Using sequentialfs to maximise mutual information for feature selection

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Newman
Newman on 8 Oct 2016
Edited: Newman on 8 Oct 2016
I want to maximise mutual information (objective function)
As you can see this is the function which I want to maximise .Where x is a feature vector and y is a class label.How do I write a function that maximises it and then uses sequentialffs to search along all the subsets of the feature vector that has to be used for classification.

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