Feature Selection



Hi All

I am reading an article, I don't understand a part of it.
It says:
"The original data set consists of features that are partly highly
correlated. Therefore, the number of features were reduced by
excluding features with a correlation higher than 0.4. This led to a
smaller data set of 21 features."

What does it mean by "excluding features with a correlation higher
than 0.4"?
I know autocorrelation matrix. Does it has anything to do with it? If
it is so, how?

Thanks in advance

.



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