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Multicollinearity occurs in a multi linear model where we have more than one predictor variables. So Multicollinearity exist when we can linearly predict one predictor variable (note not the target variable) from other predictor variables with significant degree of accuracy. It means two or more predictor variables are highly correlated. But not the vice versa means if there is low correlation among predictors then also multicollinearity may exist.
In R, stepAIC is one of the most commonly used search method for feature selection. We try to keep on minimizing the stepAIC value to come up with the final set of features. “stepAIC” does not necessarily means to improve the model performance, however it is used to simplify the model without impacting much on the performance. So AIC quantifies the amount of information loss due to this simplification. AIC stands for Akaike Information Criteria.
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