Confounding variables are a type of variable related to a model's independent and dependent variables. A variable must meet two conditions to be a confounder. One, it must be correlated with the independent variable. And two, it must be causally related to the dependent variable. A pretty classic example tasks you with collecting data on sunburns and ice cream consumptions. If we find that ice cream consumption goes up at the same time as instances of sunburn, are we meant to conclude that ice cream causes sunburn? One missing variable here is temperature as a proxy for the amount of sun as a confounding variable. The hotter it is, the more likely people are to eat ice cream, as well as get a sunburn as they spend more time outdoors. One of the challenges of modeling is that it is necessary to do an exhaustive search for possible confounding factors, as their absence could lead to certain algorithms to detect relationships that don't actually exist. By the same token, if the confounding factor is identified, but not properly handled by the algorithm in question, they could end up exaggerating relationships that do exist.