Using correlation matrix for feature selection

Hi Mehmed,

my personal experience is that only using correlation coefficients can be a great start for sure, but often it’s just not sufficient:


What I mean with it: correlation just captures the linear dependency between features, but you can also have highly structured patterns that are not indicated by just looking at the Pearson correlation coefficient (e.g. when they are highly non-linear):

Hope that helps, @mehmet_baki_deniz!

Best regards