entropy.m

Variable Reduction Testbench通过对变量进行相关性分析来实现减少变量的目的。

function H = entropy(X)

% -------------------------------------------------------------------------
% this code is part of the 'Reduction Testbench' suite
% developed by A. Manganaro, R. Todeschini, A. Ballabio, D. Mauri
% 2006 - Milano Chemometrics and QSAR Research Group
% -------------------------------------------------------------------------
%
%
% H = entropy(X)
%
% entropy calculates the normalized Shannon entropy for the given vector
%
% Input:
% X = data vector
%
% Output:
% H = entropy value


echo off;

[n p] = size(X);

% If X is a vector, puts it in column form
if ((n==1)&(p>1))
    X = X';
    [n p] = size(X);
end

% Sorts the values of X in ascending order
X = sort(X);

% Inits the variables
classes = [];
cur_class = X(1);
cur_class_val = 1;

% Scans X checking for all the equivalence classes.
% For each class, add an element to the classes vector with
% the value of the elements in that class
for idx=2:n
    if (X(idx)==cur_class)
        cur_class_val = cur_class_val + 1;
    else
        classes = [classes cur_class_val];
        cur_class = X(idx);
        cur_class_val = 1;
    end
end

classes = [classes cur_class_val];

H = 0;

% Calculate the entropy value
for idx=1:length(classes)
    H = H - ( (classes(idx)/n) * log2(classes(idx)/n) );
end

% Normalize the entropy value (0<H<1)
H = H / log2(n);

echo on;