Add Featuretools Component

[bchen1116]

fix #470

Adding featuretools component to evalml.

Quip doc here
Perf tests here
Docs here

The perf test are run on AutoMLSearch cv folds, not holdout data. The perf tests include more info.

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All committers have signed the CLA.

[codecov]

Codecov Report

Merging #1454 (f95b71d) into main (d6c3f8e) will increase coverage by 0.1%.
The diff coverage is 100.0%.

@@            Coverage Diff            @@
##             main    #1454     +/-   ##
=========================================
+ Coverage   100.0%   100.0%   +0.1%     
=========================================
  Files         228      230      +2     
  Lines       15658    15776    +118     
=========================================
+ Hits        15650    15768    +118     
  Misses          8        8             

Impacted Files	Coverage Δ
evalml/pipelines/__init__.py	100.0% <ø> (ø)
evalml/pipelines/components/__init__.py	100.0% <ø> (ø)
...alml/pipelines/components/transformers/__init__.py	100.0% <100.0%> (ø)
.../components/transformers/preprocessing/__init__.py	100.0% <100.0%> (ø)
...ponents/transformers/preprocessing/featuretools.py	100.0% <100.0%> (ø)
evalml/tests/component_tests/test_components.py	100.0% <100.0%> (ø)
evalml/tests/component_tests/test_featuretools.py	100.0% <100.0%> (ø)
evalml/tests/component_tests/test_utils.py	100.0% <100.0%> (ø)

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[bchen1116]

Featuretools automatically uses the first column as the index if an index column isn't provided.

[freddyaboulton]

@bchen1116 This is sweet! I agree with your analysis that we should hold off on adding this to _make_preprocessing_components.

I think the implementation looks good. My main comment is about letting users specify the index column in the entity set to avoid name collisions with columns already named index that aren't intended to be used as indices.

[bchen1116]

Perf test doc has been updated with new results after Looking Glass's recent bug fix

[jeremyliweishih]

Looks good to me Bryan. I agree with you on not adding this to AutoML in the interim and wait for a deeper implementation. I'm excited to see the experimentation results then!

[dsherry]

@bchen1116 wonderful! Left one comment about component name, impl and tests look great.