Programming the statistical procedures from SAS

hpreduce for variable selection, does it only select variables linearly correlated with target?

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hpreduce for variable selection, does it only select variables linearly correlated with target?

[ Edited ]

when using HPReduce in for Supervised variable selection, will the variables selected are linearly correlated with y?

 

how about unsupervised variable selection?  does it only exclude linearly correlated variables?

 

Thank you for your help!

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