Add include_cutoff_time arg
#958
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…re included in feature calculations and prevent traininig_window overlapping
… Breaking Changes
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I will try with other pr (Missing update origin/master before sending PR) |
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Add
include_cutoff_timearg to control whether data at cutoff times are included in feature calculations and preventtraininig_windowoverlappingPull Request Description
There was a data overlapping problem when calculating the feature matrix: The data at cutoff time is used both in calculating features and in calculating target values(#918 ). This could be data cheating and affect the result as well. There was a trial to solve the issue (#930 ), but It still didn't solve the cheating problem. So, we decided to parameterize it to control whether data at cutoff times are included in feature calculations or not(#942 ) and this PR solves it.