Plot correlation matrix using pandas

I have a data set with huge number of features, so analysing the correlation matrix has become very difficult. I want to plot a correlation matrix which we get using dataframe.corr() function from pandas library. Is there any built-in function provided by the pandas library to plot this matrix?

You can use pyplot.matshow() from matplotlib:

import matplotlib.pyplot as plt

plt.matshow(dataframe.corr())
plt.show()

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Edit:

In the comments was a request for how to change the axis tick labels. Here's a deluxe version that is drawn on a bigger figure size, has axis labels to match the dataframe, and a colorbar legend to interpret the color scale.

I'm including how to adjust the size and rotation of the labels, and I'm using a figure ratio that makes the colorbar and the main figure come out the same height.

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EDIT 2: As the df.corr() method ignores non-numerical columns, .select_dtypes(['number']) should be used when defining the x and y labels to avoid an unwanted shift of the labels (included in the code below).

f = plt.figure(figsize=(19, 15))
plt.matshow(df.corr(), fignum=f.number)
plt.xticks(range(df.select_dtypes(['number']).shape[1]), df.select_dtypes(['number']).columns, fontsize=14, rotation=45)
plt.yticks(range(df.select_dtypes(['number']).shape[1]), df.select_dtypes(['number']).columns, fontsize=14)
cb = plt.colorbar()
cb.ax.tick_params(labelsize=14)
plt.title('Correlation Matrix', fontsize=16);

If your main goal is to visualize the correlation matrix, rather than creating a plot per se, the convenient pandas styling options is a viable built-in solution:

import pandas as pd
import numpy as np

rs = np.random.RandomState(0)
df = pd.DataFrame(rs.rand(10, 10))
corr = df.corr()
corr.style.background_gradient(cmap='coolwarm')
# 'RdBu_r', 'BrBG_r', & PuOr_r are other good diverging colormaps

Note that this needs to be in a backend that supports rendering HTML, such as the JupyterLab Notebook.

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Styling

You can easily limit the digit precision:

corr.style.background_gradient(cmap='coolwarm').set_precision(2)

Or get rid of the digits altogether if you prefer the matrix without annotations:

corr.style.background_gradient(cmap='coolwarm').set_properties(**{'font-size': '0pt'})

The styling documentation also includes instructions of more advanced styles, such as how to change the display of the cell the mouse pointer is hovering over.

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Time comparison

In my testing, style.background_gradient() was 4x faster than plt.matshow() and 120x faster than sns.heatmap() with a 10x10 matrix. Unfortunately it doesn't scale as well as plt.matshow(): the two take about the same time for a 100x100 matrix, and plt.matshow() is 10x faster for a 1000x1000 matrix.

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Saving

There are a few possible ways to save the stylized dataframe:

• Return the HTML by appending the render() method and then write the output to a file.
• Save as an .xslx file with conditional formatting by appending the to_excel() method.
• Combine with imgkit to save a bitmap
• Take a screenshot (like I have done here).

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Normalize colors across the entire matrix (pandas >= 0.24)

By setting axis=None, it is now possible to compute the colors based on the entire matrix rather than per column or per row:

corr.style.background_gradient(cmap='coolwarm', axis=None)

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Single corner heatmap

Since many people are reading this answer I thought I would add a tip for how to only show one corner of the correlation matrix. I find this easier to read myself, since it removes the redundant information.

# Fill diagonal and upper half with NaNs
mask = np.zeros_like(corr, dtype=bool)
mask[np.triu_indices_from(mask)] = True
corr[mask] = np.nan
(corr
 .style
 .background_gradient(cmap='coolwarm', axis=None, vmin=-1, vmax=1)
 .highlight_null(null_color='#f1f1f1')  # Color NaNs grey
 .set_precision(2))

Seaborn's heatmap version:

import seaborn as sns
corr = dataframe.corr()
sns.heatmap(corr, 
            xticklabels=corr.columns.values,
            yticklabels=corr.columns.values)

Try this function, which also displays variable names for the correlation matrix:

def plot_corr(df,size=10):
    """Function plots a graphical correlation matrix for each pair of columns in the dataframe.

