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In information theory and machine learning, information gain is a synonym for ''Kullback–Leibler divergence''. However, in the context of decision trees, the term is sometimes used synonymously with mutual information, which is the expectation value of the Kullback–Leibler divergence of a conditional probability distribution. In particular, the information gain about a random variable ''X'' obtained from an observation that a random variable ''A'' takes the value ''A=a'' is the Kullback-Leibler divergence ''D''KL(''p''(''x'' | ''a'') || ''p''(''x'' | I)) of the prior distribution ''p''(''x'' | I) for x from the posterior distribution ''p''(''x'' | ''a'') for ''x'' given ''a''. The expected value of the information gain is the mutual information ''I(X; A)'' of ''X'' and ''A'' – i.e. the reduction in the entropy of ''X'' achieved by learning the state of the random variable ''A''. In machine learning, this concept can be used to define a preferred sequence of attributes to investigate to most rapidly narrow down the state of ''X''. Such a sequence (which depends on the outcome of the investigation of previous attributes at each stage) is called a decision tree. Usually an attribute with high mutual information should be preferred to other attributes. ==General definition== In general terms, the expected information gain is the change in information entropy from a prior state to a state that takes some information as given: 抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Information gain in decision trees」の詳細全文を読む スポンサード リンク
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