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TimeAsFeature transform #2438

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@sdaulton sdaulton commented May 8, 2024

Summary:
This implements a transform for adding start_time and duration as features for modeling. Currently, this adds them as RangeParameters (to unblock time-sensitive applications), but in the future it would be good to revise this with a better treatment of non-tunable contextual information.

duration appears to lead to better model fits on the synthetic example (notebook) than using end_time. This also works better than using the midpoint between start time and end time.

Reviewed By: bernardbeckerman, Balandat

Differential Revision: D57082939

Summary:
This implements a transform for adding `start_time` and `duration` as features for modeling. Currently, this adds them as `RangeParameter`s (to unblock time-sensitive applications), but in the future it would be good to revise this with a better treatment of non-tunable contextual information.

`duration` appears to lead to better model fits on the synthetic example (notebook) than using `end_time`. This also works better than using the midpoint between start time and end time.

Reviewed By: bernardbeckerman, Balandat

Differential Revision: D57082939
@facebook-github-bot facebook-github-bot added the CLA Signed Do not delete this pull request or issue due to inactivity. label May 8, 2024
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This pull request was exported from Phabricator. Differential Revision: D57082939

sdaulton added a commit to sdaulton/Ax-1 that referenced this pull request May 8, 2024
Summary:

This implements a transform for adding `start_time` and `duration` as features for modeling. Currently, this adds them as `RangeParameter`s (to unblock time-sensitive applications), but in the future it would be good to revise this with a better treatment of non-tunable contextual information.

`duration` appears to lead to better model fits on the synthetic example (notebook) than using `end_time`. This also works better than using the midpoint between start time and end time.

Reviewed By: bernardbeckerman, Balandat

Differential Revision: D57082939
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Codecov Report

Attention: Patch coverage is 98.38710% with 2 lines in your changes are missing coverage. Please review.

Project coverage is 95.32%. Comparing base (051517e) to head (89fbb24).

Files Patch % Lines
ax/modelbridge/transforms/time_as_feature.py 96.87% 2 Missing ⚠️
Additional details and impacted files
@@           Coverage Diff            @@
##             main    #2438    +/-   ##
========================================
  Coverage   95.31%   95.32%            
========================================
  Files         495      497     +2     
  Lines       48069    48193   +124     
========================================
+ Hits        45818    45938   +120     
- Misses       2251     2255     +4     

☔ View full report in Codecov by Sentry.
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sdaulton added a commit to sdaulton/Ax-1 that referenced this pull request May 8, 2024
Summary:

This implements a transform for adding `start_time` and `duration` as features for modeling. Currently, this adds them as `RangeParameter`s (to unblock time-sensitive applications), but in the future it would be good to revise this with a better treatment of non-tunable contextual information.

`duration` appears to lead to better model fits on the synthetic example (notebook) than using `end_time`. This also works better than using the midpoint between start time and end time.

Reviewed By: bernardbeckerman, Balandat

Differential Revision: D57082939
sdaulton added a commit to sdaulton/Ax-1 that referenced this pull request May 8, 2024
Summary:

This implements a transform for adding `start_time` and `duration` as features for modeling. Currently, this adds them as `RangeParameter`s (to unblock time-sensitive applications), but in the future it would be good to revise this with a better treatment of non-tunable contextual information.

`duration` appears to lead to better model fits on the synthetic example (notebook) than using `end_time`. This also works better than using the midpoint between start time and end time.

Reviewed By: bernardbeckerman, Balandat

Differential Revision: D57082939
sdaulton added a commit to sdaulton/Ax-1 that referenced this pull request May 8, 2024
Summary:

This implements a transform for adding `start_time` and `duration` as features for modeling. Currently, this adds them as `RangeParameter`s (to unblock time-sensitive applications), but in the future it would be good to revise this with a better treatment of non-tunable contextual information.

`duration` appears to lead to better model fits on the synthetic example (notebook) than using `end_time`. This also works better than using the midpoint between start time and end time.