    Input:
        df: pandas DataFrame
        size: vertical and horizontal size of the plot
    """

    corr = df.corr()
    fig, ax = plt.subplots(figsize=(size, size))
    ax.matshow(corr)
    plt.xticks(range(len(corr.columns)), corr.columns)
    plt.yticks(range(len(corr.columns)), corr.columns)

You can observe the relation between features either by drawing a heat map from seaborn or scatter matrix from pandas.

Scatter Matrix:

pd.scatter_matrix(dataframe, alpha = 0.3, figsize = (14,8), diagonal = 'kde');

If you want to visualize each feature's skewness as well - use seaborn pairplots.

sns.pairplot(dataframe)

Sns Heatmap:

import seaborn as sns

f, ax = pl.subplots(figsize=(10, 8))
corr = dataframe.corr()
sns.heatmap(corr, mask=np.zeros_like(corr, dtype=np.bool), cmap=sns.diverging_palette(220, 10, as_cmap=True),
            square=True, ax=ax)

The output will be a correlation map of the features. i.e. see the below example.

The correlation between grocery and detergents is high. Similarly:

Pdoducts With High Correlation:

1. Grocery and Detergents.

Products With Medium Correlation:

1. Milk and Grocery
2. Milk and Detergents_Paper

Products With Low Correlation:

1. Milk and Deli
2. Frozen and Fresh.
3. Frozen and Deli.

From Pairplots: You can observe same set of relations from pairplots or scatter matrix. But from these we can say that whether the data is normally distributed or not.

Note: The above is same graph taken from the data, which is used to draw heatmap.

For completeness, the simplest solution i know with seaborn as of late 2019, if one is using Jupyter:

import seaborn as sns
sns.heatmap(dataframe.corr())

Surprised to see no one mentioned more capable, interactive and easier to use alternatives.

A) You can use plotly:

1. Just two lines and you get:

2. interactivity,

3. smooth scale,

4. colors based on whole dataframe instead of individual columns,

5. column names & row indices on axes,

6. zooming in,

7. panning,

8. built-in one-click ability to save it as a PNG format,

9. auto-scaling,

10. comparison on hovering,

11. bubbles showing values so heatmap still looks good and you can see values wherever you want:

import plotly.express as px

fig = px.imshow(df.corr())
fig.show()

B) You can also use Bokeh:

All the same functionality with a tad much hassle. But still worth it if you do not want to opt-in for plotly and still want all these things:

from bokeh.plotting import figure, show, output_notebook
from bokeh.models import ColumnDataSource, LinearColorMapper
from bokeh.transform import transform
output_notebook()
colors = ['#d7191c', '#fdae61', '#ffffbf', '#a6d96a', '#1a9641']
TOOLS = "hover,save,pan,box_zoom,reset,wheel_zoom"
data = df.corr().stack().rename("value").reset_index()
p = figure(x_range=list(df.columns), y_range=list(df.index), tools=TOOLS, toolbar_location='below',
           tooltips=[('Row, Column', '@level_0 x @level_1'), ('value', '@value')], height = 500, width = 500)

p.rect(x="level_1", y="level_0", width=1, height=1,
       source=data,
       fill_color={'field': 'value', 'transform': LinearColorMapper(palette=colors, low=data.value.min(), high=data.value.max())},
       line_color=None)
color_bar = ColorBar(color_mapper=LinearColorMapper(palette=colors, low=data.value.min(), high=data.value.max()), major_label_text_font_size="7px",
                     ticker=BasicTicker(desired_num_ticks=len(colors)),
                     formatter=PrintfTickFormatter(format="%f"),
                     label_standoff=6, border_line_color=None, location=(0, 0))
p.add_layout(color_bar, 'right')

show(p)

