I would like to understand better how the relevance value is calculated in the Parameter Correlation component. Is there any theory or formula behind it?
Hi @FrancescoZ ,
Please refer the following link:
The relevance values obtained with R2 Contribution filtering WITHOUT Correlation filtering can be similar to relevance values obtained with R2 Contribution filtering WITH Correlation filtering. It's due to internal step of R2 Contribution filtering that starts with a first correlation filtering which is not driven by the relevance threshold exposed at UI level.
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