Support Spearman correlation?

SelfExplainML / PiML-Toolbox

PiML (Python Interpretable Machine Learning) toolbox for model development & diagnostics

https://selfexplainml.github.io/PiML-Toolbox

Apache License 2.0

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Closed jphall663 closed 1 year ago

jphall663 commented 1 year ago

Spearman correlation may better inform monotonicity constraints vs. Pearson correlation.

Would just be nice to see in addition to Pearson correlation in feature_select().

ZebinYang commented 1 year ago

Hi @jphall663,

Starting from v0.5.0, the Spearman correlation-based feature selection has been added, see the user guides. https://selfexplainml.github.io/PiML-Toolbox/_build/html/guides/data/feature_select.html#correlations

jphall663 commented 1 year ago

Yep I see it - thanks!

I have some other notes I'll post here in coming days.