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ConceptPearson correlation coefficient / Pearson r

Pearson Correlation Coefficient

A statistical measure of the strength of linear correlation between two continuous variables, taking values between -1 and 1.

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Oct 19

Data Autopsy uses a Pearson correlation coefficient threshold to identify highly correlated feature pairs, and restricts pairwise analysis to a subset of high-variance numeric columns while also limiting the number of rows considered, to strike a compromise between usefulness and computational cost.

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