Links & Resources

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

• Slack: Feel free to ask questions or say hello! This is the main place where maintainers and contributors brainstorm and where users ask questions or discuss best practices.

  • Feast users should join #feast-general or #feast-beginners to ask questions

  • Feast developers / contributors should join #feast-development

• 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 / contributors should join feast-dev@googlegroups.com group by clicking here.

• Community Calendar: Includes community calls and design meetings.

• 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 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

General community call (biweekly)

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

Frequency (every 2 weeks)

• Tuesday 10:00 am to 10:30 am PST

Links

• Zoom: https://zoom.us/j/6325193230

• Meeting notes (incl recordings): https://bit.ly/feast-notes

Developers call (biweekly)

We also have a #feast-development community call every two weeks, where we discuss contributions + brainstorm best practices.

Frequency (every 2 weeks)

• Tuesday 8:00 am to 8:30 am PST

Links

• Meeting notes (incl recordings): Feast Development Biweekly

• Zoom: https://zoom.us/j/93657748160?pwd=K3ZpdzhqejgrcXNhc3BlSjFMdzUxdz09

Overview

Generally, Feast supports several patterns of feature retrieval:

1. Training data generation (via feature_store.get_historical_features(...))

2. Offline feature retrieval for batch scoring (via feature_store.get_historical_features(...))

3. Online feature retrieval for real-time model predictions

   • via the SDK: feature_store.get_online_features(...)

   • via deployed feature server endpoints: requests.post('http://localhost:6566/get-online-features', data=json.dumps(online_request))

Each of these retrieval mechanisms accept:

• some way of specifying entities (to fetch features for)

• some way to specify the features to fetch (either via feature services, which group features needed for a model version, or feature references)

Before beginning, you need to instantiate a local FeatureStore object that knows how to parse the registry (see more details)

For code examples of how the below work, inspect the generated repository from feast init -t [YOUR TEMPLATE] (gcp, snowflake, and aws are the most fully fleshed).

Concepts

Before diving into how to retrieve features, we need to understand some high level concepts in Feast.

Feature Services

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 version, 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 for batch scoring from the offline store (e.g. with an entity dataframe where all timestamps are now())

• Retrieval of features from the online store for online inference (with smaller batch sizes). The features retrieved from the online store may also belong to multiple feature views.

Feature services enable referencing all or some features from a feature view.

Retrieving from the online store with a feature service

from feast import FeatureStore
feature_store = FeatureStore('.')  # Initialize the feature store

feature_service = feature_store.get_feature_service("driver_activity")
features = feature_store.get_online_features(
    features=feature_service, entity_rows=[entity_dict]
)

Retrieving from the offline store with a feature service

from feast import FeatureStore
feature_store = FeatureStore('.')  # Initialize the feature store

feature_service = feature_store.get_feature_service("driver_activity")
feature_store.get_historical_features(features=feature_service, entity_df=entity_df)

Feature References

This mechanism of retrieving features is only recommended as you're experimenting. Once you want to launch experiments or serve models, feature services are recommended.

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=[
        # {join_key: entity_value}
        {'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 event 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.

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.

Retrieving historical features (for training data or batch scoring)

Feast abstracts away point-in-time join complexities with the get_historical_features API.

We go through the major steps, and also show example code. Note that the quickstart templates generally have end-to-end working examples for all these cases.

entity_df = pd.DataFrame.from_dict(
    {
        "driver_id": [1001, 1002, 1003, 1004, 1001],
        "event_timestamp": [
            datetime(2021, 4, 12, 10, 59, 42),
            datetime(2021, 4, 12, 8, 12, 10),
            datetime(2021, 4, 12, 16, 40, 26),
            datetime(2021, 4, 12, 15, 1, 12),
            datetime.now()
        ]
    }
)
training_df = store.get_historical_features(
    entity_df=entity_df,
    features=store.get_feature_service("model_v1"),
).to_df()
print(training_df.head())

from feast import FeatureStore

store = FeatureStore(repo_path=".")

# Get the latest feature values for unique entities
entity_sql = f"""
    SELECT
        driver_id,
        CURRENT_TIMESTAMP() as event_timestamp
    FROM {store.get_data_source("driver_hourly_stats_source").get_table_query_string()}
    WHERE event_timestamp BETWEEN '2021-01-01' and '2021-12-31'
    GROUP BY driver_id
"""
batch_scoring_features = store.get_historical_features(
    entity_df=entity_sql,
    features=store.get_feature_service("model_v2"),
).to_df()
# predictions = model.predict(batch_scoring_features)

Step 1: Specifying Features

Feast accepts either:

• feature services, which group features needed for a model version

• feature references

Example: querying a feature service (recommended)

training_df = store.get_historical_features(
    entity_df=entity_df,
    features=store.get_feature_service("model_v1"),
).to_df()

Example: querying a list of feature references

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

Step 2: Specifying Entities

Feast accepts either a Pandas dataframe as the entity dataframe (including entity keys and timestamps) or a SQL query to generate the entities.

Both approaches must specify the full entity key needed as well as the timestamps. Feast then joins features onto this dataframe.

