How are two linear models with features f1 and (C-f1) similar or different?
I am training a linear model. I'm planning to update this model every month. I have two perfectly correlated features such that f1+f2=C, where C is a constant. Since I cannot include both, I will be including just f1. I have a dashboard where I am showcasing the results.
If I want to see the effect of both features, What should I do?.or How do I interpret the result of f2 given the coefficient and feature importance of f1.
I'm using SHAP values to find the feature importance. Does relative feature importance change if I switch between f1 and f2.
Topic shap machine-learning-model linear-regression
Category Data Science