Compute Pearson’s r for each features and the target.
Pearson’s r is also known as the Pearson correlation coefficient.
Linear model for testing the individual effect of each of many regressors. This is a scoring function to be used in a feature selection procedure, not a free standing feature selection procedure.
The cross correlation between each regressor and the target is computed as:
E[(X[:, i] - mean(X[:, i])) * (y - mean(y))] / (std(X[:, i]) * std(y))
For more on usage see the User Guide.
Added in version 1.0.
The data matrix.
The target vector.
Whether or not to center the data matrix X
and the target vector y
. By default, X
and y
will be centered.
Whether or not to force the Pearson’s R correlation to be finite. In the particular case where some features in X
or the target y
are constant, the Pearson’s R correlation is not defined. When force_finite=False
, a correlation of np.nan
is returned to acknowledge this case. When force_finite=True
, this value will be forced to a minimal correlation of 0.0
.
Added in version 1.1.
Pearson’s R correlation coefficients of features.
See also
f_regression
Univariate linear regression tests returning f-statistic and p-values.
mutual_info_regression
Mutual information for a continuous target.
f_classif
ANOVA F-value between label/feature for classification tasks.
chi2
Chi-squared stats of non-negative features for classification tasks.
Examples
>>> from sklearn.datasets import make_regression >>> from sklearn.feature_selection import r_regression >>> X, y = make_regression( ... n_samples=50, n_features=3, n_informative=1, noise=1e-4, random_state=42 ... ) >>> r_regression(X, y) array([-0.157, 1. , -0.229])
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