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{{context|date=February 2012}} | |||
'''Pointwise mutual information''' ('''PMI'''), or '''point mutual information''', is a measure of association used in [[information theory]] and [[statistics]]. | |||
==Definition== | |||
The PMI of a pair of [[probability space|outcomes]] ''x'' and ''y'' belonging to [[discrete random variable]]s ''X'' and ''Y'' quantifies the discrepancy between the probability of their coincidence given their joint distribution and their individual distributions, assuming independence. Mathematically: | |||
: <math> | |||
\operatorname{pmi}(x;y) \equiv \log\frac{p(x,y)}{p(x)p(y)} = \log\frac{p(x|y)}{p(x)} = \log\frac{p(y|x)}{p(y)}. | |||
</math> | |||
The [[mutual information]] (MI) of the random variables ''X'' and ''Y'' is the expected value of the PMI over all possible outcomes (with respect to the joint distribution <math>p(x,y)</math>). | |||
The measure is symmetric (<math>\operatorname{pmi}(x;y)=\operatorname{pmi}(y;x)</math>). It can take positive or negative values, but is zero if ''X'' and ''Y'' are [[statistical independence|independent]]. PMI maximizes when ''X'' and ''Y'' are [[perfectly associated]], yielding the following bounds: | |||
:<math> | |||
-\infty \leq \operatorname{pmi}(x;y) \leq \min\left[ -\log p(x), -\log p(y) \right] . | |||
</math> | |||
Finally, <math>\operatorname{pmi}(x;y)</math> will increase if <math>p(x|y)</math> is fixed but <math>p(x)</math>decreases. | |||
Here is an example to illustrate: | |||
{| border="1" cellpadding="2" class="wikitable" | |||
!''x''!!''y''!!''p''(''x'', ''y'') | |||
|- | |||
|0||0||0.1 | |||
|- | |||
|0||1||0.7 | |||
|- | |||
|1||0||0.15 | |||
|- | |||
|1||1||0.05 | |||
|} | |||
Using this table we can marginalize to get the following additional table for the individual distributions: | |||
{| border="1" cellpadding="2" class="wikitable" | |||
! !!''p''(''x'')!!''p''(''y'') | |||
|- | |||
|0||.8||0.25 | |||
|- | |||
|1||.2||0.75 | |||
|} | |||
With this example, we can compute four values for <math>pmi(x;y)</math>. Using base-2 logarithms: | |||
{| cellpadding="2" | |||
|- | |||
|pmi(x=0;y=0)||−1 | |||
|- | |||
|pmi(x=0;y=1)||0.222392421 | |||
|- | |||
|pmi(x=1;y=0)||1.584962501 | |||
|- | |||
|pmi(x=1;y=1)||−1.584962501 | |||
|- | |||
|} | |||
(For reference, the [[mutual information]] <math>\operatorname{I}(X;Y)</math> would then be 0.214170945) | |||
==Similarities to mutual information== | |||
Pointwise Mutual Information has many of the same relationships as the mutual information. In particular, | |||
<math> | |||
\begin{align} | |||
\operatorname{pmi}(x;y) &=& h(x) + h(y) - h(x,y) \\ | |||
&=& h(x) - h(x|y) \\ | |||
&=& h(y) - h(y|x) | |||
\end{align} | |||
</math> | |||
Where <math>h(x)</math> is the [[self-information]], or <math>-\log_2 p(X=x)</math>. | |||
==Normalized pointwise mutual information (npmi)== | |||
Pointwise mutual information can be normalized between [-1,+1] resulting in -1 (in the limit) for never occurring together, 0 for independence, and +1 for complete [[co-occurrence]]. | |||
<math> | |||
\operatorname{npmi}(x;y) = \frac{\operatorname{pmi}(x;y)}{-\log \left[ p(x, y) \right] } | |||
</math> | |||
==Chain-rule for pmi== | |||
Pointwise mutual information follows the [[Chain_rule_%28disambiguation%29|chain rule]], that is, | |||
:<math>\operatorname{pmi}(x;yz) = \operatorname{pmi}(x;y) + \operatorname{pmi}(x;z|y)</math> | |||
