Can somebody please suggest what is the correct stage to remove correlated variables before feature engineering or after feature engineering ?
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When to remove correlated variables
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asked Aug 3 '18 at 5:01
bp89
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You should consider checking VIF(Variance Inflation Factor). Try removing features with higher VIF. Generally, it is preferred that VIF is below 10.
answered Aug 10 '18 at 18:41
Siddhi Kiran Bajracharya
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3397 bronze badges
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Determine the covariance, and do your initial work with the highest set.
answered Aug 7 '18 at 18:31
Richard Careaga
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When to remove correlated variables
up vote
14
down vote
Can somebody please suggest what is the correct stage to remove correlated variables before feature engineering or after feature engineering ?
asked Aug 3 '18 at 5:01
bp89
434 bronze badges
434 bronze badges
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You should consider checking VIF(Variance Inflation Factor). Try removing features with higher VIF. Generally, it is preferred that VIF is below 10.
answered Aug 10 '18 at 18:41
Siddhi Kiran Bajracharya
3397 bronze badges
3397 bronze badges
This is quite similar to my answer in datascience.stackexchange.com/questions/36634/… - Siddhi Kiran Bajracharya Aug 10 '18 at 19:15
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