Data ranking from correlation

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I am trying to rank feature’s importance in a dataset by calculating its correlation with the target. Interestingly, after calculating pearsons correlation and the mutual information coefficient and ranking feature importance according to both methods, the 2 rankings seem to be completely uncorrelated. I understand that there are nuances that one method is able to grasp that the other isn’t nevertheless when I run spearmans correlation test on the 2 resulting ranks, the result vividly indicate the data comes from 2 distinct distributions. Anyone has any idea why might this happen?


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