We have actually looked at correlations in this book already, but not in the context of feature selection. We already know that we can invoke a correlation calculation in pandas by calling the following method:
credit_card_default.corr()
The output of the preceding code produces is the following:
As a continuation of the preceding table we have:
The Pearson correlation coefficient (which is the default for pandas) measures the linear relationship between columns. The value of the coefficient varies ...
