In feature selection (for a regression problem), can features that are negatively correlated with the target variable be chosen to predict the target?
I don't think negative correlation means the predictor does not provide any information about the target.
Some feature selection methods (like Filter method) are based on using only those predictors that have high correlation to the target variable, and dropping those with low correlation.
My question is - shouldn't negative correlated features also be considered? I think the problem of feature selection should be whether a feature is "simply correlate " with the target or not, rather than whether it is a Positive/Negative correlation. Am I right? Can someone please clear my confusion?