ml.net-8.cs

private static void ReportOnFeatureImportance(MLContext context, ITransformer model, IDataView data)
{
    ...
    var results = featureNames
        .Select((t, i) => new FeatureImportance
            {
                Name = t,
                RSquaredMean = Math.Abs(permutationMetrics[i].RSquared.Mean),
                CorrelationCoefficient = CalculateSingleFactorCorrelationCoefficient(context, data, t)
            })
        .OrderByDescending(x => x.RSquaredMean);
    ...
}

private static double CalculateSingleFactorCorrelationCoefficient(MLContext context, IDataView data, string featureColumn)
{
  return CalculateCorrelationCoefficientBetweenValues(GetSingleColumn(context, data, featureColumn), GetSingleColumn(context, data, PredictionLabel));
}

private static IEnumerable<float> GetSingleColumn(IHostEnvironment context, IDataView data, string columnName)
{
  return data.GetColumn<float>(context, columnName);
}

private static double CalculateCorrelationCoefficientBetweenValues(IEnumerable<float> featureColumn, IEnumerable<float> resultColumn)
{
  return StatsHelper.ComputeCorrellationCoefficent(featureColumn.ToArray(), resultColumn.ToArray());
}