LSMI-Sinkhorn: Semi-supervised Squared-Loss Mutual Information Estimation with Optimal Transport
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Estimating mutual information is an important machine learning and statistics problem. To estimate the mutual information from data, a common practice is preparing a set of paired samples. However, in some cases, it is difficult to obtain a large number of data pairs. To address this problem, we propose squared-loss mutual information (SMI) estimation using a small number of paired samples and the available unpaired ones. We first represent SMI through the density ratio function, where the expectation is approximated by the samples from marginals and its assignment parameters. The objective is formulated using the optimal transport problem and quadratic programming. Then, we introduce the least-square mutual information-Sinkhorn algorithm (LSMI-Sinkhorn) for efficient optimization. Through experiments, we first demonstrate that the proposed method can estimate the SMI without a large number of paired samples. We also evaluate and show the effectiveness of the proposed LSMI-Sinkhorn on various types of machine learning problems such as image matching and photo album summarization.
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