The list below contains the functionality that contributors are planning to develop for Feast

• Items below that are in development (or planned for development) will be indicated in parentheses.

• We welcome contribution to all items in the roadmap!

• Want to influence our roadmap and prioritization? Submit your feedback to this form.

• Want to speak to a Feast contributor? We are more than happy to jump on a call. Please schedule a time using Calendly.

• Data Sources

  • Redshift source

  • BigQuery source

  • Parquet file source

  • Kafka source (Planned for Q4 2021)

  • HTTP source

  • Snowflake source

  • Synapse source

• Offline Stores

  • Redshift

  • BigQuery

  • In-memory / Pandas

  • Custom offline store support

  • Hive (community maintained)

  • Snowflake

  • Synapse

• Online Stores

  • DynamoDB

  • Redis

  • Datastore

  • SQLite

  • Custom online store support

  • Postgres

  • Bigtable

  • Cassandra

• Streaming

  • Custom streaming ingestion job support

  • Streaming ingestion on AWS (Planned for Q4 2021)

  • Streaming ingestion on GCP

• Feature Engineering

  • On-demand Transformations (Development in progress. See RFC)

  • Batch transformation (SQL)

  • Streaming transformation

• Deployments

  • AWS Lambda (Development in progress. See RFC)

  • Cloud Run

  • Kubernetes

  • KNative

• Feature Serving

  • Python Client

  • REST Feature Server (Python) (Development in progress. See RFC)

  • gRPC Feature Server (Java) (See #1497)

  • Java Client

  • Go Client

  • Push API

  • Delete API

  • Feature Logging (for training)

• Data Quality Management

  • Data profiling and validation (Great Expectations) (Planned for Q4 2021)

  • Metric production

  • Training-serving skew detection

  • Drift detection

  • Alerting

• Feature Discovery and Governance

  • Python SDK for browsing feature registry

  • CLI for browsing feature registry

  • Model-centric feature tracking (feature services)

  • REST API for browsing feature registry

  • Feast Web UI (Planned for Q4 2021)

  • Feature versioning

  • Amundsen integration

A feature service is an object that represents a logical group of features from one or more feature views. Feature Services allows features from within a feature view to be used as needed by an ML model. Users can expect to create one feature service per model, allowing for tracking of the features used by models.

from driver_ratings_feature_view import driver_ratings_fv
from driver_trips_feature_view import driver_stats_fv

driver_stats_fs = FeatureService(
    name="driver_activity",
    features=[driver_stats_fv, driver_ratings_fv[["lifetime_rating"]]]
)

Feature services are used during

• The generation of training datasets when querying feature views in order to find historical feature values. A single training dataset may consist of features from multiple feature views.

• Retrieval of features from the online store. The features retrieved from the online store may also belong to multiple feature views.

Feature View

A feature view is an object that represents a logical group of time-series feature data as it is found in a data source. Feature views consist of one or more entities, features, and a data source. Feature views allow Feast to model your existing feature data in a consistent way in both an offline (training) and online (serving) environment.

driver_stats_fv = FeatureView(
    name="driver_activity",
    entities=["driver"],
    features=[
        Feature(name="trips_today", dtype=ValueType.INT64),
        Feature(name="rating", dtype=ValueType.FLOAT),
    ],
    batch_source=BigQuerySource(
        table_ref="feast-oss.demo_data.driver_activity"
    )
)

Feature views are used during

• The generation of training datasets by querying the data source of feature views in order to find historical feature values. A single training dataset may consist of features from multiple feature views.

• Loading of feature values into an online store. Feature views determine the storage schema in the online store.

• Retrieval of features from the online store. Feature views provide the schema definition to Feast in order to look up features from the online store.

Feature

A feature is an individual measurable property observed on an entity. For example, a feature of a customer entity could be the number of transactions they have made on an average month.

Features are defined as part of feature views. Since Feast does not transform data, a feature is essentially a schema that only contains a name and a type:

trips_today = Feature(
    name="trips_today",
    dtype=ValueType.FLOAT
)

Together with data sources, they indicate to Feast where to find your feature values, e.g., in a specific parquet file or BigQuery table. Feature definitions are also used when reading features from the feature store, using feature references.

Feature names must be unique within a feature view.