Example: entity dataframe for generating training data

entity_df = pd.DataFrame.from_dict(
    {
        "driver_id": [1001, 1002, 1003, 1004, 1001],
        "event_timestamp": [
            datetime(2021, 4, 12, 10, 59, 42),
            datetime(2021, 4, 12, 8, 12, 10),
            datetime(2021, 4, 12, 16, 40, 26),
            datetime(2021, 4, 12, 15, 1, 12),
            datetime.now()
        ]
    }
)
training_df = store.get_historical_features(
    entity_df=entity_df,
    features=[
        "driver_hourly_stats:conv_rate",
        "driver_hourly_stats:acc_rate",
        "driver_daily_features:daily_miles_driven"
    ],
).to_df()

Example: entity SQL query for generating training data

You can also pass a SQL string to generate the above dataframe. This is useful for getting all entities in a timeframe from some data source.

entity_sql = f"""
    SELECT
        driver_id,
        event_timestamp
    FROM {store.get_data_source("driver_hourly_stats_source").get_table_query_string()}
    WHERE event_timestamp BETWEEN '2021-01-01' and '2021-12-31'
"""
training_df = store.get_historical_features(
    entity_df=entity_sql,
    features=[
        "driver_hourly_stats:conv_rate",
        "driver_hourly_stats:acc_rate",
        "driver_daily_features:daily_miles_driven"
    ],
).to_df()

Retrieving online features (for model inference)

Feast will ensure the latest feature values for registered features are available. At retrieval time, you need to supply a list of entities and the corresponding features to be retrieved. Similar to get_historical_features, we recommend using feature services as a mechanism for grouping features in a model version.

Note: unlike get_historical_features, the entity_rows do not need timestamps since you only want one feature value per entity key.

There are several options for retrieving online features: through the SDK, or through a feature server

from feast import RepoConfig, FeatureStore
from feast.repo_config import RegistryConfig

repo_config = RepoConfig(
    registry=RegistryConfig(path="gs://feast-test-gcs-bucket/registry.pb"),
    project="feast_demo_gcp",
    provider="gcp",
)
store = FeatureStore(config=repo_config)

features = store.get_online_features(
    features=[
        "driver_hourly_stats:conv_rate",
        "driver_hourly_stats:acc_rate",
        "driver_daily_features:daily_miles_driven",
    ],
    entity_rows=[
        {
            "driver_id": 1001,
        }
    ],
).to_dict()

import requests
import json

online_request = {
    "features": [
        "driver_hourly_stats:conv_rate",
    ],
    "entities": {"driver_id": [1001, 1002]},
}
r = requests.post('http://localhost:6566/get-online-features', data=json.dumps(online_request))
print(json.dumps(r.json(), indent=4, sort_keys=True))

Feast uses a registry to store all applied Feast objects (e.g. Feature views, entities, etc). The registry exposes methods to apply, list, retrieve and delete these objects, and is an abstraction with multiple implementations.

Options for registry implementations

File-based registry

By default, Feast uses a file-based registry implementation, which stores the protobuf representation of the registry as a serialized file. This registry file can be stored in a local file system, or in cloud storage (in, say, S3 or GCS, or Azure).

The quickstart guides that use feast init will use a registry on a local file system. To allow Feast to configure a remote file registry, you need to create a GCS / S3 bucket that Feast can understand:

project: feast_demo_aws
provider: aws
registry: s3://[YOUR BUCKET YOU CREATED]/registry.pb
online_store: null
offline_store:
  type: file

project: feast_demo_gcp
provider: gcp
registry: gs://[YOUR BUCKET YOU CREATED]/registry.pb
online_store: null
offline_store:
  type: file

However, there are inherent limitations with a file-based registry, since changing a single field in the registry requires re-writing the whole registry file. With multiple concurrent writers, this presents a risk of data loss, or bottlenecks writes to the registry since all changes have to be serialized (e.g. when running materialization for multiple feature views or time ranges concurrently).

SQL Registry

Alternatively, a SQL Registry can be used for a more scalable registry.

This supports any SQLAlchemy compatible database as a backend. The exact schema can be seen in sql.py

Updating the registry

We recommend users store their Feast feature definitions in a version controlled repository, which then via CI/CD automatically stays synced with the registry. Users will often also want multiple registries to correspond to different environments (e.g. dev vs staging vs prod), with staging and production registries with locked down write access since they can impact real user traffic. See Running Feast in Production for details on how to set this up.

Accessing the registry from clients

Users can specify the registry through a feature_store.yaml config file, or programmatically. We often see teams preferring the programmatic approach because it makes notebook driven development very easy:

Option 1: programmatically specifying the registry

repo_config = RepoConfig(
    registry=RegistryConfig(path="gs://feast-test-gcs-bucket/registry.pb"),
    project="feast_demo_gcp",
    provider="gcp",
    offline_store="file",  # Could also be the OfflineStoreConfig e.g. FileOfflineStoreConfig
    online_store="null",  # Could also be the OnlineStoreConfig e.g. RedisOnlineStoreConfig
)
store = FeatureStore(config=repo_config)

Option 2: specifying the registry in the project's feature_store.yaml file

project: feast_demo_aws
provider: aws
registry: s3://feast-test-s3-bucket/registry.pb
online_store: null
offline_store:
  type: file

Instantiating a FeatureStore object can then point to this:

store = FeatureStore(repo_path=".")

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. Ingest batch features ("materialization") and streaming features (via a Push API) into the online store.

4. Read the latest features from the offline store for batch scoring

5. Read the latest features from the online store for real-time inference.

6. Explore the (experimental) Feast UI

Overview

In this tutorial, we'll use Feast 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.

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 data sources.

   • 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 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).

