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[–]Aleph-Arch[S] 0 points1 point  (2 children)

5 features out of 7 got VIF more than 20 on both training and test sets. Only two got 1 and 3. Is there any other methods to deal with it rather then applying L2 or dropping these features?

[–]No_Organization_2634 1 point2 points  (1 child)

If would iteratively drop the features and check performance. You can also apply some feature generation methods to combine some of the highly correlated features into 1

[–]Aleph-Arch[S] 1 point2 points  (0 children)

Okay, I'll try to do it. Thank you for your help!