Explanation of correlation distance metric calculation and use of decimal points in code

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😎 def correlDist(corr):
# A distance matrix based on correlation, where 0<=d[i,j]<=1
# This is a proper distance metric
dist = ((1 – corr) / 2.)**.5 # distance matrix
return dist

Explain why the distance metric is calculated like that and dist = 1 – corr would not be an orthodox way. Particularly, I’m intrigued by the division by 2. If you explain anything, give examples
πŸ€– The formula `dist = ((1 – corr) / 2.).5` is used to convert a correlation matrix into a distance matrix. Let’s break down the components of this formula to understand its significance and why `dist = 1 – corr` would not be as appropriate:

1.
Correlation Coefficient (`corr`): The correlation coefficient measures the degree of linear relationship between two variables. Its value ranges from -1 (perfect negative linear correlation) to +1 (perfect positive linear correlation). A value of 0 indicates no linear correlation.

2.
Transformation `1 – corr`: This transformation inverts the correlation scale, turning a high positive correlation into a low value and a high negative correlation into a high value. However, this transformation alone would range from 0 (perfect positive correlation) to 2 (perfect negative correlation).

3.
Division by 2 (`(1 – corr) / 2`): This step scales the range to be between 0 and 1. Now, 0 represents perfect positive correlation and 1 represents perfect negative correlation. This scaling is crucial because distance metrics conventionally range between 0 and 1 (or 0 and a finite positive number).

4.
Square Root (`.5`): Taking the square root ensures that the distance metric adheres to the properties of a Euclidean space, particularly the triangle inequality. This makes the metric behave more like a “traditional” distance, where the direct path between two points is always the shortest. Without the square root, the metric might violate this principle, especially when dealing with high-dimensional data.

### Why Not `dist = 1 – corr`?

Using `dist = 1 – corr` would create a simple inverse relationship with correlation, but this method has some drawbacks:

Range: The range would be -1 to 2, which is unconventional for distance metrics. Distance metrics are typically non-negative and bounded.
Euclidean Properties: This formula would not guarantee compliance with the triangle inequality, a core property of Euclidean distances. This can lead to unintuitive and mathematically problematic scenarios in clustering, optimization, and other analyses.

### Example

Consider two variables, X and Y, with a correlation coefficient of 0.8 (strong positive correlation). Using the provided formula:

– `dist = ((1 – 0.8) / 2).5 = (0.2 / 2).5 = 0.1.5 β‰ˆ 0.3162`

This distance is relatively small, reflecting the strong positive correlation. If the correlation were -0.8 (strong negative correlation):

– `dist = ((1 – (-0.8)) / 2)
.5 = (1.8 / 2).5 = 0.9.5 β‰ˆ 0.9487`

This distance is larger, indicating a lesser degree of similarity (in terms of linear correlation) between the variables.

In contrast, using `dist = 1 – corr` would yield 0.2 for a correlation of 0.8 and 1.8 for a correlation of -0.8, which does not fit well into the typical framework of distance metrics.
😎 OK, sounds good. Do you know why the person who wrote the code wrote β€œ2.” instead of β€œ2”? Is including the decimal point even when it’s obvious the number is an integer a typical practice or a typo
πŸ€– The inclusion of the decimal point in `2.` in the Python code `dist = ((1 – corr) / 2.).5` is intentional and represents a common practice in programming, particularly in languages like Python. It’s not a typo. Here’s why:

1.
Floating-Point Literal: Writing `2.` instead of `2` explicitly indicates that the number is a floating-point literal. In Python, `2` is an integer, while `2.` is a floating-point number. This distinction is important for the type of arithmetic operations performed.

2.
Type of Division: In Python, the type of the numbers involved in the division affects the result’s type:
– If both numbers are integers (e.g., `2`), Python 2 performs integer division by default, which can lead to floor division (truncating the decimal part). Python 3, however, will perform floating-point division even with integers.
– If at least one number is a floating-point number (e.g., `2.`), Python performs floating-point division, ensuring that the result includes any fractional part.

3.
Precision and Clarity: Using a floating-point literal ensures that the division is always floating-point division, regardless of the Python version. This can be particularly important in scientific and mathematical computations where precision is crucial.

4.
Coding Practices**: In some cases, programmers use floating-point literals to make the code’s intent clearer to anyone reading it. It signals that the value is meant to be a real number, not an integer, and that the division is intended to be floating-point division.

In summary, writing `2.` instead of `2` in Python is a deliberate choice to ensure floating-point division and maintain clarity and precision in the code. This practice is typical in programming, especially when working with languages that differentiate between integer and floating-point arithmetic.

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