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Let users specify the lags the time series pipelines should compute in AutoMLSearch

Open freddyaboulton opened this issue 3 years ago • 1 comments

As a user of EvalML for time series problems, I expect to be able to configure a set of lags all time series pipeline should compute. This would let me incorporate my business knowledge into the search.

Came up during the design of #2733. I think it will be a useful feature but this is nice-to-have for down the road as it's blocked by other issues and it's not part of our beta requirements.

freddyaboulton avatar Oct 28 '21 15:10 freddyaboulton

Yep this seems quite helpful.

Don't we already support this in automl search via pipeline_parameters? Or would that not work for the time series params?

dsherry avatar Nov 10 '21 20:11 dsherry