In this third part, we will discuss Machine Learning, specifically the prediction task in the context of information theory.
The concept of Mutual Information (MI) is related to the prediction task. In fact, the prediction task can be viewed as the problem of extracting information about the signal from the factors. Some part of the information about the signal is contained in the factors. If you write a function that calculates a value close to the signal based on the factors, then this will demonstrate that you have been able to extract MI between the signal and the factors.