How do you include categorical variables in the ML models? When I included sector it used the sector code and had very poor results.
We don't have those yet, sorry. Anything you enter as a feature gets normalized which is meaningless. It's planned after the official launch
Thank you
Related to this -- in the factor export, it also forces categorical values into normalization, and there's no way to turn it off.
I have been able to create a mapping between the normalized "codes" and the actual sector as a work around though.
Did categorical variable support ever get added to the AI factor models? These types of 'conditioning variables' can be very useful. Lightgbm has native support for this.
No, categorical variable support hasn't been added to the AI factor models yet, and it's not currently on the roadmap. That said, I'd encourage you to submit a Feature Request for it. The more users who ask for it, the better the chances it gets prioritized.