I have a data set that its features are binary data(0,1). What is the best covariance function to use?? I played around with the RBF and it gives relative good results. Thanks

asked Jan 23 '11 at 08:41

Greg's gravatar image

Greg
1111


2 Answers:

There are many measures of association for nominal variables, but I usually reach for mutual information (typically scaled as a fraction of joint entropy). See Cover and Thomas for details:

Elements of Information Theory (Chapter 2)

answered Jan 23 '11 at 10:13

Will%20Dwinnell's gravatar image

Will Dwinnell
312210

If you interpret the binary data as indicator values, then any data item can be seen as a set consisting of the features whose values are 1. Then you might use the Jaccard coefficient to quantify the similarity of two items.

answered Jan 24 '11 at 05:08

Lucian%20Sasu's gravatar image

Lucian Sasu
513172634

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