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How does EDA help catch target leakage?

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Answer

  • Look for features with suspicious high correlation to target: (1) any feature perfectly predictive by itself is suspect; (2) features generated after the target event should not exist at prediction time; (3) IDs / timestamps sometimes carry target information indirectly.
  • Cross-checks: check feature availability at inference time (would you have this feature when predicting?); check for target-derived aggregations (e.g., 'average order value' when predicting a churn outcome computed after the churn).
Check yourself — multiple choice
  • EDA can't catch leakage
  • Suspiciously high correlation + features that only exist post-outcome + target-derived aggregations — audit availability at inference time
  • Random search
  • Only classification

EDA leakage checks: high correlation + post-outcome features + target-derived aggregations.

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