sklearn.feature_selection.r_regression

sklearn.feature_selection.r_regression(X, y, *, center=True, force_finite=True)

Compute Pearson’s r for each features and the target.

Pearson’s r is also known as the Pearson correlation coefficient.

Linear model for testing the individual effect of each of many regressors. This is a scoring function to be used in a feature selection procedure, not a free standing feature selection procedure.

The cross correlation between each regressor and the target is computed as:

E[(X[:, i] - mean(X[:, i])) * (y - mean(y))] / (std(X[:, i]) * std(y))

For more on usage see the User Guide.

New in version 1.0.

Parameters:

X{array-like, sparse matrix} of shape (n_samples, n_features)

The data matrix.

yarray-like of shape (n_samples,)

The target vector.

centerbool, default=True

Whether or not to center the data matrix X and the target vector y. By default, X and y will be centered.

force_finitebool, default=True

Whether or not to force the Pearson’s R correlation to be finite. In the particular case where some features in X or the target y are constant, the Pearson’s R correlation is not defined. When force_finite=False, a correlation of np.nan is returned to acknowledge this case. When force_finite=True, this value will be forced to a minimal correlation of 0.0.

New in version 1.1.

Returns:

correlation_coefficientndarray of shape (n_features,)

Pearson’s R correlation coefficients of features.

See also

f_regression

Univariate linear regression tests returning f-statistic and p-values.

mutual_info_regression

Mutual information for a continuous target.

f_classif

ANOVA F-value between label/feature for classification tasks.

chi2

Chi-squared stats of non-negative features for classification tasks.