvannya RedaguvatiV bagatoh zastosuvannyah potribno maksimizuvati vzayemnu informaciyu tim samim zbilshuyuchi vzayemozalezhnist sho chasto rivnoznachne minimizaciyi umovnoyi entropiyi Do prikladiv nalezhat U tehnologiyi poshukovih rushiyiv vzayemnu informaciyu mizh frazami ta kontekstami vikoristovuyut yak oznaku dlya klasteruvannya metodom k serednih dlya viyavlennya semantichnih klasteriv ponyat 19 U telekomunikaciyah propuskna spromozhnist kanalu dorivnyuye vzayemnij informaciyi maksimizovanij nad usima vhidnimi rozpodilami Bulo zaproponovano proceduri rozriznyuvalnogo navchannya dlya prihovanih markovskih modelej na osnovi kriteriyu maksimalnoyi vzayemnoyi informaciyi angl maximum mutual information MMI Peredbachuvannya vtorinnoyi strukturi RNK en z mnozhinnogo virivnyuvannya poslidovnostej Peredbachuvannya filogenetichnogo profilyuvannya en z poparnoyi prisutnosti abo vidsutnosti funkcionalno pov yazanih geniv Vzayemnu informaciyu zastosovuvali v mashinnomu navchanni yak kriterij dlya obirannya oznak ta peretvoren oznak Yiyi mozhlivo zastosovuvati dlya harakterizuvannya yak dorechnosti tak i nadlishkovosti zminnih yak v obiranni oznak za minimalnoyu nadlishkovistyu en Vzayemnu informaciyu vikoristovuyut u viznachenni podibnosti dvoh riznih klasteruvan naboru danih Yak taka vona proponuye deyaki perevagi nad tradicijnim indeksom Renda en Vzayemnu informaciyu sliv chasto vikoristovuyut yak funkciyu znachushosti dlya obchislennya kolokaciyi v korpusnij lingvistici Ce maye dodatkovu skladnist v tomu sho zhoden vipadok slova ne ye vipadkom dlya dvoh riznih sliv shvidshe rahuyut vipadki v yakih 2 slova traplyayutsya sumizhno abo v bezposerednij blizkosti ce desho uskladnyuye rozrahunok oskilki ochikuvana jmovirnist traplyannya odnogo slova v mezhah N displaystyle N nbsp sliv vid inshogo roste z N displaystyle N nbsp Vzayemnu informaciyu zastosovuyut u medichnij vizualizaciyi dlya zistavlennya zobrazhen Dlya zadanogo etalonnogo zobrazhennya napriklad rezultatu skanuvannya mozku ta drugogo zobrazhennya yake potribno poklasti do tiyeyi zh sistemi koordinat sho j etalonne zobrazhennya ce zobrazhennya deformuyetsya doti doki vzayemnu informaciyu mizh nim ta etalonnim zobrazhennyam ne bude maksimizovano Viyavlyannya fazovoyi sinhronizaciyi v analizi chasovih ryadiv Metod infomaks en dlya nejronnih merezh ta inshogo mashinnogo navchannya vklyuchno z algoritmom metodu nezalezhnih komponent en na osnovi infomaksu V teoremi pro vkladennya iz zatrimkami en userednenu vzayemnu informaciyu vikoristovuyut dlya viznachennya parametru vkladalnoyi zatrimki Vzayemnu informaciyu mizh genami v danih ekspresijnih mikrochipiv en vikoristovuye algoritm ARACNE dlya vidbudovi gennih merezh V terminah vzayemnoyi informaciyi mozhe buti virazheno paradoks Loshmidta en u statistichnij mehanici 20 21 Loshmidt zaznachiv sho mozhe buti nemozhlivim viznachiti fizichnij zakon pozbavlenij zvorotnosti napriklad drugij zakon termodinamiki lishe z takih fizichnih zakoniv yaki cyu zvorotnist mayut Vin vkazav sho v H teoremi en Bolcmana bulo zrobleno pripushennya sho shvidkosti chastinok v gazi buli postijno nekorelovanimi sho usunulo prirodnu zvorotnist v nij Mozhe buti pokazano sho yaksho sistemu opisano gustinoyu jmovirnosti u fazovomu prostori to z teoremi Liuvillya viplivaye sho spilna informaciya vid yemna spilna entropiya rozpodilu zalishayetsya staloyu v chasi Spilna informaciya dorivnyuye vzayemnij informaciyi plyus suma vsih vidosoblenih informacij vid yemnih vidosoblenih entropij dlya koordinat kozhnoyi z chastinok Pripushennya Bolcmana rivnoznachne ignoruvannyu vzayemnoyi informaciyi v obchislenni entropiyi sho daye v rezultati termodinamichnu entropiyu dilenu na stalu Bolcmana Vzayemnu informaciyu vikoristovuyut dlya navchannya strukturi bayesovih merezh dinamichnih bayesovih merezh sho yak vvazhayut poyasnyuyut prichinno naslidkovij zv yazok mizh vipadkovimi zminnimi prikladom chogo mozhe sluguvati instrumentarij GlobalMIT 22 navchannya globalno 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