Difference in features generated during training and inference stages

[arjunsatheesan]

The problem:
As part of the training process, I save the features generated as a Pyspark dataframe (train_features_df). During inference time, I use tsfresh's feature_extraction.settings.from_columns method on train_features_df to extract the set of features to be generated per column for the inference data:

    columns_of_interest = [    
                                  "RoomTemp",
                                  "CoilTemp",
                                  "FanRelay"
                                  ]

    train_features_df = spark.read.format("parquet").load(<PATH>)
    train_features_pdf = train_features_df.toPandas()
    train_features_pdf = train_features_pdf.drop(columns=["id"])
    features = train_features_pdf.columns.tolist()
    train_kind_to_fc_parameters = tsfresh.feature_extraction.settings.from_columns(features)
  
    # Inference data consists of last 24 hours worth of telemetry
    inference_features_df = generate_features(inference_df, columns_of_interest, "normalized", 
    train_kind_to_fc_parameters)

   inference_features_pdf = inference_features_df.toPandas()
   inference_features_pdf = inference_features_pdf.drop(columns=["id"])
   inference_features = inference_features_pdf.columns.tolist()
   inference_kind_to_fc_parameters = tsfresh.feature_extraction.settings.from_columns(inference_features)
   print(inference_kind_to_fc_parameters == train_kind_to_fc_parameters) # Prints False

I use the below function to generate features:

def generate_features(filtered_combined_df, columns_of_interest, prefix, fc_parameters=None):
  @pandas_udf("id string, features map<string, double>", PandasUDFType.GROUPED_MAP)
  def extract_tsfresh_features(pdf):
    if not fc_parameters:
      extracted_features = extract_features(pdf,
                                            column_id='id', column_sort='time',
                                            column_kind='kind', column_value='value',
                                            default_fc_parameters=EfficientFCParameters(),
                                            disable_progressbar=True)
    else:
      extracted_features = extract_features(pdf,
                                          column_id='id', column_sort='time',
                                          column_kind='kind', column_value='value',
                                          kind_to_fc_parameters=fc_parameters,
                                          disable_progressbar=True)

    result_pdf = pd.DataFrame({
        "id": extracted_features.index,
        "features": extracted_features.to_dict(orient="records")
    })
    return result_pdf

  stack_expr = ", ".join([f"'{col_name}', cast({col_name} as string)" for col_name in columns_of_interest])
  df_pivot = filtered_combined_df.selectExpr(
      "time", "UUID", 
      f"stack({len(columns_of_interest)}, {stack_expr}) as (kind, value)"
      )
  df_pivot = df_pivot.withColumn("value", col("value").cast("float")) \
                      .withColumnRenamed("UUID", "id").where(col("value").isNotNull())
  features_df = df_pivot.groupby("id").apply(extract_tsfresh_features)

  first_row_df = features_df.limit(1).selectExpr("explode(features) as (key, value)")
  keys = [row['key'] for row in first_row_df.collect()]
  select_exprs = [col("id")] + [expr(f"features['{key}']").alias(f"{prefix}_{key}") for key in keys]
  features_pivoted_df = features_df.select(*select_exprs)
  print("Features generated successfully.")
  return features_pivoted_df

I notice that the features in inference data are slightly different than those in training data.

When I compare inference_kind_to_fc_parameters with train_kind_to_fc_parameters, I notice that inference_kind_to_fc_parameters doesn't have an entry for FanRelay column. How do I fix the mismatch in features being generated during training and inference stages?

Anything else we need to know?:
Note: Training process consumes more than one year worth of telemetry whereas inference data looks at the last 24 hours worth of telemetry. I also looked at the FanRelay column in inference data and it has all float values.

Environment:

• Python version: 3.10.12
• Operating System: macOS Sequoia
• tsfresh version: 0.20.2
• Install method (conda, pip, source): pip