An improved algorithm for the maximal information coefficient and its application.

The maximal information coefficient (MIC) captures both linear and nonlinear correlations between variable pairs. In this paper, we proposed the BackMIC algorithm for MIC estimation. The BackMIC algorithm adds a searching back process on the equipartitioned axis to obtain a better grid partition than the original implementation algorithm ApproxMaxMI. And similar to the ChiMIC algorithm, it terminates the grid search process by the -test instead of the maximum number of bins B(, ). Results on simulated data show that the BackMIC algorithm maintains the generality of MIC, and gives more reasonable grid partition and MIC values for independent and dependent variable pairs under comparable running times. Moreover, it is robust under different in B(, ). MIC calculated by the BackMIC algorithm reveals an improvement in statistical power and equitability. We applied (1-MIC) as the distance measurement in the K-means algorithm to perform a clustering of the cancer/normal samples. The results on four cancer datasets demonstrated that the MIC values calculated by the BackMIC algorithm can obtain better clustering results, indicating the correlations between samples measured by the BackMIC algorithm were more credible than those measured by other algorithms.