Feature Groups

[AlexisMignon]

WHAT:
Some features come in groups. For instance, calendar features, holidays, cyclic features, ... It should be possible to add group of features without having to enumerate them in the feature_names.

HOW:
Add a new FeatureGroupAdder object deriving from FeatureAdder, which declares a list of features that can be built. They can be activated by either asking for a subgroup of the managed features (as for the classic feature adders) or by indicated a group name.

For instance, to add holidays, we could have:

modelspecs.feature_names = [..., "is_christmas", ...]

to have only the Christmas day indicator, or

modelspecs.feature_names = [..., "holidays_uk", ...]

An easy way to deal with this would be as a first step in the FeatureDispatcher to detect group names, replace the group name in feature_names by the corresponding features and then use the usual feature addition mechanism.

TEST:
Test that adding a group name leads to an actual list including all the features of the group.