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feature.density method can not create a column which end of '_density'
I copy "sml.feature.density('Age') sml.train[['Age', 'Age_density']].head()" in your titanic-sulotion-using-speedml and ran in myself machine.but the ipython told me "KeyError: "['Age_density'] not in index""
Can you host your notebook on GitHub and share the link for us to try and fix this for you.
Were you able to resolve the issue?