# Find non overlapping area between two kde plots in python

I was attempting to determine whether a feature is important or not base on its kde distribution for target variable. I am aware how to plot the kde plot and guess after looking at the plots, but is there a more formal doing this? Such as can we calculate the area of non overlapping area between two curves?

When I googled for the area between two curves there are many many links but none of them could solve my exact problem.

NOTE:
The main aim of this plot is to find whether the feature is important or not. So, please suggest me further if I am missing any hidden concepts here.

What I am trying to do is set some threshold such as 0.2, if the non-overlapping area > 0.2, then assert that the feature is important, otherwise not.

MWE:

import numpy as np
import pandas as pd
import seaborn as sns
import matplotlib.pyplot as plt

x0 = df.loc[df['survived']==0,'fare']
x1 = df.loc[df['survived']==1,'fare']



# Output

There are different ways to measure the similarity between two functions.

One option is to define the overlap between both functions as their dot-product:

# ensure both functions are normalized (self-overlap = 1)
x0 /= np.dot(x0, x0)
x1 /= np.dot(x1,x1)
overlap = np.dot(x0,x1)


Instead of multiplying the individual function values as above, you may calculate their difference and take, for example, the mean. This is similar to a loss function in machine learning:

d = np.absolute(x0 - x1)
mae = np.mean(d)    # mean absolute error
mse = np.mean(d**2) # mean square error


If the data is represented on different grid this approach won't work. But you can interpolate your functions and represent them on a new, common grid. A basic example is available in the SciPy documentation. The interpolated data can then be used in the above code snippets.

• It gives ValueError: shapes (549,) and (342,) not aligned: 549 (dim 0) != 342 (dim 0) Jun 14 '20 at 17:32
• Well, the data needs to be represented on the same grid of course. If it is not, you can try interpolation. Jun 14 '20 at 17:43
• So, how to calculate the overlap given in the question? Jun 14 '20 at 17:45
• I don't know your data and the relations of their grids, so I just linked to the SciPy documentation on 1D-interpolation. Jun 14 '20 at 17:58
• that's ok, I appreciate your effort. Jun 14 '20 at 18:03