Linear feature extractors based on mutual information

This paper presents and evaluates two linear feature extractors based on mutual information. These feature extractors consider general dependencies between features and class labels, as opposed to well known linear methods such as PCA which does not consider class labels and LDA, which uses only simple low order dependencies. As evidenced by several simulations on high dimensional data sets, the proposed techniques provide superior feature extraction and better dimensionality reduction while having similar computational requirements.