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May 9, 2019 03:46
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import math | |
corr = df.corr() | |
corr_abs = corr.abs() | |
corr_tuples = [] | |
# get highest corr for each col | |
for (i, col) in enumerate(corr_abs.columns): | |
corr_with_col = corr_abs.iloc[:, i]\ | |
.sort_values(ascending=False) | |
highest_corr = corr_with_col[1] | |
if not math.isnan(highest_corr): | |
col2 = corr_with_col.index[1] | |
corr_tuples.append((col, col2, float(highest_corr))) | |
# sort by corr | |
corr_tuples = sorted(corr_tuples, key=lambda x: x[2], reverse=True) | |
# remove duplicates | |
for i, tup in enumerate(corr_tuples): | |
try: | |
next_tup = corr_tuples[i + 1] | |
if next_tup[0] == tup[1] and next_tup[1] == tup[0]: | |
corr_tuples.remove(tup) | |
except IndexError: | |
break |
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