scikit learn to identify highly correlated features

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Loucas
22 Aug 2018
1df[df.columns[1:]].corr()['LoanAmount'][:]
2
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Elena
17 May 2016
1# Create correlation matrix
2corr_matrix = df.corr().abs()
3
4# Select upper triangle of correlation matrix
5upper = corr_matrix.where(np.triu(np.ones(corr_matrix.shape), k=1).astype(np.bool))
6
7# Find index of feature columns with correlation greater than 0.95
8to_drop = [column for column in upper.columns if any(upper[column] > 0.95)]
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