delayed_feature_transformer¶

Module Contents¶

Classes Summary¶

DelayedFeatureTransformer

Transformer that delays input features and target variable for time series problems.

Contents¶

class evalml.pipelines.components.transformers.preprocessing.delayed_feature_transformer.DelayedFeatureTransformer(date_index=None, max_delay=2, delay_features=True, delay_target=True, gap=1, random_seed=0, **kwargs)[source]¶

Transformer that delays input features and target variable for time series problems.

Parameters

date_index (str) – Name of the column containing the datetime information used to order the data. Ignored.
max_delay (int) – Maximum number of time units to delay each feature. Defaults to 2.
delay_features (bool) – Whether to delay the input features. Defaults to True.
delay_target (bool) – Whether to delay the target. Defaults to True.
gap (int) – The number of time units between when the features are collected and when the target is collected. For example, if you are predicting the next time step’s target, gap=1. This is only needed because when gap=0, we need to be sure to start the lagging of the target variable at 1. Defaults to 1.
random_seed (int) – Seed for the random number generator. This transformer performs the same regardless of the random seed provided.

Attributes

hyperparameter_ranges	{}
model_family	ModelFamily.NONE
modifies_features	True
modifies_target	False
name	Delayed Feature Transformer
needs_fitting	False

Methods

`clone`	Constructs a new component with the same parameters and random state.
`default_parameters`	Returns the default parameters for this component.
`describe`	Describe a component and its parameters
`fit`	Fits the DelayFeatureTransformer.
`fit_transform`	Fits on X and transforms X
`load`	Loads component at file path
`parameters`	Returns the parameters which were used to initialize the component
`save`	Saves component at file path
`transform`	Computes the delayed features for all features in X and y.

clone(self)¶

Constructs a new component with the same parameters and random state.

Returns: A new instance of this component with identical parameters and random state.

default_parameters(cls)¶

Returns the default parameters for this component.

Our convention is that Component.default_parameters == Component().parameters.

Returns: default parameters for this component.
Return type: dict

describe(self, print_name=False, return_dict=False)¶

Describe a component and its parameters

Parameters

print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}

Returns

prints and returns dictionary

Return type

None or dict

fit(self, X, y=None)[source]¶

Fits the DelayFeatureTransformer.

Parameters

X (pd.DataFrame or np.ndarray) – The input training data of shape [n_samples, n_features]
y (pd.Series, optional) – The target training data of length [n_samples]

Returns

self

fit_transform(self, X, y)[source]¶

Fits on X and transforms X

Parameters

X (pd.DataFrame) – Data to fit and transform
y (pd.Series) – Target data

Returns

Transformed X

Return type

pd.DataFrame

static load(file_path)¶

Loads component at file path

Parameters: file_path (str) – Location to load file
Returns: ComponentBase object

property parameters(self)¶: Returns the parameters which were used to initialize the component

save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)¶

Saves component at file path

Parameters

file_path (str) – Location to save file
pickle_protocol (int) – The pickle data stream format.

Returns

None

transform(self, X, y=None)[source]¶

Computes the delayed features for all features in X and y.

For each feature in X, it will add a column to the output dataframe for each delay in the (inclusive) range [1, max_delay]. The values of each delayed feature are simply the original feature shifted forward in time by the delay amount. For example, a delay of 3 units means that the feature value at row n will be taken from the n-3rd row of that feature

If y is not None, it will also compute the delayed values for the target variable.

Parameters

X (pd.DataFrame or None) – Data to transform. None is expected when only the target variable is being used.
y (pd.Series, or None) – Target.

Returns

Transformed X.

Return type

pd.DataFrame

datetime_featurizer drop_null_columns