正如您所提到的,在 Featuretools 0.2.1 中,您必须为每个训练窗口单独构建特征矩阵,然后合并结果。使用您的示例,您可以按以下方式执行此操作:
import pandas as pd
import featuretools as ft
es = ft.demo.load_mock_customer(return_entityset=True)
cutoff_times = pd.DataFrame({"customer_id": [1, 2, 3, 4, 5],
"time": pd.date_range('2014-01-01 01:41:50', periods=5, freq='25min')})
features = ft.dfs(entityset=es,
target_entity="customers",
agg_primitives=['count'],
trans_primitives=[],
features_only = True)
fm_1 = ft.calculate_feature_matrix(features,
entityset=es,
cutoff_time=cutoff_times,
training_window='1h',
verbose=True)
fm_2 = ft.calculate_feature_matrix(features,
entityset=es,
cutoff_time=cutoff_times,
training_window='1d',
verbose=True)
new_df = fm_1.reset_index()
new_df = new_df.merge(fm_2.reset_index(), on="customer_id", suffixes=("_1h", "_1d"))
然后,新的数据框将如下所示:
customer_id COUNT(sessions)_1h COUNT(transactions)_1h COUNT(sessions)_1d COUNT(transactions)_1d
1 1 17 3 43
2 3 36 3 36
3 0 0 1 25
4 0 0 0 0
5 1 15 2 29