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

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:

Links & Resources

• Slack: Feel free to ask questions or say hello!

• Mailing list: We have both a user and developer mailing list.

  • Feast users should join feast-discuss@googlegroups.com group by clicking here.

  • Feast developers should join feast-dev@googlegroups.com group by clicking here.

• Google Folder: This folder is used as a central repository for all Feast resources. For example:

  • Design proposals in the form of Request for Comments (RFC).

  • User surveys and meeting minutes.

  • Slide decks of conferences our contributors have spoken at.

• Feast GitHub Repository: Find the complete Feast codebase on GitHub.

• Feast Linux Foundation Wiki: Our LFAI wiki page contains links to resources for contributors and maintainers.

How can I get help?

• Slack: Need to speak to a human? Come ask a question in our Slack channel (link above).

• GitHub Issues: Found a bug or need a feature? Create an issue on GitHub.

• StackOverflow: Need to ask a question on how to use Feast? We also monitor and respond to StackOverflow.

Community Calls

We have a user and contributor community call every two weeks (Asia & US friendly).

Frequency (alternating times every 2 weeks)

• Tuesday 18:00 pm to 18:30 pm (US, Asia)

• Tuesday 10:00 am to 10:30 am (US, Europe)

Links

• Zoom: https://zoom.us/j/6325193230

• Meeting notes: https://bit.ly/feast-notes

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

The data source refers to raw underlying data (e.g. a table in BigQuery).

Feast uses a time-series data model to represent data. This data model is used to interpret feature data in data sources in order to build training datasets or when materializing features into an online store.

Below is an example data source with a single entity (driver) and two features (trips_today, and rating).

An entity is a collection of semantically related features. Users define entities to map to the domain of their use case. For example, a ride-hailing service could have customers and drivers as their entities, which group related features that correspond to these customers and drivers.

Entities should be reused across feature views.

Entity key

A related concept is an entity key. These are one or more entity values that uniquely describe a feature view record. In the case of an entity (like a driver) that only has a single entity field, the entity is an entity key. However, it is also possible for an entity key to consist of multiple entity values. For example, a feature view with the composite entity of (customer, country) might have an entity key of (1001, 5).

Entity keys act as primary keys. They are used during the lookup of features from the online store, and they are also used to match feature rows across feature views during point-in-time joins.

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 services can be retrieved from the feature store, and referenced when retrieving features from the online store.

Feature services can also be used when retrieving historical features from the offline store.