3 min readProbability Foundations
The Two Features That Look Like Noise
A variable that determines another with a correlation of exactly 0.0000000000, and a pair of features whose every pairwise mutual information with the target is exactly zero while the two together determine it completely. Univariate screening discards both, and the second case is the one that matters: the features it removes are removed because they matter.
Machine LearningMathematics