   • (Experimental) Feast enables light-weight feature transformations so users can re-use transformation logic across online / offline use cases 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 Snowflake / GCP / AWS deployments, see Running Feast with Snowflake/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 my_project
cd my_project/feature_repo

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

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

• data/ contains raw demo parquet data

• example_repo.py contains demo feature definitions

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

• test_workflow.py showcases how to run all key Feast commands, including defining, retrieving, and pushing features. You can run this with python test_workflow.py.

project: my_project
# By default, the registry is a file (but can be turned into a more scalable SQL-backed registry)
registry: data/registry.db
# The provider primarily specifies default offline / online stores & storing the registry in a given cloud
provider: local
online_store:
  type: sqlite
  path: data/online_store.db
entity_key_serialization_version: 2

# This is an example feature definition file

from datetime import timedelta

import pandas as pd

from feast import (
    Entity,
    FeatureService,
    FeatureView,
    Field,
    FileSource,
    PushSource,
    RequestSource,
)
from feast.on_demand_feature_view import on_demand_feature_view
from feast.types import Float32, Float64, Int64

# Define an entity for the driver. You can think of entity as a primary key used to
# fetch features.
driver = Entity(name="driver", join_keys=["driver_id"])

# 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_stats_source = FileSource(
    name="driver_hourly_stats_source",
    path="%PARQUET_PATH%",
    timestamp_field="event_timestamp",
    created_timestamp_column="created",
)

# 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_stats_fv = FeatureView(
    # The unique name of this feature view. Two feature views in a single
    # project cannot have the same name
    name="driver_hourly_stats",
    entities=[driver],
    ttl=timedelta(days=1),
    # The list of features defined below act as a schema to both define features
    # for both materialization of features into a store, and are used as references
    # during retrieval for building a training dataset or serving features
    schema=[
        Field(name="conv_rate", dtype=Float32),
        Field(name="acc_rate", dtype=Float32),
        Field(name="avg_daily_trips", dtype=Int64),
    ],
    online=True,
    source=driver_stats_source,
    # Tags are user defined key/value pairs that are attached to each
    # feature view
    tags={"team": "driver_performance"},
)

# Defines a way to push data (to be available offline, online or both) into Feast.
driver_stats_push_source = PushSource(
    name="driver_stats_push_source",
    batch_source=driver_stats_source,
)

# Define a request data source which encodes features / information only
# available at request time (e.g. part of the user initiated HTTP request)
input_request = RequestSource(
    name="vals_to_add",
    schema=[
        Field(name="val_to_add", dtype=Int64),
        Field(name="val_to_add_2", dtype=Int64),
    ],
)


# Define an on demand feature view which can generate new features based on
# existing feature views and RequestSource features
@on_demand_feature_view(
    sources=[driver_stats_fv, input_request],
    schema=[
        Field(name="conv_rate_plus_val1", dtype=Float64),
        Field(name="conv_rate_plus_val2", dtype=Float64),
    ],
)
def transformed_conv_rate(inputs: pd.DataFrame) -> pd.DataFrame:
    df = pd.DataFrame()
    df["conv_rate_plus_val1"] = inputs["conv_rate"] + inputs["val_to_add"]
    df["conv_rate_plus_val2"] = inputs["conv_rate"] + inputs["val_to_add_2"]
    return df


# This groups features into a model version
driver_activity_v1 = FeatureService(
    name="driver_activity_v1",
    features=[
        driver_stats_fv[["conv_rate"]],  # Sub-selects a feature from a feature view
        transformed_conv_rate,  # Selects all features from the feature view
    ],
)
driver_activity_v2 = FeatureService(
    name="driver_activity_v2", features=[driver_stats_fv, transformed_conv_rate]
)

The feature_store.yaml file configures the key overall architecture of the feature store.

The provider value sets default offline and online stores.

• The offline store provides the compute layer to process historical data (for generating training data & feature values for serving).

• The online store is a low latency store of the latest feature values (for powering real-time inference).

Valid values for provider in feature_store.yaml are:

• local: use a SQL registry or local file registry. By default, use a file / Dask based offline store + SQLite online store

• gcp: use a SQL registry or GCS file registry. By default, use BigQuery (offline store) + Google Cloud Datastore (online store)

• aws: use a SQL registry or S3 file registry. By default, use Redshift (offline store) + DynamoDB (online store)

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

A custom setup can also be made by following Customizing Feast.

Inspecting the raw data

The raw feature data we have in this demo is stored in a local parquet file. The dataset captures hourly stats of a driver in a ride-sharing app.

import pandas as pd
pd.read_parquet("data/driver_stats.parquet")

Step 3: Run sample workflow

There's an included test_workflow.py file which runs through a full sample workflow:

1. Register feature definitions through feast apply

2. Generate a training dataset (using get_historical_features)

3. Generate features for batch scoring (using get_historical_features)

4. Ingest batch features into an online store (using materialize_incremental)

5. Fetch online features to power real time inference (using get_online_features)

6. Ingest streaming features into offline / online stores (using push)

7. Verify online features are updated / fresher

We'll walk through some snippets of code below and explain

Step 3a: 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_repo.py and sets up SQLite online store tables. Note that we had specified SQLite as the default online store by configuring online_store in feature_store.yaml.

feast apply

Created entity driver
Created feature view driver_hourly_stats
Created on demand feature view transformed_conv_rate
Created feature service driver_activity_v1
Created feature service driver_activity_v2

Created sqlite table my_project_driver_hourly_stats

Step 3b: Generating training data or powering batch scoring models

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). Feast can help generate the features that map to these labels.

Feast needs a list of entities (e.g. driver ids) and timestamps. Feast will intelligently join relevant tables to create the relevant feature vectors. There are two ways to generate this list:

1. The user can query that table of labels with timestamps and pass that into Feast as an entity dataframe for training data generation.

