Correlation Matrix Example

import pandas as pd
import matplotlib.pyplot as plt
import seaborn as sns
import numpy as np
from sklearn.datasets import load_breast_cancer
sns.set()
data = load_breast_cancer()
breast_cancer_df = pd.DataFrame(data['data'])
breast_cancer_df.columns = data['feature_names']
breast_cancer_df['target'] = data['target']
breast_cancer_df['diagnosis'] = [data['target_names'][x] for x in data['target']]
sns.set()
corr = breast_cancer_df[list(data['feature_names'])].corr(method='pearson')

f, ax = plt.subplots(figsize=(11, 9))
cmap = sns.diverging_palette(220, 10, as_cmap=True)
mask = np.zeros_like(corr, dtype=np.bool)
mask[np.triu_indices_from(mask)] = True

sns.heatmap(corr,mask=mask, cmap=cmap, vmax=.3, center=0,
            square=True, linewidths=.5, cbar_kws={"shrink": .5})