Parameter-Independent Feature Ranking with Volume-Integrated Sharma–Mittal Entropy: Kernel-Based Estimation, Theoretical Properties and Empirical Validation
A framework that evaluates the Sharma–Mittal entropy volumetrically across a two-dimensional parameter region rather than for a single parameter pair is proposed, demonstrating that volumetric entropy metrics defined across the entire parameter space provide a feature-ranking tool that is independent of parameter selection for continuous variables.