Model training window (temporal leakage)

A model trained on data that would not have been available at prediction time leaks the future into the past. The slot a datum belongs to is not the slot at which it was knowable.

Class

Case to account for

Affects

1 conversion

Detection

Training features include values timestamped after the prediction's as-of time.

Mitigation

Enforce an as-of cutoff (point-in-time correctness); only use data whose knowable-time precedes the prediction.

Affected conversions

semantics

OPEN