Fast Mutual Information Computation for Large Binary Datasets

Résumé : Mutual Information (MI) is a powerful statistical measure that quantifies shared information between random variables, particularly valuable in high-dimensional data analysis across fields like genomics, natural language processing, and network science. However, computing MI becomes computationally prohibitive for large datasets where it is typically required a pairwise computational approach where each column is compared to others. This work introduces a matrix-based algorithm that accelerates MI computation by leveraging vectorized operations and optimized matrix calculations. By transforming traditional pairwise computational approaches into bulk matrix operations, the proposed method enables efficient MI calculation across all variable pairs. Experimental results demonstrate significant performance improvements, with computation times reduced up to 50,000 times in the largest dataset using optimized implementations, particularly when utilizing hardware optimized frameworks. The approach promises to expand MI's applicability in data-driven research by overcoming previous computational limitations.