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[ENH] G-KSG MI estimator #179

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[ENH] G-KSG MI estimator #179

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SUKI-O
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@SUKI-O SUKI-O commented Nov 30, 2023

Closes #162
Implement G-KSG MI estimator with UnsupervisedRandomForest class

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codecov bot commented Nov 30, 2023

Codecov Report

All modified and coverable lines are covered by tests ✅

Comparison is base (9dcf913) 90.52% compared to head (8186cf7) 90.52%.
Report is 2 commits behind head on main.

Additional details and impacted files
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  Coverage   90.52%   90.52%           
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  Files          48       48           
  Lines        4020     4020           
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  Hits         3639     3639           
  Misses        381      381           

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@SUKI-O SUKI-O requested a review from adam2392 December 2, 2023 16:25
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The plots could use some work. E.g. always label axes.

Few questions for you to explore:

  1. If you increase the sample sizes even further, does the estimate of G-KSG MI plateau?
  2. If instead you increase dimensionality with sample size fixed, what is the plot look like?
  3. If you repeat with different random seeds for each plot, this will provide some insight into the variance of this simulation.

@adam2392 adam2392 deleted the branch temp2 April 26, 2024 07:58
@adam2392 adam2392 closed this Apr 26, 2024
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Apologies! I messed up the main branch, and as a result this PR auto-closed. Do you mind resubmitting it if it's of interest?

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