2. The user can also query that table with a SQL query which pulls entities. See the documentation on feature retrieval for details

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

Generating training data

from datetime import datetime
import pandas as pd

from feast import FeatureStore

# Note: see https://docs.feast.dev/getting-started/concepts/feature-retrieval for 
# more details on how to retrieve for all entities in the offline store instead
entity_df = pd.DataFrame.from_dict(
    {
        # entity's join key -> entity values
        "driver_id": [1001, 1002, 1003],
        # "event_timestamp" (reserved key) -> timestamps
        "event_timestamp": [
            datetime(2021, 4, 12, 10, 59, 42),
            datetime(2021, 4, 12, 8, 12, 10),
            datetime(2021, 4, 12, 16, 40, 26),
        ],
        # (optional) label name -> label values. Feast does not process these
        "label_driver_reported_satisfaction": [1, 5, 3],
        # values we're using for an on-demand transformation
        "val_to_add": [1, 2, 3],
        "val_to_add_2": [10, 20, 30],
    }
)

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",
        "transformed_conv_rate:conv_rate_plus_val1",
        "transformed_conv_rate:conv_rate_plus_val2",
    ],
).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  ...  0.077863              741
1 2021-08-23 15:49:55.489089+00:00       1002  ...  0.074327              113
2 2021-08-23 16:14:55.489075+00:00       1001  ...  0.105046              347

[3 rows x 6 columns]

Run offline inference (batch scoring)

To power a batch model, we primarily need to generate features with the get_historical_features call, but using the current timestamp

entity_df["event_timestamp"] = pd.to_datetime("now", utc=True)
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",
        "transformed_conv_rate:conv_rate_plus_val1",
        "transformed_conv_rate:conv_rate_plus_val2",
    ],
).to_df()

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

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

   driver_id                  event_timestamp  ... acc_rate  avg_daily_trips  conv_rate_plus_val1  
0       1001 2022-08-08 18:22:06.555018+00:00  ... 0.864639              359             1.663844
1       1002 2022-08-08 18:22:06.555018+00:00  ... 0.695982              311             2.151189 
2       1003 2022-08-08 18:22:06.555018+00:00  ... 0.949191              789             3.769165 

Step 3c: Ingest batch 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 3d: 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]
}

Step 3e: Using a feature service to fetch online features instead.

You can also use feature services to manage multiple features, and decouple feature view definitions and the features needed by end applications. The feature store can also be used to fetch either online or historical features using the same API below. More information can be found here.

The driver_activity_v1 feature service pulls all features from the driver_hourly_stats feature view:

from feast import FeatureService
driver_stats_fs = FeatureService(
    name="driver_activity_v1", features=[driver_hourly_stats_view]
)

from pprint import pprint
from feast import FeatureStore
feature_store = FeatureStore('.')  # Initialize the feature store

feature_service = feature_store.get_feature_service("driver_activity_v1")
feature_vector = feature_store.get_online_features(
    features=feature_service,
    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]
}

Step 4: Browse your features with the Web UI (experimental)

View all registered features, data sources, entities, and feature services with the Web UI.

One of the ways to view this is with the feast ui command.

feast ui

INFO:     Started server process [66664]
08/17/2022 01:25:49 PM uvicorn.error INFO: Started server process [66664]
INFO:     Waiting for application startup.
08/17/2022 01:25:49 PM uvicorn.error INFO: Waiting for application startup.
INFO:     Application startup complete.
08/17/2022 01:25:49 PM uvicorn.error INFO: Application startup complete.
INFO:     Uvicorn running on http://0.0.0.0:8888 (Press CTRL+C to quit)
08/17/2022 01:25:49 PM uvicorn.error INFO: Uvicorn running on http://0.0.0.0:8888 (Press CTRL+C to quit)

Step 5: Re-examine test_workflow.py

Take a look at test_workflow.py again. It showcases many sample flows on how to interact with Feast. You'll see these show up in the upcoming concepts + architecture + tutorial pages as well.

Next steps

• Read the Concepts page to understand the Feast data model.

• Read the Architecture page.

• Check out our Tutorials section for more examples on how to use Feast.

• Follow our Running Feast with Snowflake/GCP/AWS guide for a more in-depth tutorial on using Feast.

• Join other Feast users and contributors in Slack and become part of the community!

Feast project structure

The top-level namespace within Feast is a project. Users define one or more feature views within a project. Each feature view contains one or more features. These features typically relate to one or more entities. A feature view must always have a data source, which in turn is used during the generation of training datasets and when materializing feature values into the online store.

Projects provide complete isolation of feature stores at the infrastructure level. This is accomplished through resource namespacing, e.g., prefixing table names with the associated project. Each project should be considered a completely separate universe of entities and features. It is not possible to retrieve features from multiple projects in a single request. We recommend having a single feature store and a single project per environment (dev, staging, prod).

Data ingestion

For offline use cases that only rely on batch data, Feast does not need to ingest data and can query your existing data (leveraging a compute engine, whether it be a data warehouse or (experimental) Spark / Trino). Feast can help manage pushing streaming features to a batch source to make features available for training.

For online use cases, Feast supports ingesting features from batch sources to make them available online (through a process called materialization), and pushing streaming features to make them available both offline / online. We explore this more in the next concept page (Data ingestion)

Feature registration and retrieval

Features are registered as code in a version controlled repository, and tie to data sources + model versions via the concepts of entities, feature views, and feature services. We explore these concepts more in the upcoming concept pages. These features are then stored in a registry, which can be accessed across users and services. The features can then be retrieved via SDK API methods or via a deployed feature server which exposes endpoints to query for online features (to power real time models).

Feast supports several patterns of feature retrieval.

Data source

A data source in Feast refers to raw underlying data that users own (e.g. in a table in BigQuery). Feast does not manage any of the raw underlying data but instead, is in charge of loading this data and performing different operations on the data to retrieve or serve features.

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 materialize features into an online store.

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

Feast supports primarily time-stamped tabular data as data sources. There are many kinds of possible data sources:

• Batch data sources: ideally, these live in data warehouses (BigQuery, Snowflake, Redshift), but can be in data lakes (S3, GCS, etc). Feast supports ingesting and querying data across both.

