Pearson Correlation Coefficient
A statistical measure of the degree of linear correlation between two numerical variables. It captures only linear relationships and cannot handle categorical features or nonlinear dependencies.
Timeline (last 90 days)
Lumen OS's cross-asset correlation matrix computes real-time Pearson correlation coefficients for BTC, ETH, gold, the S&P 500 and the dollar index.
The reason for using a correlation coefficient rather than simply comparing final loss values is that it can capture the dynamic consistency across the entire training run, which proves the numerical validity of the training process better than a single endpoint metric.
Mutual information measures the statistical dependence between two random variables, can capture dependencies of any form, including nonlinear and non-monotonic relationships, and is applicable to combinations of categorical and numerical variables.
All Facts (3)
Lumen OS's cross-asset correlation matrix computes real-time Pearson correlation coefficients for BTC, ETH, gold, the S&P 500 and the dollar index.
50%UnverifiedThe reason for using a correlation coefficient rather than simply comparing final loss values is that it can capture the dynamic consistency across the entire training run, which proves the numerical validity of the training process better than a single endpoint metric.
50%UnverifiedMutual information measures the statistical dependence between two random variables, can capture dependencies of any form, including nonlinear and non-monotonic relationships, and is applicable to combinations of categorical and numerical variables.
50%