interaction – Pairwise interaction terms only (no pure powers).#
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Operational op under axis
op, sub-layerL3_A_step_op, layerl3. Standalone callable:mf.functions.interaction_terms_transform.
Function signature#
mf.functions.interaction_terms_transform(
panel: pd.DataFrame,
) -> pd.DataFrame
Parameters#
name |
type |
default |
constraint |
description |
|---|---|---|---|---|
|
|
— |
— |
Input panel. Each column is a variable; rows are time periods. Series is promoted to a single-column DataFrame internally. |
Returns#
pd.DataFrame — scalar result.
Behavior#
Subset of polynomial degree-2 features that contains only pairwise products x_i · x_j for i ≠ j. Cheaper than full polynomial expansion when interaction structure (not non-linearity in single inputs) is the target.
When to use
Capturing predictor-pair complementarities in linear models.
In recipe context#
Set params.op = "interaction" in the relevant layer to activate this op within a recipe:
# Layer L3 recipe fragment
params:
op: interaction
References#
macroforecast design Part 2, L3: ‘feature engineering is a DAG of typed transforms; cascade-depth bounds the longest chain at cascade_max_depth.’