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Information Theoretic Dimensionality Reduction

This is the MMINet dimensionality reduction network implementation, which uses a stochastic mutual information gradient based loss. The aim is to project high-dimensional continuous valued feature vectors onto a lower dimensional feature space non-parametrically based on a maximum mutual information (MMI) criterion between the transformed features and their associated discrete class labels. Implementation is in Python using the Chainer deep learning framework. MMIDimReduction.py includes the MMINet class definition, and demo.py demonstrates an example usage.

Usage

An example execution is as follows:

from MMIDimReduction import MMINet

model  = MMINet(input_dim = ..., output_dim = ..., net = 'linear')
model2 = MMINet(input_dim = ..., output_dim = ..., net = 'nonlinear')

Following model construction, one can learn a linear or non-linear feature transformation based on MMI criterion using training data samples, and then reduce dimensionality of input instances.

model.learn(x_train, y_train, num_epochs = 5)
z_train = model.reduce(x_train)
z_test = model.reduce(x_test)

Note that different initializations or number of training epochs will yield to different projection results. Parameter net = 'linear' defines the network as a single dense layer architecture with no bias term, whereas net = 'nonlinear' defines a multilayer perceptron architecture consisting of two hidden layers with ELU activation functions. The model uses a MomentumSGD optimizer and a maximum number of epochs based stopping criterion by default. These default network implementations are meant to be manipulated later by any arbitrary choice.

Paper Citation

If you use this code in your research and find it helpful, please cite the following paper:

Ozan Ozdenizci, Deniz Erdogmus. "Information Theoretic Feature Transformation Learning for Brain Interfaces". IEEE Transactions on Biomedical Engineering, 2019. https://dx.doi.org/10.1109/TBME.2019.2908099

Acknowledgments

Our work was partially supported by NSF (IIS-1149570, CNS-1544895, IIS-1715858), DHHS (90RE5017-02-01), and NIH (R01DC009834).

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Information theoretic dimensionality reduction based on non-parametric stochastic mutual information gradient estimation.

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