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

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?

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3 Replies

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

Andrew_Kruchko_0-1657617796051.png

 

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

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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.