I am at the feature selection phase of my project but I have my vectorised data. Is there a way to find highly correlated features and then remove them? After this I would then like to remove features that are not greatly important.
Im using tweets for my project and have done various pre-processing techniques. I lemmatised my data and then vectorised and store the vectorised data under 'X'. I now have to find the highly correlated features within X and then remove them.