pearsonr

https://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.pearsonr.html#scipy.stats.pearsonr

https://discuss.pytorch.org/t/use-pearson-correlation-coefficient-as-cost-function/8739

import torch
def pearsonr_torch(x,y):
    vx = x - torch.mean(x) 
    vy = y - torch.mean(y) 
    cost = torch.sum(vx * vy) / (torch.sqrt(torch.sum(vx ** 2)) * torch.sqrt(torch.sum(vy ** 2)))
    return cost