Categorical data - how to handle Few questions on categorical data. Need suggestions / pointers:


How can we check for correlation between categorical features and target or between the features themselves?
How about correlation between cat and num features?
How can we find cases where the target has a dependency on a combination of categorical features, but may not show corr with individual features?
Can we handle scenarios where, test data has a categorical feature value that is not present in training data?
If the categorical variable is binary(like e.g sex) you try 
Point biserial correlation coefficient.
Or recode levels of var(woman->1, man->0) and use pearson correlation. Recoding it's a risky way because of you indicate order(woman>man). You should be aware of that.

Also $\chi^{2}$ test is used to determine whether an association (or relationship) between 2 categorical variables.

To find association between categorical and numerical variable
try perform One-way ANOVA test.