HighCorrRemoval
- class lightautoml.pipelines.selection.linear_selector.HighCorrRemoval(corr_co=0.98, subsample=100000, random_state=42, **kwargs)[source]
Bases:
lightautoml.pipelines.selection.base.SelectionPipeline
Selector to remove highly correlated features.
Del totally correlated feats to speedup L1 regression models. For sparse data cosine will be used. It’s not exact, but ok for remove very high correlations.
- perform_selection(train_valid)[source]
Select features to save in dataset during selection.
Method is used to perform selection based on features correlation. Should save
_selected_features
attribute in the end of working.- Parameters
train_valid (
Optional
[TrainValidIterator
]) – Classic cv-iterator.