• Stream data sources: Feast does not have native streaming integrations. It does however facilitate making streaming features available in different environments. There are two kinds of sources:

  • Push sources allow users to push features into Feast, and make it available for training / batch scoring ("offline"), for realtime feature serving ("online") or both.

  • [Alpha] Stream sources allow users to register metadata from Kafka or Kinesis sources. The onus is on the user to ingest from these sources, though Feast provides some limited helper methods to ingest directly from Kafka / Kinesis topics.

• (Experimental) Request data sources: This is data that is only available at request time (e.g. from a user action that needs an immediate model prediction response). This is primarily relevant as an input into on-demand feature views, which allow light-weight feature engineering and combining features across sources.

Batch data ingestion

Ingesting from batch sources is only necessary to power real-time models. This is done through materialization. Under the hood, Feast manages an offline store (to scalably generate training data from batch sources) and an online store (to provide low-latency access to features for real-time models).

A key command to use in Feast is the materialize_incremental command, which fetches the latest values for all entities in the batch source and ingests these values into the online store.

Materialization can be called programmatically or through the CLI:

# Define Python callable
def materialize():
  repo_config = RepoConfig(
    registry=RegistryConfig(path="s3://[YOUR BUCKET]/registry.pb"),
    project="feast_demo_aws",
    provider="aws",
    offline_store="file",
    online_store=DynamoDBOnlineStoreConfig(region="us-west-2")
  )
  store = FeatureStore(config=repo_config)
  store.materialize_incremental(datetime.datetime.now())

# (In production) Use Airflow PythonOperator
materialize_python = PythonOperator(
    task_id='materialize_python',
    python_callable=materialize,
)

CURRENT_TIME=$(date -u +"%Y-%m-%dT%H:%M:%S")
feast materialize-incremental $CURRENT_TIME

# Use BashOperator
materialize_bash = BashOperator(
    task_id='materialize',
    bash_command=f'feast materialize-incremental {datetime.datetime.now().replace(microsecond=0).isoformat()}',
)

Batch data schema inference

If the schema parameter is not specified when defining a data source, Feast attempts to infer the schema of the data source during feast apply. The way it does this depends on the implementation of the offline store. For the offline stores that ship with Feast out of the box this inference is performed by inspecting the schema of the table in the cloud data warehouse, or if a query is provided to the source, by running the query with a LIMIT clause and inspecting the result.

Stream data ingestion

Ingesting from stream sources happens either via a Push API or via a contrib processor that leverages an existing Spark context.

• To push data into the offline or online stores: see push sources for details.

• (experimental) To use a contrib Spark processor to ingest from a topic, see Tutorial: Building streaming features

What is Feast?

Feast (Feature Store) is a customizable operational data system that re-uses existing infrastructure to manage and serve machine learning features to realtime models.

Feast allows ML platform teams to:

• Make features consistently available for training and serving by managing an offline store (to process historical data for scale-out batch scoring or model training), a low-latency online store (to power real-time prediction), and a battle-tested feature server (to serve pre-computed features online).

• Avoid data leakage by generating point-in-time correct feature sets so data scientists can focus on feature engineering rather than debugging error-prone dataset joining logic. This ensure that future feature values do not leak to models during training.

• Decouple ML from data infrastructure by providing a single data access layer that abstracts feature storage from feature retrieval, ensuring models remain portable as you move from training models to serving models, from batch models to realtime models, and from one data infra system to another.

Who is Feast for?

Feast helps ML platform teams with DevOps experience productionize real-time models. Feast can also help these teams build towards a feature platform that improves collaboration between engineers and data scientists.

Feast is likely not the right tool if you

• are in an organization that’s just getting started with ML and is not yet sure what the business impact of ML is

• rely primarily on unstructured data

• need very low latency feature retrieval (e.g. p99 feature retrieval << 10ms)

• have a small team to support a large number of use cases

What Feast is not?

Feast is not

• an ETL / ELT system: Feast is not (and does not plan to become) a general purpose data transformation or pipelining system. Users often leverage tools like dbt to manage upstream data transformations.

• a data orchestration tool: Feast does not manage or orchestrate complex workflow DAGs. It relies on upstream data pipelines to produce feature values and integrations with tools like Airflow to make features consistently available.

• a 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.

• a database: Feast is not a database, but helps manage data stored in other systems (e.g. BigQuery, Snowflake, DynamoDB, Redis) to make features consistently available at training / serving time

Feast does not fully solve

• reproducible model training / model backtesting / experiment management: Feast captures feature and model metadata, but does not version-control datasets / labels or manage train / test splits. Other tools like DVC, MLflow, and Kubeflow are better suited for this.

• batch + streaming feature engineering: Feast primarily processes already transformed feature values (though it offers experimental light-weight transformations). Users usually integrate Feast with upstream systems (e.g. existing ETL/ELT pipelines). Tecton is a more fully featured feature platform which addresses these needs.

• native streaming feature integration: Feast enables users to push streaming features, but does not pull from streaming sources or manage streaming pipelines. Tecton is a more fully featured feature platform which orchestrates end to end streaming pipelines.

• feature sharing: Feast has experimental functionality to enable discovery and cataloguing of feature metadata with a Feast web UI (alpha). Feast also has community contributed plugins with DataHub and Amundsen. Tecton also more robustly addresses these needs.

• lineage: Feast helps tie feature values to model versions, but is not a complete solution for capturing end-to-end lineage from raw data sources to model versions. Feast also has community contributed plugins with DataHub and Amundsen. Tecton captures more end-to-end lineage by also managing feature transformations.

• data quality / drift detection: Feast has experimental integrations with Great Expectations, but is not purpose built to solve data drift / data quality issues. This requires more sophisticated monitoring across data pipelines, served feature values, labels, and model versions.

Example use cases

Many companies have used Feast to power real-world ML use cases such as:

• Personalizing online recommendations by leveraging pre-computed historical user or item features.

