Pointwise mutual information
||This article provides insufficient context for those unfamiliar with the subject. (February 2012)|
Pointwise mutual information (PMI), or point mutual information, is a measure of association used in information theory and statistics. In contrast to mutual information (MI) which builds upen PMI, it refers to single events, whereas MI refers to the average of all possible events.
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. Note that even though PMI may be negative or positive, its expected outcome over all joint events (MI) is positive. PMI maximizes when X and Y are perfectly associated (i.e. or ), yielding the following bounds:
Finally, will increase if is fixed but decreases.
Here is an example to illustrate:
Using this table we can marginalize to get the following additional table for the individual distributions:
With this example, we can compute four values for . Using base-2 logarithms:
(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)
Chain-rule for pmi
This is easily proven by:
- Kenneth Ward Church and Patrick Hanks (March 1990). "Word association norms, mutual information, and lexicography". Comput. Linguist. 16 (1): 22–29.
- Bouma, Gerlof (2009). "Normalized (Pointwise) Mutual Information in Collocation Extraction" (PDF). Proceedings of the Biennial GSCL Conference.
- Paul L. Williams. INFORMATION DYNAMICS: ITS THEORY AND APPLICATION TO EMBODIED COGNITIVE SYSTEMS (PDF).
- Fano, R M (1961). "chapter 2". Transmission of Information: A Statistical Theory of Communications. MIT Press, Cambridge, MA. ISBN 978-0262561693.
- Demo at Rensselaer MSR Server (PMI values normalized to be between 0 and 1)