2013/9/26 Kyle Kastner <[email protected]>:
> I had not thought about use inside a Pipeline - though now that you mention
> it, that seems like the ideal use case for an algorithm like this. Is this
> the  PR you mentioned?
> https://github.com/scikit-learn/scikit-learn/pull/1454

Yes but because of the limitations I mentioned about the current
design of the Pipeline stuff this PR could not be written as a
pipeline-able Transformer object, which makes it impossible to use as
part of model evaluation and selection tools such as cross_val_score
and GridSearchCV thus impeding usability.

> As far as lagged features transformer - are we talking about rolling
> statistics? Something similar to pandas rolling_mean, rolling_apply, etc.?

Yes.

-- 
Olivier
http://twitter.com/ogrisel - http://github.com/ogrisel

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