Consider a numerical dataset with continuous variables, that has been scaled to end up with values in the [0,1] range. How can I compute a reasonable variance threshold for all the variables?
Usually 3 is taken as a threshold Value by standard deviation
Using z-score we can look for value above or below threshold like in code below:
threshold=3 mean = np.mean(data) std =np.std(data) for x in data: z_score= (x - mean)/std if np.abs(z_score) > threshold: ...