我卡住了。使用Featuretools,我想要做的就是创建一个新列,它从我的数据集中将两列相加在一起,创建一个“堆叠”的类型的特性。对数据集中的所有列执行此操作。
我的代码如下所示:
# Define the function
def feature_engineering_dataset(df):
es = ft.EntitySet(id = 'stockdata')
# Make the "Date" index an actual column cuz defining it as the index below throws
# a "can't find Date in index" error for some reason.
df = df.reset_index()
# Save some columns not used in Featuretools to concat back later
dates = df['Date']
tickers = df['Ticker']
dailychange = df['DailyChange']
classes = df['class']
dataframe = df.drop(['Date', 'Ticker', 'DailyChange', 'class'],axis=1)
# Define the entity
es.entity_from_dataframe(entity_id='data', dataframe=dataframe, index='Date') # Won't find Date so uses a numbered index. We'll re-define date as index later
# Pesky warnings
warnings.filterwarnings("ignore", category=RuntimeWarning)
warnings.filterwarnings("once", category=ImportWarning)
# Run deep feature synthesis
feature_matrix, feature_defs = ft.dfs(n_jobs=-2,entityset=es, target_entity='data',
chunk_size=0.015,max_depth=2,verbose=True,
agg_primitives = ['sum'],
trans_primitives = []
)
# Now re-add previous columnes because featuretools...
df = pd.concat([dates, tickers, feature_matrix, dailychange, classes], axis=1)
df = df.set_index(['Date'])
# Return our new dataset!
return(df)
# Now run that defined function
df = feature_engineering_dataset(df)我不知道这里到底发生了什么,但我已经定义了2的深度,所以我的理解是,对于数据集中的每一对列,它都会创建一个新列,将两者相加在一起?
我最初的dataframes形状有3101列,当我运行这个命令时,它是Built 3098 features,最后的df在连接之后有3098列,这是不对的,它应该有我的所有原始特性,加上工程特性。
我怎么才能达到我想要的?特性工具页面和API文档上的示例非常令人困惑,并且处理了很多过时的示例,比如"time_since_last“Trans基元和其他似乎不适用于这里的东西。谢谢!
发布于 2020-07-15 20:42:22
谢谢你的提问。您可以使用transform原语add_numeric创建一个新列,该列与两列相加。我将使用这些数据介绍一个快速示例。
id time open high low close
0 2019-07-10 07:00:00 1.053362 1.053587 1.053147 1.053442
1 2019-07-10 08:00:00 1.053457 1.054057 1.053457 1.053987
2 2019-07-10 09:00:00 1.053977 1.054192 1.053697 1.053917
3 2019-07-10 10:00:00 1.053902 1.053907 1.053522 1.053557
4 2019-07-10 11:00:00 1.053567 1.053627 1.053327 1.053397首先,我们为数据创建实体集。
import featuretools as ft
es = ft.EntitySet('stockdata')
es.entity_from_dataframe(
entity_id='data',
dataframe=df,
index='id',
time_index='time',
)现在,我们使用transform原语应用DFS来添加数字列。
feature_matrix, feature_defs = ft.dfs(
entityset=es,
target_entity='data',
trans_primitives=['add_numeric'],
)然后,将新的工程特性与原始功能一起返回。
feature_matrix open high low close close + high low + open high + low close + open high + open close + low
id
0 1.053362 1.053587 1.053147 1.053442 2.107029 2.106509 2.106734 2.106804 2.106949 2.106589
1 1.053457 1.054057 1.053457 1.053987 2.108044 2.106914 2.107514 2.107444 2.107514 2.107444
2 1.053977 1.054192 1.053697 1.053917 2.108109 2.107674 2.107889 2.107894 2.108169 2.107614
3 1.053902 1.053907 1.053522 1.053557 2.107464 2.107424 2.107429 2.107459 2.107809 2.107079
4 1.053567 1.053627 1.053327 1.053397 2.107024 2.106894 2.106954 2.106964 2.107194 2.106724通过调用函数ft.list_primitives(),您可以看到所有内置原语的列表。
https://stackoverflow.com/questions/62857188
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