title: How to calculate correlation between all columns and remove highly correlated ones using pandas?
body: <p>I have a huge data set and prior to machine learning modeling it is always suggested that first you should remove highly correlated descriptors(columns) how can i calculate the column wice correlation and remove the column with a threshold value say remove all the columns or descriptors having  >0.8 correlation.  also it should retained the headers in reduce data.. </p>
  
  <p>Example data set </p>
  
  <pre><code> GA      PN       PC     MBP      GR     AP   
  0.033   6.652   6.681   0.194   0.874   3.177    
  0.034   9.039   6.224   0.194   1.137   3.4      
  0.035   10.936  10.304  1.015   0.911   4.9      
  0.022   10.11   9.603   1.374   0.848   4.566    
  0.035   2.963   17.156  0.599   0.823   9.406    
  0.033   10.872  10.244  1.015   0.574   4.871     
  0.035   21.694  22.389  1.015   0.859   9.259     
  0.035   10.936  10.304  1.015   0.911   4.5       
  </code></pre>
  
  <p>Please help.... </p>