# Mutual InformationΒΆ

Mutual information is

\[
I(X;Y) = \mathbb E_{p_{XY}} \ln \frac{P_{XY}}{P_X P_Y}.
\]

Mutual information is closed related to KL divergence,

\[
I(X;Y) = D_{\mathrm{KL}} \left( P_{XY}(x,y) \parallel P_X(x) P_{Y}(y) \right).
\]

Contributors: