cancel
Showing results for 
Search instead for 
Did you mean: 

How to do not create derived features in time series model?

cookie_yamyam
Linear Actuator

How to do not create derived features in time series model?

Hello,

 

I created Time Series model and got a bunch of derived features.

I don't want to generate derived features in Time Series model.

Is there an option to avoid generating derived features?

Labels (1)
0 Kudos
3 Replies
Andrew_Kruchko
Data Scientist
Data Scientist

Hello

 

It's possible to set all the features as "do not derive" under the advanced options section on the UI before the project starts. Alternatively, the option default_to_do_not_derive can be set to True, if you use the python client.

import datatrobot as dr
spec = dr.DatetimePartitioningSpecification(default_to_do_not_derive=True)

 

Anyway, DataRobot will use the first lag for all numerical features except the target to avoid leakage.

I cannot find "do not derive" under the advanced option.

0 Kudos
Andrew_Kruchko
Data Scientist
Data Scientist

The exact option name is Exclude features from derivation. Sorry for the confusion.

Andrew_Kruchko_0-1657617796051.png