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highly correlated features python Code Example
highly correlated features python 
# 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 index of feature columns with correlation greater than 0.95
to_drop = [column for column in upper.columns if any(upper[column] > 0.95)]

df.drop(to_drop, axis=1, inplace=True)
Source: chrisalbon.com
highly correlated features python 
# 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 index of feature columns with correlation greater than 0.95
to_drop = [column for column in upper.columns if any(upper[column] > 0.95)]
Source: chrisalbon.com



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