A Machine Learning Specialist is building a prediction model for a large number of features using linear models, such as linear regression and logistic regression. During exploratory data analysis, the Specialist observes that many features are highly correlated with each other. This may make the model unstable. What should be done to reduce the impact of having such a large number of features?
- APerform one-hot encoding on highly correlated features.
- BUse matrix multiplication on highly correlated features.
- CCreate a new feature space using principal component analysis (PCA) (correct answer)
- DApply the Pearson correlation coefficient.
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The correct answer is C. Option C: Create a new feature space using principal component analysis (PCA).