i have created some new features for my model. I found people use kde plot to find out the correlation between the created feature and the target variable, but I am not really sure how to find the correlation from kde.

Any help on how to interpret the correlation from kde plot will very helpful

up vote 0 down vote accepted

CoreyLevinson on kaggle answered my question. I am simply adding the explaination.

The kde shows the density of the feature for each value of the target. There are usually 2 colored humps representing the 2 values of TARGET. If the humps are well-separated and non-overlapping, then there is a correlation with the TARGET. If the humps are overlapping a lot, then that means the feature is not well-correlated with the TARGET, because the TARGET is equally as common on those values of the feature.

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