Spearman correlation for redundancy
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antoniotdelend commented
How can i implement Spearman correlation coefficient to calculate redundancy? There's any way this could be done using spearmanr from scipy?
link bellow:
https://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.spearmanr.html
smazzanti commented
You can pass a callable as specified here:
redundancy: str or callable
Redundancy method.
If string, name of method, supported: "c" (Pearson correlation).
If callable, it should take "X", "target_column" and "features" as input and return a pandas.Series
containing a score of redundancy for each feature.