Indicates a variable that is so highly correlated to the outcome that it must be examined for possible data leakage. Leakage occurs when the data used to train your model includes one or more variables that contain the information that you are trying to predict.
Note Einstein Discovery stories are now models. We wish we could snap our fingers to update
the name everywhere, but you can expect to see the previous name in a few places until we
replace it.
Actions to Consider
A very high correlation (especially greater than 80%) can indicate possible data leakage. Consider excluding a variable from the model if, for example:
- there is an obvious mathematical relationship between this variable and the outcome (for example Cost and Price), or
- if the variable is known only after the outcome is known (for example Reason for Churn in a customer churn analysis)
Detection Methodology
Einstein Discovery raises this data alert for a variable when its R-squared value with the outcome variable exceeds 0.3.