Now this is a topic I desperately need. Can anyone here by any chance explain why would one choose predictors in multilinear regression that are NOT correlated to the target? I am having trouble understanding paper [1] where authors avoid using predictors that are correlated to target. Target is ozone concentration shown by referent instrument and predictors are low cost sensor outputs.
[1] https://www.sciencedirect.com/science/article/pii/S092540051... Section 4.1 about ozone predictors