Mutual Information is metric that quantifies how similar or different two variables are. This is a lot like R-squared, but R-squared only works for continuous variables. What's cool about Mutual Information is that it works for both continuous and discrete variables. So, in this video, we walk you through how to calculate Mutual Information step-by-step. BAM!
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0:00 Awesome song and introduction
2:39 Joint and Marginal Probabilities
6:19 Calculating the Mutual Information for Discrete Variables
13:00 Calculating the Mutual Information for Continuous Variables
14:10 Understanding Mutual Information as a way to relate the Entropy of two variables.
#StatQuest #MutualInformation #DubbedWithAloud