In this post I will sometimes use a term “variable” for “feature”(“predictor”“) or”outcome“(”predicted value“”).

The question of variable dependencies for a particular data is quite important, because it can help to reduce an amount of predictors used for a model. Or it can tell us what feature is not helpful for a model construction, although it still can be used for engineering of another predictor. For example sometimes it is better to compute speed than to use distance values. In…