Evaluating Correlation | Introduction to Data Mining | Part 18
Skills:
ML Maths Basics80%
Key Takeaways
This video teaches correlation evaluation and visualization in data mining
Full Transcript
the last another very common one that I'm sure Ron in particular is very familiar with as a statistician is correlation so correlation measures essentially the linear relationship between the objects it tells us if as attribute or as object as object P the if object P and Q move together it's kind of the way to think about it so what we do is this is we standardize each of the objects attributes and then we take their dot product and it gives us a value between 1 and negative 1 so it's not exactly so it's not exactly a standard similarity measurement that describes though we can square it and then it becomes between 0 and 1 then becomes a standard similarity measurement that's sometimes called the coefficient of determination sorry R is the coefficient of determination R squared is the correlation I don't remember my statistics class as well enough I apologize the two tend to get used in data science very interchangeably so here for those of you who haven't had some that much statistics or who don't remember is a visual example of our correlations so when correlation is negative 1 which is the highest possible value it was the lowest possible value we have a very linear relationship as one object goes up the other comes down whatever up and down happened to mean in this context and where the correlation of 1 we have the objects are going up together or coming down together and as we get too small to correlations that are closer to 0 we can see that this data has very little clearly has very little relationship where as we get closer to 1 and negative 1 we see a sharper and sharper linear relationship between the two correlation is often used as a metric for is one of the metrics that we use to to evaluate regression models so we'll talk about it more in that context I just wanted to make sure we introduced it to people that heard the word if you haven't had a if you haven't had much of a statistics background or it's been a while
Original Description
In this Data Mining Fundamentals tutorial, we continue our discussion on similarity and dissimilarity discuss correlation and visually evaluate it. Correlation measures the linear relationship between objects, and to visually evaluate correlation, you will need to build a scatter plot.
Table of Contents:
0:05 Correlation
1:28 Visually evaluating correlations
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