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Heterogeneous Pearson Correlation Coefficient

Introduction

Pearson Correlation Coefficient is a measure of the linear correlation between two variables, X and Y, defined as,

img/pearson.png

Let

img/standard.png

then,

img/rewrited.png

Implementation Detail

We use an MPC protocol called SPDZ for Heterogeneous Pearson Correlation Coefficient calculation. For more details, one can refer to [README].

Param

.. automodule:: federatedml.param.pearson_param
   :members:

How to Use

params:
column_indexes:-1 or list of int. If -1 provided, all columns are used for calculation. If a list of int provided, columns with given indexes are used for calculation.
column_names:names of columns use for calculation.

Note

if both params are provided, the union of columns indicated are used for calculation.
examples:

There is an example :download:`[conf] <../../../../examples/dsl/v2/hetero_pearson/test_conf.json>` and :download:`[dsl] <../../../../examples/dsl/v2/hetero_pearson/test_dsl.json>`