I've noticed that featuretools created features from my dataframe index. For example:
'LAST(transactions.payment_id)'
This is the index I set when creating the entity:
es = es.entity_from_dataframe(entity_id = 'transactions',
dataframe = transactions,
make_index=True,
index = 'payment_id',
time_index = 'local_date')
What is the use in creating features from an index? And if there is no use in this, how can this be disabled? I trained a model overnight and found that payment ID was a very important feature which doesn't make sense.