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# Drop Highly Correlated Features

## Preliminaries

```
# Load libraries
import pandas as pd
import numpy as np
```

## Load Data

```
# Create feature matrix with two highly correlated features
X = np.array([[1, 1, 1],
[2, 2, 0],
[3, 3, 1],
[4, 4, 0],
[5, 5, 1],
[6, 6, 0],
[7, 7, 1],
[8, 7, 0],
[9, 7, 1]])
# Convert feature matrix into DataFrame
df = pd.DataFrame(X)
# View the data frame
df
```

0 | 1 | 2 | |
---|---|---|---|

0 | 1 | 1 | 1 |

1 | 2 | 2 | 0 |

2 | 3 | 3 | 1 |

3 | 4 | 4 | 0 |

4 | 5 | 5 | 1 |

5 | 6 | 6 | 0 |

6 | 7 | 7 | 1 |

7 | 8 | 7 | 0 |

8 | 9 | 7 | 1 |

## Identify Highly Correlated Features

```
# Create correlation matrix
corr_matrix = df.corr().abs()
# Select upper triangle of correlation matrix
upper = corr_matrix.where(np.triu(np.ones(corr_matrix.shape), k=1).astype(np.bool))
# Find index of feature columns with correlation greater than 0.95
to_drop = [column for column in upper.columns if any(upper[column] > 0.95)]
```

## Drop Marked Features

```
# Drop features
df.drop(df[to_drop], axis=1)
```

0 | 2 | |
---|---|---|

0 | 1 | 1 |

1 | 2 | 0 |

2 | 3 | 1 |

3 | 4 | 0 |

4 | 5 | 1 |

5 | 6 | 0 |

6 | 7 | 1 |

7 | 8 | 0 |

8 | 9 | 1 |

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