Using over a million and a half extragalactic spectra from the Sloan Digital Sky Survey we study the correlations of the Diffuse Interstellar Bands (DIBs) in the Milky Way. We measure the correlation between DIB strength and dust extinction for 142 DIBs using 24 stacked spectra in the reddening range E(B − V ) < 0.2, many more lines than ever studied before. Most of the DIBs do not correlate with dust extinction. However, we find 10 weak and barely studied DIBs with correlations that are higher than 0.7 with dust extinction and confirm the high correlation of additional 5 strong DIBs. Furthermore, we find a pair of DIBs, 5925.9Å and 5927.5Å, which exhibits significant negative correlation with dust extinction, indicating that their carrier may be depleted on dust. We use Machine Learning algorithms to divide the DIBs to spectroscopic families based on 250 stacked spectra. By removing the dust dependency we study how DIBs follow their local environment. We thus obtain 6 groups of weak DIBs, 4 of which are tightly associated with C 2 or CN absorption lines.