I’ve been working on a method to group features together like the old dataset
by making a correlation matrix with the training set, and clustering the columns together with k-means. This groups features together if they have similar behavior. I also tried doing this recursively by repeating the process with each new group to find sub groups.
The full experiment is in this notebook
Csv with feature groups here
I haven’t made any models that use these groups yet, but I’m curious if any of you would find