Reviewed By: bernardbeckerman, Balandat

Differential Revision: D57082939
sdaulton added a commit to sdaulton/Ax-1 that referenced this pull request May 8, 2024
Summary:

This implements a transform for adding `start_time` and `duration` as features for modeling. Currently, this adds them as `RangeParameter`s (to unblock time-sensitive applications), but in the future it would be good to revise this with a better treatment of non-tunable contextual information.

`duration` appears to lead to better model fits on the synthetic example (notebook) than using `end_time`. This also works better than using the midpoint between start time and end time.

Reviewed By: bernardbeckerman, Balandat

Differential Revision: D57082939
sdaulton added a commit to sdaulton/Ax-1 that referenced this pull request May 8, 2024
Summary:

This implements a transform for adding `start_time` and `duration` as features for modeling. Currently, this adds them as `RangeParameter`s (to unblock time-sensitive applications), but in the future it would be good to revise this with a better treatment of non-tunable contextual information.

`duration` appears to lead to better model fits on the synthetic example (notebook) than using `end_time`. This also works better than using the midpoint between start time and end time.

Reviewed By: bernardbeckerman, Balandat

Differential Revision: D57082939
sdaulton added a commit to sdaulton/Ax-1 that referenced this pull request May 8, 2024
Summary:

This implements a transform for adding `start_time` and `duration` as features for modeling. Currently, this adds them as `RangeParameter`s (to unblock time-sensitive applications), but in the future it would be good to revise this with a better treatment of non-tunable contextual information.

`duration` appears to lead to better model fits on the synthetic example (notebook) than using `end_time`. This also works better than using the midpoint between start time and end time.

Reviewed By: bernardbeckerman, Balandat

Differential Revision: D57082939
sdaulton added a commit to sdaulton/Ax-1 that referenced this pull request May 9, 2024
Summary:

This implements a transform for adding `start_time` and `duration` as features for modeling. Currently, this adds them as `RangeParameter`s (to unblock time-sensitive applications), but in the future it would be good to revise this with a better treatment of non-tunable contextual information.

`duration` appears to lead to better model fits on the synthetic example (notebook) than using `end_time`. This also works better than using the midpoint between start time and end time.

Reviewed By: bernardbeckerman, Balandat

Differential Revision: D57082939
sdaulton added a commit to sdaulton/Ax-1 that referenced this pull request May 9, 2024
Summary:

This implements a transform for adding `start_time` and `duration` as features for modeling. Currently, this adds them as `RangeParameter`s (to unblock time-sensitive applications), but in the future it would be good to revise this with a better treatment of non-tunable contextual information.

`duration` appears to lead to better model fits on the synthetic example (notebook) than using `end_time`. This also works better than using the midpoint between start time and end time.

Reviewed By: bernardbeckerman, Balandat

Differential Revision: D57082939
sdaulton added a commit to sdaulton/Ax-1 that referenced this pull request May 9, 2024
Summary:

This implements a transform for adding `start_time` and `duration` as features for modeling. Currently, this adds them as `RangeParameter`s (to unblock time-sensitive applications), but in the future it would be good to revise this with a better treatment of non-tunable contextual information.

`duration` appears to lead to better model fits on the synthetic example (notebook) than using `end_time`. This also works better than using the midpoint between start time and end time.

Reviewed By: bernardbeckerman, Balandat

Differential Revision: D57082939
sdaulton added a commit to sdaulton/Ax-1 that referenced this pull request May 9, 2024
Summary:

This implements a transform for adding `start_time` and `duration` as features for modeling. Currently, this adds them as `RangeParameter`s (to unblock time-sensitive applications), but in the future it would be good to revise this with a better treatment of non-tunable contextual information.

`duration` appears to lead to better model fits on the synthetic example (notebook) than using `end_time`. This also works better than using the midpoint between start time and end time.

Reviewed By: bernardbeckerman, Balandat

Differential Revision: D57082939
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This pull request has been merged in 64f4bad.

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