Removing redundant variables using correlation matrices

In this recipe we will remove redundant variables by building a correlation matrix that identifies highly correlated variables.

Getting ready

This recipe uses the datafile, nasadata.txt and the stream file, recipe_variableselection_correlations.str.

You will need a copy of Microsoft Excel to visualize the correlation matrix.

How to do it...

To remove redundant variables using correlation matrices:

1. Open the stream, recipe_variableselection_correlations.str by navigating to File | Open Stream.
2. Make sure the datafile points to the correct path to the file nasadata.txt.
3. Open the Type node named Correlation Types. Notice that there are several variables of type continuous whose direction values have been set to Input, and a single continuous variable has its direction set to Target. The variable set to Target can be any variable that won't be an input to the model. If you don't have a good candidate, you can create a random variable and...