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copied!<p>I know information gain only in connection with decision trees (DTs), where in the construction of a DT, the split to make on each node is the one which maximizes information gain. DTs are implemented in Weka, so you could probably use that directly, although I don't know if Weka lets you calculate information gain for any particular split underneath a DT node. </p> <p>Apart from that, if I understand you correctly, I think what you're trying to do is generally referred to as <a href="http://en.wikipedia.org/wiki/Supervised_learning#Active_Learning" rel="nofollow noreferrer">active learning</a>. There, you first need some initial labeled training data which is fed to your machine learning algorithm. Then you have your classifier label a set of unlabeled instances and return confidence values for each of them. Instances with the lowest confidence values are usually the ones which are most informative, so you show these to a human annotator and have him/her label these manually, add them to your training set, retrain your classifier, and do the whole thing over and over again until your classifier has a high enough accuracy or until some other stopping criterion is met. So if this works for you, you could in principle use any ML-algorithm implemented in Weka or any other ML-framework as long as the algorithm you choose is able to return confidence values (in case of Bayesian approaches this would be just probabilities).</p> <hr> <p>With your edited question I think I'm coming to understand what your aiming at. If what you want is calculating MI, then StompChicken's answer and pseudo code couldn't be much clearer in my view. I also think that MI is not what you want and that you're trying to re-invent the wheel. </p> <p>Let's recapitulate: you would like to train a classifier which can be updated by the user. This is a classic case for active learning. But for that, you need an initial classifier (you could basically just give the user random data to label but I take it this is not an option) and in order to train your initial classifier, you need at least some small amount of labeled training data for supervised learning. However, all you have are unlabeled data. What can you do with these? </p> <p>Well, you could <a href="http://en.wikipedia.org/wiki/Data_clustering" rel="nofollow noreferrer">cluster</a> them into groups of related instances, using one of the standard clustering algorithms provided by Weka or some specific clustering tool like <a href="http://glaros.dtc.umn.edu/gkhome/cluto/cluto/overview" rel="nofollow noreferrer">Cluto</a>. If you now take the x most central instances of each cluster (x depending on the number of clusters and the patience of the user), and have the user label it as interesting or not interesting, you can adopt this label for the other instances of that cluster as well (or at least for the central ones). Voila, now you have training data which you can use to train your initial classifier and kick off the active learning process by updating the classifier each time the user marks a new instance as interesting or not. I think what you're trying to achieve by calculating MI is essentially similar but may be just the wrong carriage for your charge.</p> <p>Not knowing the details of your scenario, I should think that you may not even need any labeled data at all, except if you're interested in the labels themselves. Just cluster your data once, let the user pick an item interesting to him/her from the central members of all clusters and suggest other items from the selected clusters as perhaps being interesting as well. Also suggest some random instances from other clusters here and there, so that if the user selects one of these, you may assume that the corresponding cluster might generally be interesting, too. If there is a contradiction and a user likes some members of a cluster but not some others of the same one, then you try to re-cluster the data into finer-grained groups which discriminate the good from the bad ones. The re-training step could even be avoided by using hierarchical clustering from the start and traveling down the cluster hierarchy at every contradiction user input causes.</p>

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