Quickstart

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.

    • 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).

    • 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:

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
Demo parquet data: data/driver_stats.parquet

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 with SQLite/Redis

  • gcp: use BigQuery/Snowflake with Google Cloud Datastore/Redis

  • aws: use Redshift/Snowflake with DynamoDB/Redis

Note that there are many other sources Feast works with, including Azure, Hive, Trino, and PostgreSQL via community plugins. See Third party integrations for all supported datasources.

A custom setup can also be made by following adding a custom provider.

Step 3: Register feature definitions and deploy your feature store

The apply command scans python files in the current directory for feature view/entity definitions, registers the objects, and deploys infrastructure. In this example, it reads example.py (shown again below for convenience) and sets up SQLite online store tables. Note that we had specified SQLite as the default online store by using the local provider in feature_store.yaml.

feast apply
Registered entity driver_id
Registered feature view driver_hourly_stats
Deploying infrastructure for driver_hourly_stats

Step 4: Generating training data

To train a model, we need features and labels. Often, this label data is stored separately (e.g. you have one table storing user survey results and another set of tables with feature values).

The user can query that table of labels with timestamps and pass that into Feast as an entity dataframe for training data generation. In many cases, Feast will also intelligently join relevant tables to create the relevant feature vectors.

  • Note that we include timestamps because want the features for the same driver at various timestamps to be used in a model.

from datetime import datetime, timedelta
import pandas as pd

from feast import FeatureStore

# The entity dataframe is the dataframe we want to enrich with feature values
entity_df = pd.DataFrame.from_dict(
    {
        # entity's join key -> entity values
        "driver_id": [1001, 1002, 1003],

        # label name -> label values
        "label_driver_reported_satisfaction": [1, 5, 3], 

        # "event_timestamp" (reserved key) -> timestamps
        "event_timestamp": [
            datetime.now() - timedelta(minutes=11),
            datetime.now() - timedelta(minutes=36),
            datetime.now() - timedelta(minutes=73),
        ],
    }
)

store = FeatureStore(repo_path=".")

training_df = store.get_historical_features(
    entity_df=entity_df,
    features=[
        "driver_hourly_stats:conv_rate",
        "driver_hourly_stats:acc_rate",
        "driver_hourly_stats:avg_daily_trips",
    ],
).to_df()

print("----- Feature schema -----\n")
print(training_df.info())

print()
print("----- Example features -----\n")
print(training_df.head())
----- Feature schema -----

<class 'pandas.core.frame.DataFrame'>
Int64Index: 3 entries, 0 to 2
Data columns (total 6 columns):
 #   Column                              Non-Null Count  Dtype              
---  ------                              --------------  -----              
 0   event_timestamp                     3 non-null      datetime64[ns, UTC]
 1   driver_id                           3 non-null      int64              
 2   label_driver_reported_satisfaction  3 non-null      int64              
 3   conv_rate                           3 non-null      float32            
 4   acc_rate                            3 non-null      float32            
 5   avg_daily_trips                     3 non-null      int32              
dtypes: datetime64[ns, UTC](1), float32(2), int32(1), int64(2)
memory usage: 132.0 bytes
None

----- Example features -----

                   event_timestamp  driver_id  ...  acc_rate  avg_daily_trips
0 2021-08-23 15:12:55.489091+00:00       1003  ...  0.120588              938
1 2021-08-23 15:49:55.489089+00:00       1002  ...  0.504881              635
2 2021-08-23 16:14:55.489075+00:00       1001  ...  0.138416              606

[3 rows x 6 columns]

Step 5: Load features into your online store

We now serialize the latest values of features since the beginning of time to prepare for serving (note: materialize-incremental serializes all new features since the last materialize call).

CURRENT_TIME=$(date -u +"%Y-%m-%dT%H:%M:%S")
feast materialize-incremental $CURRENT_TIME
Materializing 1 feature views to 2021-08-23 16:25:46+00:00 into the sqlite online 
store.

driver_hourly_stats from 2021-08-22 16:25:47+00:00 to 2021-08-23 16:25:46+00:00:
100%|████████████████████████████████████████████| 5/5 [00:00<00:00, 592.05it/s]

Step 6: Fetching feature vectors for inference

At inference time, we need to quickly read the latest feature values for different drivers (which otherwise might have existed only in batch sources) from the online feature store using get_online_features(). These feature vectors can then be fed to the model.

from pprint import pprint
from feast import FeatureStore

store = FeatureStore(repo_path=".")

feature_vector = store.get_online_features(
    features=[
        "driver_hourly_stats:conv_rate",
        "driver_hourly_stats:acc_rate",
        "driver_hourly_stats:avg_daily_trips",
    ],
    entity_rows=[
        # {join_key: entity_value}
        {"driver_id": 1004},
        {"driver_id": 1005},
    ],
).to_dict()

pprint(feature_vector)
{
 'acc_rate': [0.5732735991477966, 0.7828438878059387],
 'avg_daily_trips': [33, 984],
 'conv_rate': [0.15498852729797363, 0.6263588070869446],
 'driver_id': [1004, 1005]
}

Next steps

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