Fenl is a declarative query language for feature engineering. It allows you to focus on declaring what you want computed, rather than how it should be computed. Because Fenl is focused on the what, expressions are easy to combine and re-use.
Computations in Fenl are temporal: they produce a time-series of values describing the full history of a computation's results. Temporal computation allows Fenl to capture what an expression's value would have been at arbitrary times in the past.
Fenl values can time-travel forward through time. Time travel allows combining the result of different computations at different points in time. Because values can only travel forward in time, Fenl prevents information about the future from "leaking" into the past.
As a query language, Fenl is focused on succinctly expressing the most common operations used in feature engineering. Fenl makes it easy to read and write feature definitions by providing intuitive syntax for:
- Temporal lookups
- Chained operations
- Named expressions
- Reading & constructing structured values
Updated about 2 months ago