• Online fraud detection, using features that compare against (pre-computed) historical transaction patterns

• Churn prediction (an offline model), generating feature values for all users at a fixed cadence in batch

• Credit scoring, using pre-computed historical features to compute probability of default

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 Snowflake/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.

The Feast feature registry is a central catalog of all the feature definitions and their related metadata. It allows data scientists to search, discover, and collaborate on new features.

Each Feast deployment has a single feature registry. Feast only supports file-based registries today, but supports four different backends.

• Local: Used as a local backend for storing the registry during development

• S3: Used as a centralized backend for storing the registry on AWS

• GCS: Used as a centralized backend for storing the registry on GCP

• [Alpha] Azure: Used as centralized backend for storing the registry on Azure Blob storage.

The feature registry is updated during different operations when using Feast. More specifically, objects within the registry (entities, feature views, feature services) are updated when running apply from the Feast CLI, but metadata about objects can also be updated during operations like materialization.

Users interact with a feature registry through the Feast SDK. Listing all feature views:

fs = FeatureStore("my_feature_repo/")
print(fs.list_feature_views())

Or retrieving a specific feature view:

fs = FeatureStore("my_feature_repo/")
fv = fs.get_feature_view(“my_fv1”)

An offline store is an interface for working with historical time-series feature values that are stored in data sources. The OfflineStore interface has several different implementations, such as the BigQueryOfflineStore, each of which is backed by a different storage and compute engine. For more details on which offline stores are supported, please see Offline Stores.

Offline stores are primarily used for two reasons:

1. Building training datasets from time-series features.

2. Materializing (loading) features into an online store to serve those features at low-latency in a production setting.

Offline stores are configured through the feature_store.yaml. When building training datasets or materializing features into an online store, Feast will use the configured offline store with your configured data sources to execute the necessary data operations.

Only a single offline store can be used at a time. Moreover, offline stores are not compatible with all data sources; for example, the BigQuery offline store cannot be used to query a file-based data source.

Please see Push Source for more details on how to push features directly to the offline store in your feature store.

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

• We welcome contribution to all items in the roadmap!

• Have questions about the roadmap? Go to the Slack channel to ask on #feast-development.

• Data Sources

  • Snowflake source

  • Redshift source

  • BigQuery source

  • Parquet file source

  • Azure Synapse + Azure SQL source (contrib plugin)

  • Hive (community plugin)

  • Postgres (contrib plugin)

  • Spark (contrib plugin)

  • Kafka / Kinesis sources (via push support into the online store)

• Offline Stores

  • Snowflake

  • Redshift

  • BigQuery

  • Azure Synapse + Azure SQL (contrib plugin)

  • Hive (community plugin)

  • Postgres (contrib plugin)

  • Trino (contrib plugin)

  • Spark (contrib plugin)

  • In-memory / Pandas

  • Custom offline store support

• Online Stores

  • Snowflake

  • DynamoDB

  • Redis

  • Datastore

  • SQLite

  • Azure Cache for Redis (community plugin)

  • Postgres (contrib plugin)

  • Custom online store support

  • Cassandra / AstraDB

  • Bigtable (in progress)

• Feature Engineering

  • On-demand Transformations (Alpha release. See RFC)

  • Streaming Transformations (Alpha release. See RFC)

  • Batch transformation (In progress. See RFC)

• Streaming

  • Custom streaming ingestion job support

  • Push based streaming data ingestion to online store

  • Push based streaming data ingestion to offline store

• Deployments

  • AWS Lambda (Alpha release. See RFC)

  • Kubernetes (See guide)

• Feature Serving

  • Python Client

  • Python feature server

  • Java feature server (alpha)

  • Go feature server (alpha)

• Data Quality Management (See RFC)

  • Data profiling and validation (Great Expectations)

• Feature Discovery and Governance

  • Python SDK for browsing feature registry

  • CLI for browsing feature registry

  • Model-centric feature tracking (feature services)

  • Amundsen integration (see Feast extractor)

  • DataHub integration (see DataHub Feast docs)

  • Feast Web UI (Beta release. See docs)

Feast datasets allow for conveniently saving dataframes that include both features and entities to be subsequently used for data analysis and model training. Data Quality Monitoring was the primary motivation for creating dataset concept.

Dataset's metadata is stored in the Feast registry and raw data (features, entities, additional input keys and timestamp) is stored in the offline store.

Dataset can be created from:

1. Results of historical retrieval

2. [planned] Logging request (including input for on demand transformation) and response during feature serving

3. [planned] Logging features during writing to online store (from batch source or stream)

Creating a saved dataset from historical retrieval

To create a saved dataset from historical features for later retrieval or analysis, a user needs to call get_historical_features method first and then pass the returned retrieval job to create_saved_dataset method. create_saved_dataset will trigger the provided retrieval job (by calling .persist() on it) to store the data using the specified storage behind the scenes. Storage type must be the same as the globally configured offline store (e.g it's impossible to persist data to a different offline source). create_saved_dataset will also create a SavedDataset object with all of the related metadata and will write this object to the registry.

from feast import FeatureStore
from feast.infra.offline_stores.bigquery_source import SavedDatasetBigQueryStorage

store = FeatureStore()

historical_job = store.get_historical_features(
    features=["driver:avg_trip"],
    entity_df=...,
)

dataset = store.create_saved_dataset(
    from_=historical_job,
    name='my_training_dataset',
    storage=SavedDatasetBigQueryStorage(table_ref='<gcp-project>.<gcp-dataset>.my_training_dataset'),
    tags={'author': 'oleksii'}
)

dataset.to_df()

Saved dataset can be retrieved later using the get_saved_dataset method in the feature store:

dataset = store.get_saved_dataset('my_training_dataset')
dataset.to_df()

Check out our tutorial on validating historical features to see how this concept can be applied in a real-world use case.

