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Exclusive Cutoff Times #132

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jeff-hernandez opened this issue May 1, 2020 · 0 comments
Open

Exclusive Cutoff Times #132

jeff-hernandez opened this issue May 1, 2020 · 0 comments
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bug Something isn't working enhancements Improvement to an existing feature

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@jeff-hernandez
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jeff-hernandez commented May 1, 2020

Data at cutoff times are currently inclusive in Featuretools and Compose. So, data leakage occurs since the same data point is used to calculate features as well as labels. This can be avoided by making the cutoff times (left endpoints) exclusive in data slices and right endpoints inclusive. It might be worth making this a parameter to provide more options by augmenting (not replacing) current functionality.

@jeff-hernandez jeff-hernandez added bug Something isn't working enhancements Improvement to an existing feature and removed bug Something isn't working labels May 1, 2020
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