Subset Selection True Metrics Triangle Inequality Why are folks so hung up on stating that correlation and mutual information are not true metrics because they do not obey the triangle inequality If you are concerned about that the standard thing that every person in the world does is to just use a symmetrized version of correlation and a symmetrized version of mutual information that DO obey the triangle inequality and ARE metrics It seems like all the mathematicians who don t use this stuff in practice overlook that or are concerned about pointing out that it s not a true metric and just a score when unsymmetrized when every engineer in the world is like duh i know that