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For feature engineering check out tsfresh and sktime, especially the minirocket algorithm. https://tsfresh.readthedocs.io/en/latest/ https://tsfresh.readthedoc
by Imanari 4y ago
For feature engineering check out tsfresh and sktime, especially the minirocket algorithm.
https://tsfresh.readthedocs.io/en/latest/ https://tsfresh.readthedocs.io/en/latest/
https://www.sktime.org/en/v0.8.2/api_reference/auto_generated/sktime.transformations.panel.rocket.MiniRocket.html https://www.sktime.org/en/v0.8.2/api_reference/auto_generate...
- isoprophlex 4y agoI've had someone in a team implement feature engineering using tsfresh. It lead to a malignantly under-performing, complicated heap of spaghetti that was a nightmare to get into production. Weird API, slow code, little added value over simple features found in a day of manual exploration. Person doing the implementation wasn't a rock star coder so we couldn't fix the performance and complexity issues in time; it was left it out of the releas. Maybe with more expertise, tsfresh can add value. The experience was pretty off-putting for me, all in all. Maybe others have different experiences?
- esquire_900 4y agoI've tried it a number of times, and had a similar experience. The whole stack is orders of magnitudes slower to compute compared to "simple" features (i.e. rolling averages), without showing real predictive improvements.
- isoprophlex 4y agoThanks for the elaboration. Good to know someone had a similar experience.
- Imanari 4y agoActually, I had a similar off-putting experience with tsfresh. I just thought it was due to me not understanding how to use it properly. The API is indeed pretty weird.