I'm wondering if there's any way to calculate all the same variables I already am using deep feature synthesis (ie counts, sums, mean, etc) for different time segments within a day?
I.e. count of morning events (hours 0-12) as a separate variable from evening events (13-24).
Also, within the same vein, what would be the easiest to get counts by day of week, day of month, day of year, etc. Custom aggregate primitives?
Yes, this is possible. First, let's generate some random data and then I'll walkthrough how
import featuretools as ft
import pandas as pd
import numpy as np
# make some random data
n = 100
events_df = pd.DataFrame({
"id" : range(n),
"customer_id": np.random.choice(["a", "b", "c"], n),
"timestamp": pd.date_range("Jan 1, 2019", freq="1h", periods=n),
"amount": np.random.rand(n) * 100
})
def to_part_of_day(x):
if x < 12:
return "morning"
elif x < 18:
return "afternoon"
else:
return "evening"
events_df["time_of_day"] = events_df["timestamp"].dt.hour.apply(to_part_of_day)
events_df
the first thing we want to do is add a new column for the segment we want to calculate features for
def to_part_of_day(x):
if x < 12:
return "morning"
elif x < 18:
return "afternoon"
else:
return "evening"
events_df["time_of_day"] = events_df["timestamp"].dt.hour.apply(to_part_of_day)
now we have a dataframe like this
id customer_id timestamp amount time_of_day
0 0 a 2019-01-01 00:00:00 44.713802 morning
1 1 c 2019-01-01 01:00:00 58.776476 morning
2 2 a 2019-01-01 02:00:00 94.671566 morning
3 3 a 2019-01-01 03:00:00 39.271852 morning
4 4 a 2019-01-01 04:00:00 40.773290 morning
5 5 c 2019-01-01 05:00:00 19.815855 morning
6 6 a 2019-01-01 06:00:00 62.457129 morning
7 7 b 2019-01-01 07:00:00 95.114636 morning
8 8 b 2019-01-01 08:00:00 37.824668 morning
9 9 a 2019-01-01 09:00:00 46.502904 morning
Next, let's load it into our entityset
es = ft.EntitySet()
es.entity_from_dataframe(entity_id="events",
time_index="timestamp",
dataframe=events_df)
es.normalize_entity(new_entity_id="customers", index="customer_id", base_entity_id="events")
es.plot()
Now, we are ready to set the segments we want to create aggregations for by using interesting_values
es["events"]["time_of_day"].interesting_values = ["morning", "afternoon", "evening"]
Then we can run DFS and place the aggregation primitives we want to do on a per segment basis in the where_primitives
parameter
fm, fl = ft.dfs(target_entity="customers",
entityset=es,
agg_primitives=["count", "mean", "sum"],
trans_primitives=[],
where_primitives=["count", "mean", "sum"])
fm
In the resulting feature matrix, you can now see we have aggregations per morning, afternoon, and evening
COUNT(events) MEAN(events.amount) SUM(events.amount) COUNT(events WHERE time_of_day = afternoon) COUNT(events WHERE time_of_day = evening) COUNT(events WHERE time_of_day = morning) MEAN(events.amount WHERE time_of_day = afternoon) MEAN(events.amount WHERE time_of_day = evening) MEAN(events.amount WHERE time_of_day = morning) SUM(events.amount WHERE time_of_day = afternoon) SUM(events.amount WHERE time_of_day = evening) SUM(events.amount WHERE time_of_day = morning)
customer_id
a 37 49.753630 1840.884300 12 7 18 35.098923 45.861881 61.036892 421.187073 321.033164 1098.664063
b 30 51.241484 1537.244522 3 10 17 45.140800 46.170996 55.300715 135.422399 461.709963 940.112160
c 33 39.563222 1305.586314 9 7 17 50.129136 34.593936 36.015679 451.162220 242.157549 612.266545