A feature highly correlated with target variable What if one of the predictor variables is highly correlated with the target variable (say 0.9), what should we do? Should we drop it or keep it to build the prediction model(classification or regression)?
You should keep it, the higher the correlation with the target variable - the better the feature.
BUT - you should also make sure this correlation is &quot;real&quot;, i.e. not due to data leakage.
(the answer was written using @GeoMatt22 and @Ubikuity comments.)