FastPropTimeSeries(horizon=0.0, memory=0.0, self_join_keys=None, ts_name='', allow_lagged_targets=True, aggregation=None, loss_function='SquareLoss', n_most_frequent=0, num_features=200, num_threads=0, silent=True)¶
Generates simple features based on Deep Feature Synthesis.
FastPropModelgenerates simple and easily interpretable features for relational data and time series. It is based on a simple, brute-force approach known as Deep Feature Synthesis.
FastPropModelgenerates a large number of features and selects the most relevant ones based on the pair-wise correlation with the target(s).
horizon (float, optional):
The period of time you want to look ahead to generate the predictions.
memory (float, optional):
The period of time you want to the to look back until the algorithm “forgets” the data. If you set memory to 0.0, then there will be no limit.
self_join_keys (List[str], optional):
A list of the join keys to use for the self join. If none are passed, then the self join will take place on the entire population table.
ts_name (str, optional):
The name of the time stamp column to be used. If none is passed, then the row ID will be used.
allow_lagged_targets (bool, optional):
In some time series problems, it is allowed to aggregate over target variables from the past. In others, this is not allowed. If allow_lagged_targets is set to True, you must pass a horizon that is greater than zero, otherwise you would have a data leak (an exception will be thrown to prevent this).
Mathematical operations used by the automated feature learning algorithm to create new features.
Must be from
Objective function used by the feature learning algorithm to optimize your features. For regression problems use
SquareLossand for classification problems use
num_features (int, optional):
Number of features generated by the feature learning algorithm. Range: [1, \(\infty\)]
n_most_frequent (int, optional):
FastPropModelcan find the N most frequent categories in a categorical column and derive features from them. The parameter determines how many categories should be used. Range: [0, \(\infty\)]
num_threads (int, optional):
Number of threads used by the feature learning algorithm. If set to zero or a negative value, the number of threads will be determined automatically by the getML engine. Range: [\(0\), \(\infty\)]
silent (bool, optional):
Controls the logging during training.
# Our forecast horizon is 0. # We do not predict the future, instead we infer # the present state from current and past sensor data. horizon = 0.0 # We do not allow the time series features # to use target values from the past. # (Otherwise, we would need the horizon to # be greater than 0.0). allow_lagged_targets = False # We want our time series features to only use # data from the last 15 minutes memory = getml.data.time.minutes(15) feature_learner = getml.feature_learning.FastPropTimeSeries( ts_name="date", horizon=horizon, memory=memory, allow_lagged_targets=allow_lagged_targets, loss_function=getml.feature_learning.loss_functions.CrossEntropyLoss ) predictor = getml.predictors.XGBoostClassifier(reg_lambda=500) pipe = getml.pipeline.Pipeline( tags=["memory=15", "no ts_name", "dfs"], feature_learners=[feature_learner], predictors=[predictor] ) pipe.check(data_train) pipe = pipe.fit(data_train) predictions = pipe.predict(data_test) scores = pipe.score(data_test)
Checks both the types and the values of all instance variables and raises an exception if something is off.