Does lightGBM handle multicollinearity?
I have a dataset after feature selection of around 6500 features and 10,000 data rows. I am using LightGBM model. I want to know if I should check the feature set for multicollinearity. If two or more features are correlated how does it affect the tree building and classification prediction How does LightGBM deal with multicollinearity? Does it have any adverse effects?
Topic lightgbm boosting correlation machine-learning
Category Data Science