Variation of information


In probability theory and information theory, the variation of information or shared information distance is a measure of the distance between two clusterings. It is closely related to mutual information; indeed, it is a simple linear expression involving the mutual information. Unlike the mutual information, however, the variation of information is a true metric, in that it obeys the triangle inequality.
illustrating the relation between information entropies, mutual information and variation of information.

Definition

Suppose we have two partitions and of a set into disjoint subsets, namely and. Let, ,,. Then the variation of information between the two partitions is:
This is equivalent to the shared information distance between the random variables i and j with respect to the uniform probability measure on defined by for.

Explicit information content

We can rewrite this definition in terms that explicitly highlight the information content of this metric.
The set of all partitions of a set form a compact Lattice where the partial order induces two operations, the meet and the join, where the maximum is the partition with only one block, i.e., all elements grouped together, and the minimum is, the partition consisting of all elements as singletons. The meet of two partitions and is easy to understand as that partition formed by all pair intersections of one block of,, of and one,, of. It then follows that and.
Let's define the entropy of a partition as


where. Clearly, and. The entropy of a partition is a monotonous function on the lattice of partitions in the sense that.
Then the VI distance between and is given by


The difference is a pseudo-metric as doesn't necessarily imply that. From the definition of, it is.
If in the Hasse diagram we draw an edge from every partition to the maximum and assign it a weight equal to the VI distance between the given partition and, we can interpret the VI distance as basically an average of differences of edge weights to the maximum


For as defined above, it holds that the joint information of two partitions coincides with the entropy of the meet


and we also have that coincides with the conditional entropy of the meet relative to.

Identities

The variation of information satisfies
where is the entropy of, and is mutual information between and with respect to the uniform probability measure on. This can be rewritten as
where is the joint entropy of and, or
where and are the respective conditional entropies.
The variation of information can also be bounded, either in terms of the number of elements:
Or with respect to a maximum number of clusters, :