Sessions in time-based data: Predicting user purchases with the SessionEncoder

This example shows how to use SessionEncoder in a scikit-learn pipeline to create session-level features (sessionization) for conversion prediction, that is predicting whether a user session will eventually lead to a purchase.

What is sessionization?

Sessionization is the process of grouping a sequence of events (like user interactions) into meaningful sessions. A session typically starts fresh or after a period of inactivity. For example, in an online retail context, you might define a new session whenever more than 30 minutes pass with no activity from a user. This allows you to extract session-level features (like the total number of events in a session or the dominant device type used) which often have greater predictive power than raw individual events.

We will:

1. Use make_retail_events() to generate synthetic retail event data

2. Build a baseline classifier on raw event-level features with the tabular_pipeline()

3. Add session-level and historical features with SessionEncoder

4. Train the same model again and compare ROC-AUC

The data includes columns such as event type, device type, viewed price, and timestamp. The target is binary: whether the session eventually contains a purchase event or not.

Since this is temporal data, we use a time-aware CV strategy with TimeSeriesSplit to avoid leakage. We reuse the same splitter for all evaluations. The dataset is sorted by timestamp, so the training set will always contain only past data relative to the test set.

from sklearn.model_selection import TimeSeriesSplit

splitter = TimeSeriesSplit(n_splits=5)

We begin by generating the data with make_retail_events() and defining our features and target.

from skrub import TableReport
from skrub.datasets import make_retail_events

events = make_retail_events(n_users=20, n_events=5000, random_state=0)
X, y = events.X, events.y
TableReport(X)

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The data contains 5000 events from 20 users, where each event is timestamped. Other columns include the event type, device used by the user, page category, time spent on page and price of the item. The target variable indicates whether a user session eventually contains a purchase event: all events in that session will have a target value of 1 if a purchase happens, and 0 otherwise.

Sanity check: evaluate a DummyClassifier on raw event data

We begin by evaluating a DummyClassifier on the original event data (without session features). Since it’s a DummyClassifier, we expect chance-level performance (ROC-AUC of 0.5).

from sklearn.dummy import DummyClassifier
from sklearn.model_selection import cross_val_score

dummy = DummyClassifier(strategy="most_frequent")

scores = cross_val_score(dummy, X, y, cv=splitter, scoring="roc_auc")
print(f"ROC-AUC with DummyClassifier: {scores.mean():.3f}")

ROC-AUC with DummyClassifier: 0.500

First attempt: training a model without using session-level features

We first use the tabular_pipeline() on raw event-level data, without any session encoding or aggregation. This serves as a baseline to compare against the enriched model later. Remember that the tabular_pipeline() will automatically add a TableVectorizer to perform feature engineering, so the model can still learn from the raw event features. However, it won’t be able to directly capture session-level patterns.

from skrub import tabular_pipeline

model = tabular_pipeline("classification")

scores = cross_val_score(model, X, y, cv=splitter, scoring="roc_auc")
print(f"ROC-AUC without session encoding: {scores.mean():.3f}")

ROC-AUC without session encoding: 0.551

The model is not performing much better than the DummyClassifier, which suggests that raw event-level features are not sufficient for good conversion prediction. This baseline is limited because it cannot directly use session-level behavior (for example, whether “add_to_cart” happened in the same session).

A better approach: session encoding and aggregation

Next, we use the SessionEncoder to create session-level features that we can aggregate over. We define a session boundary as “a user has been inactive for more than 30 minutes”. The SessionEncoder will create a new column timestamp_session_id that assigns a unique session ID to each session detected. The parameter session_gap=30 * 60 specifies the inactivity threshold in seconds (30 minutes).

Note that session-based features involve aggregations, which must be performed only on the training data within each fold to avoid leakage. In a scikit-learn pipeline, we can achieve this by using SessionEncoder followed by a custom transformer that computes session aggregates, and ensures that the pipeline is properly fitted within each fold of cross-validation.

from skrub import SessionEncoder, tabular_pipeline

se = SessionEncoder("timestamp", split_by="user_id", session_gap=30 * 60)
# Here we fit the SessionEncoder on the entire dataset for demonstration purposes
X_sessions = se.fit_transform(X)
X_sessions.head()

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Defining a custom transformer for session-level aggregation

To avoid data leakage and maintain a clean pipeline, we can create a custom transformer that inherits from BaseEstimator and TransformerMixin and computes session-level aggregates within a scikit-learn pipeline. This transformer will be fitted and applied separately within each fold of cross-validation, ensuring that session features are computed only on the training data of each fold.

from sklearn.base import BaseEstimator, TransformerMixin


class SessionAggregator(BaseEstimator, TransformerMixin):
    def fit(self, X, y=None):
        return self

    def transform(self, X):
        # Compute session-level aggregates
        session_agg = X.groupby("timestamp_session_id").agg(
            session_has_add_to_cart=("event_type", lambda x: "add_to_cart" in x.values),
            session_n_events=("event_type", "count"),
            session_mean_price=("price_viewed", "mean"),
            session_dominant_device=("device_type", lambda x: x.mode()[0]),
        )
        # Join back to the original data
        return X.merge(
            session_agg,
            how="left",
            on="timestamp_session_id",
        )

Then, we create a pipeline that includes the SessionEncoder, our custom SessionAggregator, and the tabular_pipeline() for classification. This pipeline will be used in cross-validation to evaluate the model with session features.

from sklearn.pipeline import make_pipeline

model = make_pipeline(se, SessionAggregator(), tabular_pipeline("classification"))
scores = cross_val_score(model, X, y, cv=splitter, scoring="roc_auc")
print("ROC-AUC with session encoding:", scores.mean())

ROC-AUC with session encoding: 0.6872503615719967

As expected the model with session encoding performs much better than the baseline without session features, demonstrating the value of sessionization for conversion prediction.

The fact that we are working with aggregation means that it was necessary to create a custom transformer to compute session-level features. However, this situation can be avoided entirely by using the skrub DataOps workflow, which allows for more flexible data transformations without needing to fit everything within a scikit-learn pipeline.

Estimated memory usage: 610 MB