Dataset

A dataset is a collection of rows that is produced by a historical retrieval from Feast in order to train a model. A dataset is produced by a join from one or more feature views onto an entity dataframe. Therefore, a dataset may consist of features from multiple feature views.

Dataset vs Feature View: Feature views contain the schema of data and a reference to where data can be found (through its data source). Datasets are the actual data manifestation of querying those data sources.

Dataset vs Data Source: Datasets are the output of historical retrieval, whereas data sources are the inputs. One or more data sources can be used in the creation of a dataset.

Feature References

Feature references uniquely identify feature values in Feast. The structure of a feature reference in string form is as follows: <feature_view>:<feature>

Feature references are used for the retrieval of features from Feast:

online_features = fs.get_online_features(
    features=[
        'driver_locations:lon',
        'drivers_activity:trips_today'
    ],
    entity_rows=[{'driver': 'driver_1001'}]
)

It is possible to retrieve features from multiple feature views with a single request, and Feast is able to join features from multiple tables in order to build a training dataset. However, It is not possible to reference (or retrieve) features from multiple projects at the same time.

Event timestamp

The timestamp on which an event occurred, as found in a feature view's data source. The entity timestamp describes the event time at which a feature was observed or generated.

Event timestamps are used during point-in-time joins to ensure that the latest feature values are joined from feature views onto entity rows. Event timestamps are also used to ensure that old feature values aren't served to models during online serving.

What is Feast?

Feast (Feature Store) is an operational data system for managing and serving machine learning features to models in production. Feast is able to serve feature data to models from a low-latency online store (for real-time prediction) or from an offline store (for scale-out batch scoring or model training).

Problems Feast Solves

Models need consistent access to data: Machine Learning (ML) systems built on traditional data infrastructure are often coupled to databases, object stores, streams, and files. A result of this coupling, however, is that any change in data infrastructure may break dependent ML systems. Another challenge is that dual implementations of data retrieval for training and serving can lead to inconsistencies in data, which in turn can lead to training-serving skew.

Feast decouples your models from your data infrastructure by providing a single data access layer that abstracts feature storage from feature retrieval. Feast also provides a consistent means of referencing feature data for retrieval, and therefore ensures that models remain portable when moving from training to serving.

Deploying new features into production is difficult: Many ML teams consist of members with different objectives. Data scientists, for example, aim to deploy features into production as soon as possible, while engineers want to ensure that production systems remain stable. These differing objectives can create an organizational friction that slows time-to-market for new features.

Feast addresses this friction by providing both a centralized registry to which data scientists can publish features and a battle-hardened serving layer. Together, these enable non-engineering teams to ship features into production with minimal oversight.

Models need point-in-time correct data: ML models in production require a view of data consistent with the one on which they are trained, otherwise the accuracy of these models could be compromised. Despite this need, many data science projects suffer from inconsistencies introduced by future feature values being leaked to models during training.

Feast solves the challenge of data leakage by providing point-in-time correct feature retrieval when exporting feature datasets for model training.

Features aren't reused across projects: Different teams within an organization are often unable to reuse features across projects. The siloed nature of development and the monolithic design of end-to-end ML systems contribute to duplication of feature creation and usage across teams and projects.

Feast addresses this problem by introducing feature reuse through a centralized registry. This registry enables multiple teams working on different projects not only to contribute features, but also to reuse these same features. With Feast, data scientists can start new ML projects by selecting previously engineered features from a centralized registry, and are no longer required to develop new features for each project.

Problems Feast does not yet solve

Feature engineering: We aim for Feast to support light-weight feature engineering as part of our API.

Feature discovery: We also aim for Feast to include a first-class user interface for exploring and discovering entities and features.

‌Feature validation: We additionally aim for Feast to improve support for statistics generation of feature data and subsequent validation of these statistics. Current support is limited.

What Feast is not

ETL or ELT system: Feast is not (and does not plan to become) a general purpose data transformation or pipelining system. Feast plans to include a light-weight feature engineering toolkit, but we encourage teams to integrate Feast with upstream ETL/ELT systems that are specialized in transformation.

Data warehouse: Feast is not a replacement for your data warehouse or the source of truth for all transformed data in your organization. Rather, Feast is a light-weight downstream layer that can serve data from an existing data warehouse (or other data sources) to models in production.

Data catalog: Feast is not a general purpose data catalog for your organization. Feast is purely focused on cataloging features for use in ML pipelines or systems, and only to the extent of facilitating the reuse of features.

