pythonmatrixdimension-reductionpearson-correlation

Employing correlation coefficients (Pearson) for dimension reduction [Python]


I'm utilizing this answer in order to find the correlation coefficients greater than a given limit, f, in a matrix (ndarray) that is of shape (29421, 11001) [i.e. 29,421 rows and 11,001 columns].

I've adapted the code as follows (the random bit chooses one of the two columns to remove; additionally, the rows corresponding to the linked answer have "###" after them):

PROBLEM: I'm getting thousands of correlation coefficients larger than 1... Which from my understanding, shouldn't happen?

  rand = random()
  rows = dataset_normalized.shape[0] ###
  print("Rows: " + str(dataset_normalized.shape[0]) + ", Columns: " + str(dataset_normalized.shape[1]))
  ms = dataset_normalized.mean(axis=1)[(slice(None, None, None), None)] ###
  datam = dataset_normalized - ms ###
  datass = np.sqrt(scipy.stats.ss(datam, axis=1)) ###
  correlations = {}
  percent_rand_one = 0
  percent_rand_zero = 0
  for i in range(rows): ###
    if(0 in datass[i:] or datass[i] == 0):
      continue
    else:
      temp = np.dot(datam[i:], datam[i].T) ###
      rs = temp / (datass[i:] * datass[i]) ###
      for counter, corr in enumerate(rs):
        if(corr > 1 or corr < -1):
          # ERROR IS HERE: This is printing right now, 
          # a lot, so I'm not sure what's happening?
          print("Correlation of " + str(corr) + " on " + str(i) + " and " + str(counter) + ".") 
          print("Something went wrong. Correlations calculated were either above 1 or below -1.")
        elif(corr > f or corr < f):
          rand_int = randint(1, 100)
          if(rand_int > 50):
            correlations[counter] = corr
            percent_rand_one += 1
          else:
            correlations[i] = corr          
            percent_rand_zero += 1

Any advice or thoughts?


Solution

  • Figured it out...and this is the weirdest thing. I just needed to flip the axis.

      # Create correlations.
      dataset_normalized_switched = np.swapaxes(dataset_normalized, 0, 1)
      columns = dataset_normalized_switched.shape[0] ### This is the major change...
      ms = dataset_normalized_switched.mean(axis=1)[(slice(None, None, None), None)]
      datam = dataset_normalized_switched - ms
      datass = np.sqrt(scipy.stats.ss(datam, axis=1))
      correlations = {}
      for i in range(columns):
        temp = np.dot(datam[i:], datam[i].T)
        with warnings.catch_warnings():
          warnings.filterwarnings('ignore')
          rs = temp / (datass[i:] * datass[i])
          correlations[i] = [(index + i) for index, value in enumerate(rs) if (index != 0 and abs(value) < 1.1 and abs(value) > f)]