KNN Regression: Distance function and/or vector representation for datetime features
I like your idea of converting to 2d (the unit circle), 2d numpy array would be the way to go here Specifically, try puting the days_x and days_y into separate columns if you take the unit circle approach.
An alternative idea - it looks like there's a 'precomputed' option for distance, which will let you use the distance you &quot;really&quot; want, and should not be slow, since there's no computation to be done.