How can I get started?

Explore the following resources to get started with Feast:

• Quickstart is the fastest way to get started with Feast

• Concepts describes all important Feast API concepts

• Architecture describes Feast's overall architecture.

• Tutorials shows full examples of using Feast in machine learning applications.

• Running Feast with GCP/AWS provides a more in-depth guide to using Feast.

• Reference contains detailed API and design documents.

• Contributing contains resources for anyone who wants to contribute to Feast.

In this tutorial we will

1. Deploy a local feature store with a Parquet file offline store and Sqlite online store.

2. Build a training dataset using our time series features from our Parquet files.

3. Materialize feature values from the offline store into the online store.

4. Read the latest features from the online store for inference.

You can run this tutorial in Google Colab or run it on your localhost, following the guided steps below.

Run in Google Colab

Overview

In this tutorial, we use feature stores to generate training data and power online model inference for a ride-sharing driver satisfaction prediction model. Feast solves several common issues in this flow:

1. Training-serving skew and complex data joins: Feature values often exist across multiple tables. Joining these datasets can be complicated, slow, and error-prone.

   • Feast joins these tables with battle-tested logic that ensures point-in-time correctness so future feature values do not leak to models.

   • *Upcoming: Feast alerts users to offline / online skew with data quality monitoring.

2. Online feature availability: At inference time, models often need access to features that aren't readily available and need to be precomputed from other datasources.

   • Feast manages deployment to a variety of online stores (e.g. DynamoDB, Redis, Google Cloud Datastore) and ensures necessary features are consistently available and freshly computed at inference time.

3. Feature reusability and model versioning: Different teams within an organization are often unable to reuse features across projects, resulting in duplicate feature creation logic. Models have data dependencies that need to be versioned, for example when running A/B tests on model versions.

   • Feast enables discovery of and collaboration on previously used features and enables versioning of sets of features (via feature services).

   • *Upcoming: Feast enables feature transformation so users can re-use transformation logic across online / offline usecases and across models.

Step 1: Install Feast

Install the Feast SDK and CLI using pip:

• In this tutorial, we focus on a local deployment. For a more in-depth guide on how to use Feast with GCP or AWS deployments, see Running Feast with GCP/AWS

pip install feast

Step 2: Create a feature repository

Bootstrap a new feature repository using feast init from the command line.

feast init feature_repo
cd feature_repo

Creating a new Feast repository in /home/Jovyan/feature_repo.

Let's take a look at the resulting demo repo itself. It breaks down into

• data/ contains raw demo parquet data

• example.py contains demo feature definitions

• feature_store.yaml contains a demo setup configuring where data sources are

project: my_project
registry: data/registry.db
provider: local
online_store:
    path: data/online_store.db

# This is an example feature definition file

from google.protobuf.duration_pb2 import Duration

from feast import Entity, Feature, FeatureView, FileSource, ValueType

# Read data from parquet files. Parquet is convenient for local development mode. For
# production, you can use your favorite DWH, such as BigQuery. See Feast documentation
# for more info.
driver_hourly_stats = FileSource(
    path="/content/feature_repo/data/driver_stats.parquet",
    event_timestamp_column="event_timestamp",
    created_timestamp_column="created",
)

# Define an entity for the driver. You can think of entity as a primary key used to
# fetch features.
driver = Entity(name="driver_id", value_type=ValueType.INT64, description="driver id",)

# Our parquet files contain sample data that includes a driver_id column, timestamps and
# three feature column. Here we define a Feature View that will allow us to serve this
# data to our model online.
driver_hourly_stats_view = FeatureView(
    name="driver_hourly_stats",
    entities=["driver_id"],
    ttl=Duration(seconds=86400 * 1),
    features=[
        Feature(name="conv_rate", dtype=ValueType.FLOAT),
        Feature(name="acc_rate", dtype=ValueType.FLOAT),
        Feature(name="avg_daily_trips", dtype=ValueType.INT64),
    ],
    online=True,
    batch_source=driver_hourly_stats,
    tags={},
)

The key line defining the overall architecture of the feature store is the provider. This defines where the raw data exists (for generating training data & feature values for serving), and where to materialize feature values to in the online store (for serving).

Valid values for provider in feature_store.yaml are:

• local: use file source / SQLite

• gcp: use BigQuery / Google Cloud Datastore