机器学习笔记--1.4特征间的相关性

1.相关系数与相关距离

from numpy import *
featuremat = mat([[88.5, 96.8, 104.1, 111.3, 117.7, 124.0, 130.0, 135.4, 140.2, 145.3, 151.9, 159.5, 165.9, 169.8, 171.6, 172.3, 172.7], [12.54, 14.65, 16.64, 18.98, 21.26, 24.06, 27.33, 30.46, 33.74, 37.69, 42.49, 48.08, 53.37, 57.08, 59.35, 60.68, 61.40]])
#计算均值
mv1 = mean(featuremat[0])    #第一列的均值
mv2 = mean(featuremat[1])    #第二列的均值
#计算两列标准差
dv1 = std(featuremat[0])
dv2 = std(featuremat[1])
corref = mean(multiply(featuremat[0] - mv1, featuremat[1] - mv2)) / (dv1 * dv2)
print(corref)
#使用Numpy相关系数得到相关系数矩阵
print(corref(featuremat))

2.马氏距离

from numpy import *
featuremat = mat([[88.5, 96.8, 104.1, 111.3, 117.7, 124.0, 130.0, 135.4, 140.2, 145.3, 151.9, 159.5, 165.9, 169.8, 171.6, 172.3, 172.7], [12.54, 14.65, 16.64, 18.98, 21.26, 24.06, 27.33, 30.46, 33.74, 37.69, 42.49, 48.08, 53.37, 57.08, 59.35, 60.68, 61.40]])
covinv = linalg.inv(cov(featuremat))    #协方差
tp = featuremat.T[0] - featuremat.T[1]
distma = sqrt(dot(dot(tp, covinv), tp.T))
print(distma)

        输出结果：

        [[0.92966634]]