Feature Serving and Model Inference

Production machine learning systems can choose from four approaches to serving machine learning predictions (the output of model inference):

1. Online model inference with online features

2. Offline mode inference without online features

3. Online model inference with online features and cached predictions

4. Online model inference without features

Note: online features can be sourced from batch, streaming, or request data sources.

These three approaches have different tradeoffs but, in general, have significant implementation differences.

1. Online Model Inference with Online Features

Online model inference with online features is a powerful approach to serving data-driven machine learning applications. This requires a feature store to serve online features and a model server to serve model predictions (e.g., KServe). This approach is particularly useful for applications where request-time data is required to run inference.

features = store.get_online_features(
    feature_refs=[
        "user_data:click_through_rate",
        "user_data:number_of_clicks",
        "user_data:average_page_duration",
    ],
    entity_rows=[{"user_id": 1}],
)
model_predictions = model_server.predict(features)

2. Offline Model Inference without Online Features

Typically, Machine Learning teams find serving precomputed model predictions to be the most straightforward to implement. This approach simply treats the model predictions as a feature and serves them from the feature store using the standard Feast sdk. These model predictions are typically generated through some batch process where the model scores are precomputed. As a concrete example, the batch process can be as simple as a script that runs model inference locally for a set of users that can output a CSV. This output file could be used for materialization so that the model could be served online as shown in the code below.

model_predictions = store.get_online_features(
    feature_refs=[
        "user_data:model_predictions",
    ],
    entity_rows=[{"user_id": 1}],
)

Notice that the model server is not involved in this approach. Instead, the model predictions are precomputed and materialized to the online store.

While this approach can lead to quick impact for different business use cases, it suffers from stale data as well as only serving users/entities that were available at the time of the batch computation. In some cases, this tradeoff may be tolerable.

3. Online Model Inference with Online Features and Cached Predictions

This approach is the most sophisticated where inference is optimized for low-latency by caching predictions and running model inference when data producers write features to the online store. This approach is particularly useful for applications where features are coming from multiple data sources, the model is computationally expensive to run, or latency is a significant constraint.

# Client Reads
features = store.get_online_features(
    feature_refs=[
        "user_data:click_through_rate",
        "user_data:number_of_clicks",
        "user_data:average_page_duration",
        "user_data:model_predictions",
    ],
    entity_rows=[{"user_id": 1}],
)
if features.to_dict().get('user_data:model_predictions') is None:
    model_predictions = model_server.predict(features)
    store.write_to_online_store(feature_view_name="user_data", df=pd.DataFrame(model_predictions))

Note that in this case a seperate call to write_to_online_store is required when the underlying data changes and predictions change along with it.

# Client Writes from the Data Producer
user_data = request.POST.get('user_data')
model_predictions = model_server.predict(user_data) # assume this includes `user_data` in the Data Frame
store.write_to_online_store(feature_view_name="user_data", df=pd.DataFrame(model_predictions))

While this requires additional writes for every data producer, this approach will result in the lowest latency for model inference.

4. Online Model Inference without Features

This approach does not require Feast. The model server can directly serve predictions without any features. This approach is common in Large Language Models (LLMs) and other models that do not require features to make predictions.

Note that generative models using Retrieval Augmented Generation (RAG) do require features where the document embeddings are treated as features, which Feast supports (this would fall under "Online Model Inference with Online Features").

Client Orchestration

Implicit in the code examples above is a design choice about how clients orchestrate calls to get features and run model inference. The examples had a Feast-centric pattern because they are inputs to the model, so the sequencing is fairly obvious. An alternative approach can be Inference-centric where a client would call an inference endpoint and the inference service would be responsible for orchestration.