Feature views

A feature view is an object that represents a logical group of time-series feature data as it is found in a data source. Depending on the kind of feature view, it may contain some lightweight (experimental) feature transformations (see [Alpha] On demand feature views).

Feature views consist of:

• a data source

• zero or more entities

  • If the features are not related to a specific object, the feature view might not have entities; see feature views without entities below.

• a name to uniquely identify this feature view in the project.

• (optional, but recommended) a schema specifying one or more features (without this, Feast will infer the schema by reading from the data source)

• (optional, but recommended) metadata (for example, description, or other free-form metadata via tags)

• (optional) a TTL, which limits how far back Feast will look when generating historical datasets

Feature views allow Feast to model your existing feature data in a consistent way in both an offline (training) and online (serving) environment. Feature views generally contain features that are properties of a specific object, in which case that object is defined as an entity and included in the feature view.

from feast import BigQuerySource, Entity, FeatureView, Field
from feast.types import Float32, Int64

driver = Entity(name="driver", join_keys=["driver_id"])

driver_stats_fv = FeatureView(
    name="driver_activity",
    entities=[driver],
    schema=[
        Field(name="trips_today", dtype=Int64),
        Field(name="rating", dtype=Float32),
    ],
    source=BigQuerySource(
        table="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. Feature values can be loaded from batch sources or from stream sources.

• 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 views without entities

If a feature view contains features that are not related to a specific entity, the feature view can be defined without entities (only timestamps are needed for this feature view).

from feast import BigQuerySource, FeatureView, Field
from feast.types import Int64

global_stats_fv = FeatureView(
    name="global_stats",
    entities=[],
    schema=[
        Field(name="total_trips_today_by_all_drivers", dtype=Int64),
    ],
    source=BigQuerySource(
        table="feast-oss.demo_data.global_stats"
    )
)

Feature inferencing

If the schema parameter is not specified in the creation of the feature view, Feast will infer the features during feast apply by creating a Field for each column in the underlying data source except the columns corresponding to the entities of the feature view or the columns corresponding to the timestamp columns of the feature view's data source. The names and value types of the inferred features will use the names and data types of the columns from which the features were inferred.

Entity aliasing

"Entity aliases" can be specified to join entity_dataframe columns that do not match the column names in the source table of a FeatureView.

This could be used if a user has no control over these column names or if there are multiple entities are a subclass of a more general entity. For example, "spammer" and "reporter" could be aliases of a "user" entity, and "origin" and "destination" could be aliases of a "location" entity as shown below.

It is suggested that you dynamically specify the new FeatureView name using .with_name and join_key_map override using .with_join_key_map instead of needing to register each new copy.

from feast import BigQuerySource, Entity, FeatureView, Field
from feast.types import Int32, Int64

location = Entity(name="location", join_keys=["location_id"])

location_stats_fv= FeatureView(
    name="location_stats",
    entities=[location],
    schema=[
        Field(name="temperature", dtype=Int32),
        Field(name="location_id", dtype=Int64),
    ],
    source=BigQuerySource(
        table="feast-oss.demo_data.location_stats"
    ),
)

from location_stats_feature_view import location_stats_fv

temperatures_fs = FeatureService(
    name="temperatures",
    features=[
        location_stats_fv
            .with_name("origin_stats")
            .with_join_key_map(
                {"location_id": "origin_id"}
            ),
        location_stats_fv
            .with_name("destination_stats")
            .with_join_key_map(
                {"location_id": "destination_id"}
            ),
    ],
)

Field

A field or feature is an individual measurable property. It is typically a property observed on a specific entity, but does not have to be associated with an entity. For example, a feature of a customer entity could be the number of transactions they have made on an average month, while a feature that is not observed on a specific entity could be the total number of posts made by all users in the last month. Supported types for fields in Feast can be found in sdk/python/feast/types.py.

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

from feast import Field
from feast.types import Float32

trips_today = Field(
    name="trips_today",
    dtype=Float32
)

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.

Each field can have additional metadata associated with it, specified as key-value tags.

[Alpha] On demand feature views

On demand feature views allows data scientists to use existing features and request time data (features only available at request time) to transform and create new features. Users define python transformation logic which is executed in both the historical retrieval and online retrieval paths.

Currently, these transformations are executed locally. This is fine for online serving, but does not scale well to offline retrieval.

Why use on demand feature views?

This enables data scientists to easily impact the online feature retrieval path. For example, a data scientist could

1. Call get_historical_features to generate a training dataframe

2. Iterate in notebook on feature engineering in Pandas

3. Copy transformation logic into on demand feature views and commit to a dev branch of the feature repository

4. Verify with get_historical_features (on a small dataset) that the transformation gives expected output over historical data

5. Verify with get_online_features on dev branch that the transformation correctly outputs online features

6. Submit a pull request to the staging / prod branches which impact production traffic

from feast import Field, RequestSource
from feast.on_demand_feature_view import on_demand_feature_view
from feast.types import Float64

# Define a request data source which encodes features / information only
# available at request time (e.g. part of the user initiated HTTP request)
input_request = RequestSource(
    name="vals_to_add",
    schema=[
        Field(name="val_to_add", dtype=PrimitiveFeastType.INT64),
        Field(name="val_to_add_2": dtype=PrimitiveFeastType.INT64),
    ]
)

# Use the input data and feature view features to create new features
@on_demand_feature_view(
   sources=[
       driver_hourly_stats_view,
       input_request
   ],
   schema=[
     Field(name='conv_rate_plus_val1', dtype=Float64),
     Field(name='conv_rate_plus_val2', dtype=Float64)
   ]
)
def transformed_conv_rate(features_df: pd.DataFrame) -> pd.DataFrame:
    df = pd.DataFrame()
    df['conv_rate_plus_val1'] = (features_df['conv_rate'] + features_df['val_to_add'])
    df['conv_rate_plus_val2'] = (features_df['conv_rate'] + features_df['val_to_add_2'])
    return df

[Alpha] Stream feature views

A stream feature view is an extension of a normal feature view. The primary difference is that stream feature views have both stream and batch data sources, whereas a normal feature view only has a batch data source.

