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共线性检测
请问共线性检测是计算方差膨胀系数吗?输出结果是保留某个特征,对应的删除某个特征,这个依据是什么?
See this link for more details:
https://scikit-learn.org/stable/auto_examples/inspection/plot_permutation_importance_multicollinear.html#handling-multicollinear-features