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Can Python Optimize A Variable To Get Max Pearson's Correlation Coefficient?

If I have pandas dataframe includes 3 columns Col1 & Col2& Col3 and I need to get max Pearson's correlation coefficient between Col2 and Col3 By considering the values in C

Solution 1:

This should work

import pandas as pd
import numpy as np
from scipy.optimize import minimize

# dataframe with 20 rows
df = pd.DataFrame(data=np.random.randn(20,3), 
                  columns=['Col1', 'Col2', 'Col3'])

# cost function
def cost_fun(B_array, df):
    B = B_array[0]
    new_col1 = np.power((df['Col1']), B)
    new_col2 = np.array(df['Col2']) * new_col1
    col3 = np.array(df['Col3'])
    pearson = np.corrcoef(new_col2, col3)[1,0]
    return -1*pearson # multiply by -1 to get max

# initial value
B_0 = 1.1

# run minimizer
res = minimize(cost_fun, [B_0], args=(df), 
               options={"maxiter": 100,
                        "disp": True})
# results
print(res)

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