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Questions tagged [correlation]

A measure of the degree of linear association among a pair of variables.

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132 votes
1 answer

How to get correlation between two categorical variable and a categorical variable and continuous variable?

I am building a regression model and I need to calculate the below to check for correlations Correlation between 2 Multi level categorical variables Correlation between a Multi level categorical ...
GeorgeOfTheRF's user avatar
91 votes
7 answers

In supervised learning, why is it bad to have correlated features?

I read somewhere that if we have features that are too correlated, we have to remove one, as this may worsen the model. It is clear that correlated features means that they bring the same information, ...
Spider's user avatar
  • 1,289
59 votes
6 answers

Does XGBoost handle multicollinearity by itself?

I'm currently using XGBoost on a data-set with 21 features (selected from list of some 150 features), then one-hot coded them to obtain ~98 features. A few of these 98 features are somewhat redundant, ...
neural-nut's user avatar
  • 1,783
6 votes
3 answers

Correlation vs Multicollinearity

I have been taught to check correlation matrix before going for any algorithm. I have a few questions around the same: Pearson Correlation is for numerical variables only. What if we have to check ...
Payal Bhatia's user avatar
11 votes
2 answers

Dissmissing features based on correlation with target variable

Is it valid to dismiss features based on their Pearson correlation values with the target variable in a classification problem? say for instance I have a dataset with the following format where the ...
MedAli's user avatar
  • 275
2 votes
1 answer

Problem regarding calculating correlation approach?

There are 3 columns say product_id, product_type, and price_drop. ...
Vipul Jain's user avatar
41 votes
1 answer

Pearson vs Spearman vs Kendall

What are the characteristics of the three correlation coefficients and what are the comparisons of each of them/assumptions? Can somebody kindly take me through the concepts?
user avatar
6 votes
3 answers

Why is a correlation matrix symmetric?

I'm sorry for being so weak in math. (I'm a student) For eg. this is a correlation matrix. ...
LazyAwkwardVaish Ok's user avatar
5 votes
4 answers

Determine highly correlated segments

Given a dataset that has a binary (0/1) dependent variable and a large collection of continuous and categorical independent variables, is there a process and ideally a R package that can find ...
Bryan's user avatar
  • 151
3 votes
1 answer

What measures can I use to find correlation between categorical features and binary label?

For analyzing numerical features, we have correlation. What measures do we have to analyse the relevance of a categorical feature to the target value? If there isn't a direct measure, how can we ...
ProgramSpree's user avatar
2 votes
3 answers

Feature Selection and PCA

I have a classification problem. I want to reduce number of features to 4 (I have 30). I'm wondering why I get better result in classification when I use correlation based feature selection(cfs) first ...
Arkan's user avatar
  • 453
2 votes
2 answers

What expresses if/how two variables are dependent on each other?

The accepted answer to question Why is a correlation matrix symmetric? includes this: The correlation matrix is a measure of linearity. It does not express how two variables are dependent on each ...
jimjim's user avatar
  • 141
1 vote
1 answer

Devices behavior in one continuous variable vs events rate

I have devices on which I have time series data of one continuous variable. I have to evaluate the relation between the profile of that variable on those devices and "events". Those events are given ...
Michael Hooreman's user avatar
0 votes
0 answers

Need feedback on idea for new regularization term

I've been working on creating a regularization term that ensures that correlated attributes are given similar weights in a linear model. This helps to avoid some of the inconsistency in the weights of ...
Brett L's user avatar
0 votes
1 answer

Linear Model With Highly Correlated Attributes Producing Inconsistent Weights

I know that having correlated attributes violates the linear model assumption of independent attributes, and I'm not interested in creating a more sophisticated model to tease apart the dependent ...
Brett L's user avatar