On Study of Mutual Information and its Estimation Methods

Abstract: The presence of mutual information in the research of deep learning has grown significantly. It has been proven that mutual information can be a good objective function to build a robust deep learning model. Most of the researches utilize estimation methods to approximate the true mutual information. This technical report delivers an extensive study about definitions as well as properties of mutual information. This article then delivers some reviews and current drawbacks of mutual information estimation methods afterward.