A Gentle Introduction to Information Entropy


Information theory is a subfield of mathematics concerned with transmitting data across a noisy channel. A cornerstone of information theory is the idea of quantifying how much information there is in a message. More generally, this can be used to quantify the information in an event and a random variable, called entropy, and is calculated using probability. Calculating information and entropy is a useful tool in machine learning and is used as the basis for techniques such as feature selection, building decision trees, and, more generally, fitting classification models. As such, a machine learning practitioner requires a strong understanding and intuition for information and entropy.

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