This should reduce the learning curve of using SAM. The current feature engineer in SamQuantile models are too complicated.
BuildRollingFeatures is also not a necessity, since pandas rolling functionality is providing the same. A way to provide a custom feature engineering function would make the required code for a simple model much easier.
abontsema
commented
2 years ago
This should reduce the learning curve of using SAM. The current feature engineer in SamQuantile models are too complicated.
BuildRollingFeatures is also not a necessity, since pandas rolling functionality is providing the same. A way to provide a custom feature engineering function would make the required code for a simple model much easier.