Which method should you use?

You are performing a filter based feature selection for a dataset 10 build a multi class classifies by using Azure Machine Learning Studio.

The dataset contains categorical features that are highly correlated to the output label column.

You need to select the appropriate feature scoring statistical method to identify the key predictors.

Which method should you use?
A . Chi-squared
B. Spearman correlation
C. Kendall correlation
D. Person correlation

View Answer

Answer: D

Explanation:

Pearson’s correlation statistic, or Pearson’s correlation coefficient, is also known in statistical models as the r value. For any two variables, it returns a value that indicates the strength of the correlation

Pearson’s correlation coefficient is the test statistics that measures the statistical relationship, or association, between two continuous variables. It is known as the best method of measuring the association between variables of interest because it is based on the method of covariance. It gives information about the magnitude of the association, or correlation, as well as the direction of the relationship.

Reference:

https://docs.microsoft.com/en-us/azure/machine-learning/studio-module-reference/filter-based-feature-selection

https://www.statisticssolutions.com/pearsons-correlation-coefficient/