Pearson Correlation Coefficient and Cosine Similarity can measure the correlation between two varialbes, both of them are in [-1, 1]. In this tutorial, we will discuss the relationship between them.
As to pearson correlation coefficient, it is defined as:
As to cosine similarity, it is defined as:
We can find:
It means pearson correlation coefficient is the cosine similarity between centered versions of \(x\) and \(y\).