Event-based feature engineering
Abstract:
A method for generating machine learning training examples using data indicative of events associated with a plurality of entities. The method comprises receiving an indication of one or more selected entities of the plurality of entities, receiving information indicative of selecting one or more prediction times associated with each of the one or more selected entities, and receiving information indicative of selecting one or more label times associated with each of the one or more selected entities. Each of the one or more label times corresponds to at least one of the one or more prediction times, and the one or more label times occur after the corresponding one or more prediction times. Data associated with the one or more prediction times and the one or more label times is extracted from the data indicative of events associated with the plurality of entities. Training examples for use with a machine learning algorithm are generating using the data associated with the one or more prediction times and the one or more label times.
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