>One competitor found that the difference between two of the features, specifically f527 — f528 I read through the thread where f527 — f528 was discovered, and

>One competitor found that the difference between two of the features, specifically f527 — f528 I read through the thread where f527 — f528 was discovered, and mostly the finding was that those two features alone were very predictive. Further research found that the two features are highly correlated, but negative of each other. See the write-up of the winner here: https://storage.googleapis.com/kaggle-forum-message-attachments/41007/1148/Josef_Feigl_Documentation.pdf https://storage.googleapis.com/kaggle-forum-message-attachme... >Yasser Tabandeh posted a pair of features, f527 and f528, which can be used to achieve a very high classification accuracy ([1]). Furthermore f527 and f528 are very highly correlated. However, it is not needed to keep both features. Their difference f527 − f528 contains the same amount of information He also explains his method of finding other pairs of "golden" features in a 2-step iterative process. Original thread: https://www.kaggle.com/c/loan-default-prediction/discussion/7115 https://www.kaggle.com/c/loan-default-prediction/discussion/...