Complete n00b here.
I’ve been playing with the idea of engineering features that tell you something about the era of a point. After some toying, it seems to me that whatever function describes the different regimes of different eras is somewhat continuous on large enough scales. So me thinks nice, lets think more. When I look at the regimes in the validation set (naughty, I know), they seem to connect seamlessly to the last eras of the training set. Almost as if they are directly connected in time. Does anybody know if that might be true?
To qualify what I mean with regimes of eras: when you compute the covariance matrix of all features per era, you get a bunch of rather beautiful 310x310 pixel art. If you use matrix norm as metric, those pictures vary pretty continuously over the training and validation set.
Curious to hear what you think.