corrfeatred

reduce features using correlation matrix

Installation

pip install corrfeatred

Usage

from corrfeatred import reduce_features

correlation_matrix = #correlation matrix
feature_set = reduce_features(correlation_matrix, threshhold=0.8, policy='min')


# if you want another set of features for same correlation matrix, then use random seed to change the output.

different_feature_set = reduce_features(correlation_matrix, threshhold=0.8, policy='min', random_seed = 42)

Workflow

Currently there is only one function which takes correlation matrix and threshholds as input and then constructs a graph.

There after we find maximal cliques in the graph and our goal is to have at max one feature from each clique.