Do I have to remove features with pairwise correlation even if I am doing a regularized logistic regression?

Normally we would remove features that have high pairwise correlation with another feature before performing regression. But is this step necessary if I am applying L2 regularized logistic regression (since the regularization algorithm would shrink the irrelevant feature coefficients to zero anyway)?

Topic lasso regularization regression logistic-regression

Category Data Science

1
answered at

Yes the L1 regularization will shrink the irrelevant feature coefficients to zero and hence it doesn't require feature selection. In fact it IS a commonly used feature selection technique. So basically you are performing feature selection!!

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