This is easily proven by: | |||
:<math> | |||
\begin{align} | |||
\operatorname{pmi}(x;y) + \operatorname{pmi}(x;z|y) & {} = \log\frac{p(x,y)}{p(x)p(y)} + \log\frac{p(x,z|y)}{p(x|y)p(z|y)} \\ | |||
& {} = \log \left[ \frac{p(x,y)}{p(x)p(y)} \frac{p(x,z|y)}{p(x|y)p(z|y)} \right] \\ | |||
& {} = \log \frac{p(x|y)p(y)p(x,z|y)}{p(x)p(y)p(x|y)p(z|y)} \\ | |||
& {} = \log \frac{p(x,yz)}{p(x)p(yz)} \\ | |||
& {} = \operatorname{pmi}(x;yz) | |||
\end{align} | |||
</math> | |||
{{inline|date=February 2012}} | |||
==References== | |||
* {{cite web|title=Normalized (Pointwise) Mutual Information in Collocation Extraction|url=https://svn.spraakdata.gu.se/repos/gerlof/pub/www/Docs/npmi-pfd.pdf|last1=Bouma|first1=Gerloff|year=2009|publisher=Proceedings of the Biennial GSCL Conference}} | |||
* {{cite book|last1=Fano|first1=R M|year=1961|title=Transmission of Information: A Statistical Theory of Communications|publisher=MIT Press, Cambridge, MA|chapter=chapter 2}} | |||
==External links== | |||
* [http://cwl-projects.cogsci.rpi.edu/msr/ Demo at Rensselaer MSR Server] (PMI values normalized to be between 0 and 1) | |||
[[Category:Information theory]] | |||
[[Category:Statistical dependence]] | |||
[[Category:Entropy and information]] | |||
Revision as of 09:44, 10 October 2013
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Pointwise mutual information (PMI), or point mutual information, is a measure of association used in information theory and statistics.
Definition
The PMI of a pair of outcomes x and y belonging to discrete random variables X and Y quantifies the discrepancy between the probability of their coincidence given their joint distribution and their individual distributions, assuming independence. Mathematically:
The mutual information (MI) of the random variables X and Y is the expected value of the PMI over all possible outcomes (with respect to the joint distribution ).
The measure is symmetric (). It can take positive or negative values, but is zero if X and Y are independent. PMI maximizes when X and Y are perfectly associated, yielding the following bounds:
Finally, will increase if is fixed but decreases.
Here is an example to illustrate:
| x | y | p(x, y) |
|---|---|---|
| 0 | 0 | 0.1 |
| 0 | 1 | 0.7 |
| 1 | 0 | 0.15 |
| 1 | 1 | 0.05 |
Using this table we can marginalize to get the following additional table for the individual distributions:
| p(x) | p(y) | |
|---|---|---|
| 0 | .8 | 0.25 |
| 1 | .2 | 0.75 |
With this example, we can compute four values for . Using base-2 logarithms:
| pmi(x=0;y=0) | −1 |
| pmi(x=0;y=1) | 0.222392421 |
| pmi(x=1;y=0) | 1.584962501 |
| pmi(x=1;y=1) | −1.584962501 |
(For reference, the mutual information would then be 0.214170945)
Similarities to mutual information
Pointwise Mutual Information has many of the same relationships as the mutual information. In particular,
Where is the self-information, or .
Normalized pointwise mutual information (npmi)
Pointwise mutual information can be normalized between [-1,+1] resulting in -1 (in the limit) for never occurring together, 0 for independence, and +1 for complete co-occurrence.
Chain-rule for pmi
Pointwise mutual information follows the chain rule, that is,
This is easily proven by:
References
- Template:Cite web
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External links
- Demo at Rensselaer MSR Server (PMI values normalized to be between 0 and 1)