Dividing data into train/test based on Time
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Description
Firstly, thank you so much for making a great package!
Currently LightFM cannot divide data into train/test temporally, i.e. "train on all data except last 6 months, test on data from last 6 months". If I wrote this, would it simply be a case of:
- Test set is a sparse matrix of all the data
- Training set is a sparse matrix of all the data as of time _t_, with all data after _t_ set to _x_ where _x_ is whatever a non interaction is. So if my data is 1 for "customer bought product" and 0 for "customer has never bought product" then set data > _t_ as 0.
Then it would fit into LightFM's `precision_at_k` and `auc_score()` functions, as you could pass train and test to `train_interactions` and `test_interactions` respectively?
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First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start by reading the precision_at_k and auc_score entry points and how train_interactions and test_interactions are consumed. Determine whether temporally filtered sparse matrices are supported as described; done means the desired time-based train/test evaluation behavior is clearly supported or its limitations are documented.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- python
- Domain
- data, machine-learning
- Issue type
- Feature
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 28/100