我被卡住了。使用Featuretools,我只想创建一个新列,将数据集中的两列相加,创建一个";堆叠的";某种特征。对数据集中的所有列执行此操作。
我的代码如下:
# 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)
我不确定这里到底发生了什么,但我已经定义了深度2,所以我的理解是,对于我的数据集中每对列的组合,它都会创建一个新的列,将两者相加?
我最初的数据帧形状有3101列,当我运行这个命令时,它说Built 3098 features
,而最终的df在concat'ing之后有3098列,这是不对的,它应该具有我所有的原始功能,加上工程功能。
我怎样才能实现我所追求的?featuretools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,如;last的时间_;跨基元和其他似乎不适用于这里的东西。谢谢
谢谢你的提问。可以使用变换基元add_numeric
创建一个新列,该列将两列相加。我将使用这些数据来浏览一个快速示例。
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,我们使用转换原语应用DFS来添加数字列。
feature_matrix, feature_defs = ft.dfs(
entityset=es,
target_entity='data',
trans_primitives=['add_numeric'],
)
然后,新的工程功能将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。