Collinearity is a huge problem for machine learning problems. It increases the dimensions of our dataset without increasing the amount of information. That's why I've created a Python library that can be used to remove collinearity from a dataset. I talk about this library in this podcast. 

Article: https://www.yourdatateacher.com/2021/06/28/a-python-library-to-remove-collinearity/ 

Pypi package: https://pypi.org/project/collinearity/ 

GitHub repo: https://github.com/gianlucamalato/collinearity