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pandas remove correlated features

Xavier Gilbert answered on November 28, 2022 Popularity 5/10 Helpfulness 4/10

answer pandas remove correlated features

pandas remove correlated features

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import numpy as np

# Create correlation matrix
corr_matrix = df.corr().abs()

# Select upper triangle of correlation matrix
upper = corr_matrix.where(np.triu(np.ones(corr_matrix.shape), k=1).astype(np.bool))

# Find features with correlation greater than 0.95
to_drop = [column for column in upper.columns if any(upper[column] > 0.95)]

# Drop features 
df.drop(to_drop, axis=1, inplace=True)

Popularity 5/10 Helpfulness 4/10 Language python

Source: stackoverflow.com

Tags: correlated pandas python

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