Pablo Ibieta

Notes on data science, machine learning, physics, information theory, econometrics, and causal inference.

Is my model’s score portable to a different target?

information-theory

machine-learning

causal-inference

cmi-framework

A conditional-mutual-information diagnostic for the question every data scientist that trains a binary classifier eventually faces: does the score I trained on one target still know something about a related target or is the apparent cross-target performance just an artifact of label overlap?

Conditional mutual information is just log-loss gain

information-theory

machine-learning

simulation

cmi-framework

Two models, a subtraction, and you’ve estimated an information-theoretic quantity. The identity that makes CMI cheap to compute — and the first post in a short series on the CMI framework.

Mutual information sees what correlation can’t

information-theory

statistics

simulation

A short note on why mutual information is the right generalization of Pearson correlation — and a simulation that shows the gap.

Welcome

meta

What this blog is for, and how it’s put together.

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