VBMI: Variational Bounds of Mutual Information

We provide the code of various MI estimates in mi_estimator.py. The MIEstimator class is provided to estimate Mutual information. We also provide a correlated gaussian example to illustrate how to estimate MI with ground truth of MI.

End-to-End Examples

Estimation of mutual information for static data

In the case of correlated Gaussian random variables:

We have access to the mutual information:

First go the example directory

cd examples/correlated_gaussians/