{"action":"created","issue":{"url":"https://api.github.com/repos/scikit-learn/scikit-learn/issues/5372","labels_url":"https://api.github.com/repos/scikit-learn/scikit-learn/issues/5372/labels{/name}","comments_url":"https://api.github.com/repos/scikit-learn/scikit-learn/issues/5372/comments","events_url":"https://api.github.com/repos/scikit-learn/scikit-learn/issues/5372/events","html_url":"https://github.com/scikit-learn/scikit-learn/pull/5372","id":110554786,"number":5372,"title":"[WIP] ENH: Feature selection based on mutual information","user":{"login":"nmayorov","id":7074023,"avatar_url":"https://avatars.githubusercontent.com/u/7074023?v=3","gravatar_id":"","url":"https://api.github.com/users/nmayorov","html_url":"https://github.com/nmayorov","followers_url":"https://api.github.com/users/nmayorov/followers","following_url":"https://api.github.com/users/nmayorov/following{/other_user}","gists_url":"https://api.github.com/users/nmayorov/gists{/gist_id}","starred_url":"https://api.github.com/users/nmayorov/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/nmayorov/subscriptions","organizations_url":"https://api.github.com/users/nmayorov/orgs","repos_url":"https://api.github.com/users/nmayorov/repos","events_url":"https://api.github.com/users/nmayorov/events{/privacy}","received_events_url":"https://api.github.com/users/nmayorov/received_events","type":"User","site_admin":false},"labels":[],"state":"open","locked":false,"assignee":null,"milestone":null,"comments":4,"created_at":"2015-10-08T22:32:49Z","updated_at":"2015-10-10T23:13:24Z","closed_at":null,"pull_request":{"url":"https://api.github.com/repos/scikit-learn/scikit-learn/pulls/5372","html_url":"https://github.com/scikit-learn/scikit-learn/pull/5372","diff_url":"https://github.com/scikit-learn/scikit-learn/pull/5372.diff","patch_url":"https://github.com/scikit-learn/scikit-learn/pull/5372.patch"},"body":"Hi! This is my attempt to finish/rework #2547\r\n\r\nI tried to address code style issues and also added algorithms estimating mutual information with continuous variable involved.\r\n\r\nThere are places for trivial optimization, but for now I tried to keep the code as transparent as possible. \r\n\r\nIt would be great if some of the core developers can start seriously reviewing with PR."},"comment":{"url":"https://api.github.com/repos/scikit-learn/scikit-learn/issues/comments/147133863","html_url":"https://github.com/scikit-learn/scikit-learn/pull/5372#issuecomment-147133863","issue_url":"https://api.github.com/repos/scikit-learn/scikit-learn/issues/5372","id":147133863,"user":{"login":"jnothman","id":78827,"avatar_url":"https://avatars.githubusercontent.com/u/78827?v=3","gravatar_id":"","url":"https://api.github.com/users/jnothman","html_url":"https://github.com/jnothman","followers_url":"https://api.github.com/users/jnothman/followers","following_url":"https://api.github.com/users/jnothman/following{/other_user}","gists_url":"https://api.github.com/users/jnothman/gists{/gist_id}","starred_url":"https://api.github.com/users/jnothman/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/jnothman/subscriptions","organizations_url":"https://api.github.com/users/jnothman/orgs","repos_url":"https://api.github.com/users/jnothman/repos","events_url":"https://api.github.com/users/jnothman/events{/privacy}","received_events_url":"https://api.github.com/users/jnothman/received_events","type":"User","site_admin":false},"created_at":"2015-10-10T23:13:24Z","updated_at":"2015-10-10T23:13:24Z","body":"I agree it might be in style, but only if it were `MutualInfoRegressionSelector` and similar, which is a nasty name. Could consider `ClassMutualInfoSelector`, but not sure what the regression variant is. Ultimately, I agree with @amueller that two classes may be excessive.\r\n\r\nWe have `type_of_target` to sniff classification targets, but its output that something is binary or multiclass should only be taken to mean that that is the finest target type that could be encoded as such.\r\n\r\nSo for now, leave `categorical_target` it as it is."}}