bigquery-sample

CREATE TEMP FUNCTION 
my_corr(x FLOAT64, y FLOAT64)
RETURNS FLOAT64
AS (
  (x*y)
);

WITH
cte1 (feat, colname, bc) AS (
  SELECT col1, 'col1', bc 
  FROM tbl UNION 
    SELECT col2, 'col2', 
             bc FROM table_one ... for all columns
),
table_one AS (
  SELECT 0.123 feat_1, 0.645 feat_2 , 1.0 label_bc, 'a' dontcare UNION ALL
  SELECT 0.567, 0.456, 0.0, 'b'   UNION ALL
  SELECT 0.243, 0.734, 1.0, 'c'   UNION ALL
  SELECT 0.456, 0.888, 0.0, 'i'   UNION ALL
  SELECT 0.645, 0.222, 1.0, 'j'   UNION ALL
  SELECT 0.321, 0.123, 0.0, 'c'  
)
--SELECT colname, corr(feat, bc) FROM cte1;

select * from table_one
--select *, my_corr(label_bc, feat_1) as correlation from table_one
--select corr(label_bc, feat_1) as feat1_corr, corr(label_bc, feat_2) as feat2_corr from table_one