Alex
Alex

Reputation: 1994

Dose normalization help to get better correlation?

I have a set of numeric features and I would like to use then to predict the price of product. I didn't get any meaningful correlation between the features and the price. Can I improve the correlation by normalizing the features?

Upvotes: 0

Views: 43

Answers (1)

lejlot
lejlot

Reputation: 66795

If you are just testing corr(x_i, y), where y is price, and x_i is i'th feature, then no, you cannot improve this value by normalization, as correlation is affine transformations invariant, meaning that for any choice of a, b, c, d > 0

corr(a + bx_i, c + dy) = corr(x_i, y)

Upvotes: 2

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