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WillKoehrsen / feature-selector

Feature selector is a tool for dimensionality reduction of machine learning datasets

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Multicollinear features

Rabia89 opened this issue · comments

commented

I have a dataset where the feature selector (identify_collinear) is identifying all of the features (3551 total features) are collinear. The output is:
3550 features with a correlation magnitude greater than 0.10.
3550 features with a correlation magnitude greater than 0.50.
3550 features with a correlation magnitude greater than 0.00.
3550 features with a correlation magnitude greater than 0.97.

Can you please help me in this regard?