In a credit scoring model, three out of fifteen features have unusually high Information Values (IV). These values are 1.0, 1.2, and 1.5. According to statistical theory, the maximum IV threshold should be 0.5. Values exceeding this limit suggest potential data leakage and require thorough investigation. Despite multiple checks on the features and the data pipeline, no evidence of data leakage has been found. The question remains whether these high IV values are normal or if further investigation is necessary to ensure the integrity of the model.
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