36+ Why Remove Highly Correlated Variables

The article will contain one example. You cant remove a correlation.


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I have a huge dataframe 5600 X 6592 and I want to remove any variables that are correlated to each other more than 099 I do know how to do this the long way step by step ie.

. That is a simple fact. It is only when the correlation is so strong that they do not convey extra information. Remove Highly Correlated Variables from Data Frame in R Example In this R tutorial youll learn how to delete columns with a very high correlation.

This is both a function of the strength of. You do not want to remove all correlated variables. Correlation and Redundancy even highly correlated variables could have non-redundant.

For some models such as regression a Pearson Correlation matrix is obtained and one of any pair of features that are highly correlated are dropped to improve the results. Popular answers 1 8th Dec 2016 Stephen Joy Albertus Magnus College If they are correlated they are correlated. Since you have a classification problem the following is relevant.


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