vikramsoni2 · April 16, 2019 14:57
diff --git a/remove_highly_correlated_feats.py b/remove_highly_correlated_feats.py
 corr_matrix = all_data.corr().abs()
 upper = corr_matrix.where(np.triu(np.ones(corr_matrix.shape), k=1).astype(np.bool))
 to_drop = [c for c in upper.columns if any(upper[c] > 0.95)]
 del upper

 drop_column = all_data.columns[to_drop]
 print('drop columns:', drop_column)
	corr_matrix = all_data.corr().abs()
	upper = corr_matrix.where(np.triu(np.ones(corr_matrix.shape), k=1).astype(np.bool))
	to_drop = [c for c in upper.columns if any(upper[c] > 0.95)]
	del upper

	drop_column = all_data.columns[to_drop]
	print('drop columns:', drop_column)