Mathematics of Linear Correlation
Understand the mathematical foundations of linear correlation and its role in data science, especially in logistic regression and feature selection. Learn how to interpret correlation values, recognize its limitations with binary data, and explore alternative methods like the ANOVA F-test to assess feature relevance in classification models.
We'll cover the following...
We'll cover the following...
Understanding linear correlation equation
What is linear correlation, mathematically speaking? If you’ve taken basic statistics, you are likely familiar with linear correlation already. Linear correlation works very similarly to linear regression. For two columns, and , linear correlation (the lowercase Greek letter “rho”) is defined as the following:
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