Checking for feature correlation
Question
Suppose you're given a matrix of features:
[[1, 1, 1], [2, 2, 0], [3, 3, 1], [4, 4, 0], [5, 5, 1], [6, 6, 0], [7, 7, 1], [8, 7, 0], [9, 7, 1]]
Given this matrix, assess whether any two of the features are highly correlated (>0.95 correlation in this case), and drop the extra column.