I have a numerical matrix of 2500*2500. To calculate the MIC (maximal information coefficient) for each pair of vectors, I am using minepy.MINE,  but this is taking forever, can I make it faster?
first, use the latest version of minepy. Second, you can use a smaller value of "alpha" parameter, say 0.5 or 0.45. In this way, you will reduce the computational time in despite of characteristic matrix accuracy.
Davide
how to make minepy.MINE run faster?