feat(Transformations): replaced feature selection pre-processing step with online version (with cache) (#170)

mirror of https://github.com/webclinic017/drift.git synced 2026-08-14 03:18:06 +00:00

* feat(Transformations): removed feature-selection pre-processing step completely

* fix(Core): removed unnecessary `original_X`

* fix(Transformations): use the X_expanding_window to transform subsequent data

* fix(RFE): should check for model correctly

* fix(Config): only re-train the model every 40 timestamp

* fix(MetaLabeling): pass in the correct X to meta-labeling step

* fix(Transformation): PCA should at least keep as many features as sliding_window_size

* feat(Transformations): cache transformations across the same asset

* fix(Tests): missing preloaded_transformations arg

* chore(Config): got rid of unnecessary 'classification_models' and 'regression_models' dictionary keys

This commit is contained in:

Mark Aron Szulyovszky

2022-01-17 11:43:51 +01:00

committed by

GitHub

parent 31dc847be1

commit 6b26643ece

27 changed files with 240 additions and 278 deletions

									
										models/statsmodels.py
									
		-1
	
												View File
												
				@@ -10,7 +10,6 @@ class StatsModel(Model):

				    # This is work in progress

				    data_transformation = 'transformed'

				    only_column = None

				    feature_selection = 'on'

				    model_type = 'ml'

				    predict_window_size = 'single_timestamp'