Feature Feature Correlation#

This notebook provides an overview for using and understanding the feature-feature correlation check.

This check computes the pairwise correlations between the features, potentially spotting pairs of features that are highly correlated.


How are The Correlations Calculated?#

This check works with 2 types of features: categorical and numerical, and uses a different method to calculate the correlation for each combination of feature types:

  1. numerical-numerical: Spearman’s correlation coefficient

  2. numerical-categorical: Correlation ratio

  3. categorical-categorical: Symmetric Theil’s U


import pandas as pd
from deepchecks.tabular.datasets.classification import adult
from deepchecks.tabular.checks.data_integrity import FeatureFeatureCorrelation

Load Data#

We load the Adult dataset, a dataset based on the 1994 US Census containing both numerical and categorical features.

ds = adult.load_data(as_train_test=False)

Run the Check#

check = FeatureFeatureCorrelation()

# To display the results in an IDE like PyCharm, you can use the following code:
# check.run(ds).show()
# The result will be displayed in a new window.
Feature-Feature Correlation

Define a Condition#

Now we will define a condition on the maximum number of pairs that are correlated above a certain threshold. In this example, we will define a condition that the maximum number of pairs that are correlated above 0.8 is less than 3.

check = FeatureFeatureCorrelation()
check.add_condition_max_number_of_pairs_above_threshold(0.8, 3)
result = check.run(ds)
Feature-Feature Correlation

Total running time of the script: (0 minutes 2.524 seconds)

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