φ, explorable
A feature is a function φ(entity, t) that may only see events with
τ ≤ t. Drag the as-of date and watch featurizer's features recompute.
1 · One customer's orders, one as-of date
● in P7D window · ● in P30D window · ● past, outside both windows · ○ future — invisible to φ. The ✕ is a refund (negative amount).
over
orders.amount
2 · Deep Feature Synthesis: stacking φ
DFS builds features by composing two primitive families — transformations (within an entity) and aggregations (across a relationship). Each step wraps the name: