"One of the holy grails of machine learning is to automate more and more of the feature engineering process." ― Pedro Domingos, A Few Useful Things to Know about Machine Learning
Featuretools is a python library for automated feature engineering. See the documentation for more information.
Install with pip
python -m pip install featuretools
or from the Conda-forge channel on conda:
conda install -c conda-forge featuretools
You can install add-ons individually or all at once by running
python -m pip install "featuretools[complete]"
Update checker - Receive automatic notifications of new Featuretools releases
python -m pip install "featuretools[update_checker]"
NLP Primitives - Use Natural Language Processing Primitives:
python -m pip install "featuretools[nlp_primitives]"
TSFresh Primitives - Use 60+ primitives from tsfresh within Featuretools
python -m pip install "featuretools[tsfresh]"
Below is an example of using Deep Feature Synthesis (DFS) to perform automated feature engineering. In this example, we apply DFS to a multi-table dataset consisting of timestamped customer transactions.
>> import featuretools as ft
>> es = ft.demo.load_mock_customer(return_entityset=True)
>> es.plot()
Featuretools can automatically create a single table of features for any "target dataframe"
>> feature_matrix, features_defs = ft.dfs(entityset=es, target_dataframe_name="customers")
>> feature_matrix.head(5)
zip_code COUNT(transactions) COUNT(sessions) SUM(transactions.amount) MODE(sessions.device) MIN(transactions.amount) MAX(transactions.amount) YEAR(join_date) SKEW(transactions.amount) DAY(join_date) ... SUM(sessions.MIN(transactions.amount)) MAX(sessions.SKEW(transactions.amount)) MAX(sessions.MIN(transactions.amount)) SUM(sessions.MEAN(transactions.amount)) STD(sessions.SUM(transactions.amount)) STD(sessions.MEAN(transactions.amount)) SKEW(sessions.MEAN(transactions.amount)) STD(sessions.MAX(transactions.amount)) NUM_UNIQUE(sessions.DAY(session_start)) MIN(sessions.SKEW(transactions.amount))
customer_id ...
1 60091 131 10 10236.77 desktop 5.60 149.95 2008 0.070041 1 ... 169.77 0.610052 41.95 791.976505 175.939423 9.299023 -0.377150 5.857976 1 -0.395358
2 02139 122 8 9118.81 mobile 5.81 149.15 2008 0.028647 20 ... 114.85 0.492531 42.96 596.243506 230.333502 10.925037 0.962350 7.420480 1 -0.470007
3 02139 78 5 5758.24 desktop 6.78 147.73 2008 0.070814 10 ... 64.98 0.645728 21.77 369.770121 471.048551 9.819148 -0.244976 12.537259 1 -0.630425
4 60091 111 8 8205.28 desktop 5.73 149.56 2008 0.087986 30 ... 83.53 0.516262 17.27 584.673126 322.883448 13.065436 -0.548969 12.738488 1 -0.497169
5 02139 58 4 4571.37 tablet 5.91 148.17 2008 0.085883 19 ... 73.09 0.830112 27.46 313.448942 198.522508 8.950528 0.098885 5.599228 1 -0.396571
[5 rows x 69 columns]
We now have a feature vector for each customer that can be used for machine learning. See the documentation on Deep Feature Synthesis for more examples.
Featuretools contains many different types of built-in primitives for creating features. If the primitive you need is not included, Featuretools also allows you to define your own custom primitives.