Support Spearman correlation?
jphall663 opened this issue · 2 comments
jphall663 commented
Spearman correlation may better inform monotonicity constraints vs. Pearson correlation.
Would just be nice to see in addition to Pearson correlation in feature_select().
ZebinYang commented
Hi @jphall663,
Starting from v0.5.0, the Spearman correlation-based feature selection has been added, see the user guides.
https://selfexplainml.github.io/PiML-Toolbox/_build/html/guides/data/feature_select.html#correlations
jphall663 commented
Yep I see it - thanks!
I have some other notes I'll post here in coming days.