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My variables are continuous or have as many as 500/1000 discrete/categorical states. Can I use mRMR?

April 26, 2017categorical Continuous discrete mrmr variables

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My variables are continuous or have as many as 500/1000 discrete/categorical states. Can I use mRMR?

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A. You can either use mRMR for continuous variables (based on correlation, Parzen-windows mutual information estimation, etc) or first discretize and use the mRMR for discrete variables.