You can use imshow() method from matplotlib

import pandas as pd
import matplotlib.pyplot as plt
plt.style.use('ggplot')

plt.imshow(X.corr(), cmap=plt.cm.Reds, interpolation='nearest')
plt.colorbar()
tick_marks = [i for i in range(len(X.columns))]
plt.xticks(tick_marks, X.columns, rotation='vertical')
plt.yticks(tick_marks, X.columns)
plt.show()

If you dataframe is df you can simply use:

import matplotlib.pyplot as plt
import seaborn as sns

plt.figure(figsize=(15, 10))
sns.heatmap(df.corr(), annot=True)

statmodels graphics also gives a nice view of correlation matrix

import statsmodels.api as sm
import matplotlib.pyplot as plt

corr = dataframe.corr()
sm.graphics.plot_corr(corr, xnames=list(corr.columns))
plt.show()

Along with other methods it is also good to have pairplot which will give scatter plot for all the cases-

import pandas as pd
import numpy as np
import seaborn as sns
rs = np.random.RandomState(0)
df = pd.DataFrame(rs.rand(10, 10))
sns.pairplot(df)

I think there are many good answers but I added this answer to those who need to deal with specific columns and to show a different plot.

import numpy as np
import seaborn as sns
import pandas as pd
from matplotlib import pyplot as plt

rs = np.random.RandomState(0)
df = pd.DataFrame(rs.rand(18, 18))
df= df.iloc[: , [3,4,5,6,7,8,9,10,11,12,13,14,17]].copy()
corr = df.corr()
plt.figure(figsize=(11,8))
sns.heatmap(corr, cmap="Greens",annot=True)
plt.show()

Form correlation matrix, in my case zdf is the dataframe which i need perform correlation matrix.

corrMatrix =zdf.corr()
corrMatrix.to_csv('sm_zscaled_correlation_matrix.csv');
html = corrMatrix.style.background_gradient(cmap='RdBu').set_precision(2).render()

# Writing the output to a html file.
with open('test.html', 'w') as f:
   print('<!DOCTYPE html><html lang="en"><head><meta charset="UTF-8"><meta name="viewport" content="width=device-widthinitial-scale=1.0"><title>Document</title></head><style>table{word-break: break-all;}</style><body>' + html+'</body></html>', file=f)

Then we can take screenshot. or convert html to an image file.

You can use heatmap() from seaborn to see the correlation b/w different features:

import matplot.pyplot as plt
import seaborn as sns

co_matrics=dataframe.corr()
plot.figure(figsize=(15,20))
sns.heatmap(co_matrix, square=True, cbar_kws={"shrink": .5})

Please check below readable code

import numpy as np
import seaborn as sns
import matplotlib.pyplot as plt
plt.figure(figsize=(36, 26))
heatmap = sns.heatmap(df.corr(), vmin=-1, vmax=1, annot=True)
heatmap.set_title('Correlation Heatmap', fontdict={'fontsize':12}, pad=12)```

  [1]: https://i.stack.imgur.com/I5SeR.png

corrmatrix = df.corr()
corrmatrix *= np.tri(*corrmatrix.values.shape, k=-1).T
corrmatrix = corrmatrix.stack().sort_values(ascending = False).reset_index()
corrmatrix.columns = ['Признак 1', 'Признак 2', 'Корреляция']
corrmatrix[(corrmatrix['Корреляция'] >= 0.7) + (corrmatrix['Корреляция'] <= -0.7)]
drop_columns = corrmatrix[(corrmatrix['Корреляция'] >= 0.82) + (corrmatrix['Корреляция'] <= -0.7)]['Признак 2']
df.drop(drop_columns, axis=1, inplace=True)
corrmatrix[(corrmatrix['Корреляция'] >= 0.7) + (corrmatrix['Корреляция'] <= -0.7)]