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How can I use the feature store for time series out of sample prediction?
For instance, have a new model trained every Saturday with training data up to the previous Fri, and use such model to predict daily the following week?In the same context, if the features are keyed by date, could I create a training set with a diffe...
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In this case, you just want your feature store to have a timestamp column as a timestamp key. You would compute your features as of whatever dates you like and add them as features, and those are used to train. At runtime, to make a prediction as of ...
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