A simple Python library for dealing with collinear variables

Collinearity is a very common problem in machine learning projects. It is the correlation between the features of a dataset and it can reduce the performance of our models because it increases variance and the number of dimensions. It becomes worst when you have to work with unsupervised models.

In order to solve this problem, I’ve created a Python library that removes the collinear features.

What is collinearity?

How to remove collinearity

“Collinearity” package

Conclusions

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