Regression with Date variable using Scikit-learn

Question

I have a Pandas DataFrame with a date column (eg: 2013-04-01) of dtype datetime.date. When I include that column in X_train

Answer 1

You have two options. You can convert the date to an ordinal i.e. an integer representing the number of days since year 1 day 1. You can do this by a datetime.date's toordinal function.

Alternatively, you can turn the dates into categorical variables using sklearn's OneHotEncoder. What it does is create a new variable for each distinct date. So instead of something like column date with values ['2013-04-01', '2013-05-01'], you will have two columns, date_2013_04_01 with values [1, 0] and date_2013_05_01 with values [0, 1].

I would recommend using the toordinal approach if you have many different dates, and the one hot encoder if the number of distinct dates is small (let's say up to 10 - 100, depending on the size of your data and what sort of relation the date has with the output variable).