Information entropy theory has been widely studied and successfully applied to machine learning and data mining. The fuzzy entropy and neighborhood entropy theories have been rapidly developed and widely used in uncertainty measure. In this paper, a granularity self-information theory is first proposed to measure uncertainty robustly. The theory improves the shortcomings of neighborhood self-information in measuring sample uncertainty by combining with data distributions. Then, granularity entropy theory is put forward and fully explained. With the proposed theories, a novel feature selection algorithm and a robust classification algorithm are designed and validated with some experiments. The experimental results show the designed algorithms have good performance. This indicates the efficacy of granularity self-information and granularity entropy for evaluating samples and features.
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