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What remove for similar features #33

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Sandy4321 opened this issue Dec 6, 2019 · 2 comments
Open

What remove for similar features #33

Sandy4321 opened this issue Dec 6, 2019 · 2 comments

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@Sandy4321
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May you clarify what are you doing with colinear features
What you remove from let's say 3 similar features
Which one?
@hppy139
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hppy139 commented Oct 29, 2020 •
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Facing the same question. @Sandy4321
Unfortunately, in your example, the code to_drop = [column for column in upper.columns if any(upper[column].abs() > correlation_threshold)](in line 201 of feature_selector.py) will remove 2 features, remaining the 1st feature in the upper triangular correlation matrix.
Does it?

@Sandy4321
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any answer pls

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@Sandy4321 @hppy139