Stream feature views should be used instead of normal feature views when there are stream data sources (e.g. Kafka and Kinesis) available to provide fresh features in an online setting. Here is an example definition of a stream feature view with an attached transformation:

from datetime import timedelta

from feast import Field, FileSource, KafkaSource, stream_feature_view
from feast.data_format import JsonFormat
from feast.types import Float32

driver_stats_batch_source = FileSource(
    name="driver_stats_source",
    path="data/driver_stats.parquet",
    timestamp_field="event_timestamp",
)

driver_stats_stream_source = KafkaSource(
    name="driver_stats_stream",
    kafka_bootstrap_servers="localhost:9092",
    topic="drivers",
    timestamp_field="event_timestamp",
    batch_source=driver_stats_batch_source,
    message_format=JsonFormat(
        schema_json="driver_id integer, event_timestamp timestamp, conv_rate double, acc_rate double, created timestamp"
    ),
    watermark_delay_threshold=timedelta(minutes=5),
)

@stream_feature_view(
    entities=[driver],
    ttl=timedelta(seconds=8640000000),
    mode="spark",
    schema=[
        Field(name="conv_percentage", dtype=Float32),
        Field(name="acc_percentage", dtype=Float32),
    ],
    timestamp_field="event_timestamp",
    online=True,
    source=driver_stats_stream_source,
)
def driver_hourly_stats_stream(df: DataFrame):
    from pyspark.sql.functions import col

    return (
        df.withColumn("conv_percentage", col("conv_rate") * 100.0)
        .withColumn("acc_percentage", col("acc_rate") * 100.0)
        .drop("conv_rate", "acc_rate")
    )

See here for a example of how to use stream feature views to register your own streaming data pipelines in Feast.

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.

driver = Entity(name='driver', join_keys=['driver_id'])

The entity name is used to uniquely identify the entity (for example to show in the experimental Web UI). The join key is used to identify the physical primary key on which feature values should be joined together to be retrieved during feature retrieval.

Entities are used by Feast in many contexts, as we explore below:

Use case #1: Defining and storing features

Feast's primary object for defining features is a feature view, which is a collection of features. Feature views map to 0 or more entities, since a feature can be associated with:

• zero entities (e.g. a global feature like num_daily_global_transactions)

• one entity (e.g. a user feature like user_age or last_5_bought_items)

• multiple entities, aka a composite key (e.g. a user + merchant category feature like num_user_purchases_in_merchant_category)

Feast refers to this collection of entities for a feature view as an entity key.

Entities should be reused across feature views. This helps with discovery of features, since it enables data scientists understand how other teams build features for the entity they are most interested in.

Feast will use the feature view concept to then define the schema of groups of features in a low-latency online store.

Use case #2: Retrieving features

At training time, users control what entities they want to look up, for example corresponding to train / test / validation splits. A user specifies a list of entity keys + timestamps they want to fetch point-in-time correct features for to generate a training dataset.

At serving time, users specify entity key(s) to fetch the latest feature values which can power real-time model prediction (e.g. a fraud detection model that needs to fetch the latest transaction user's features to make a prediction).

Feature values in Feast are modeled as time-series records. Below is an example of a driver feature view with two feature columns (trips_today, and earnings_today):

The above table can be registered with Feast through the following feature view:

Feast is able to join features from one or more feature views onto an entity dataframe in a point-in-time correct way. This means Feast is able to reproduce the state of features at a specific point in the past.

Given the following entity dataframe, imagine a user would like to join the above driver_hourly_stats feature view onto it, while preserving the trip_success column:

The timestamps within the entity dataframe above are the events at which we want to reproduce the state of the world (i.e., what the feature values were at those specific points in time). In order to do a point-in-time join, a user would load the entity dataframe and run historical retrieval:

For each row within the entity dataframe, Feast will query and join the selected features from the appropriate feature view data source. Feast will scan backward in time from the entity dataframe timestamp up to a maximum of the TTL time specified.

Below is the resulting joined training dataframe. It contains both the original entity rows and joined feature values:

Three feature rows were successfully joined to the entity dataframe rows. The first row in the entity dataframe was older than the earliest feature rows in the feature view and could not be joined. The last row in the entity dataframe was outside of the TTL window (the event happened 11 hours after the feature row) and also couldn't be joined.

A batch materialization engine is a component of Feast that's responsible for moving data from the offline store into the online store.

A materialization engine abstracts over specific technologies or frameworks that are used to materialize data. It allows users to use a pure local serialized approach (which is the default LocalMaterializationEngine), or delegates the materialization to seperate components (e.g. AWS Lambda, as implemented by the the LambdaMaterializaionEngine).

These Feast tutorials showcase how to use Feast to simplify end to end model training / serving.

Feast uses online stores to serve features at low latency. Feature values are loaded from data sources into the online store through materialization, which can be triggered through the materialize command.

Here is an example batch data source:

Once the above data source is materialized into Feast (using feast materialize), the feature values will be stored as follows:

When individuals apply for loans from banks and other credit providers, the decision to approve a loan application is often made through a statistical model. This model uses information about a customer to determine the likelihood that they will repay or default on a loan, in a process called credit scoring.

In this example, we will demonstrate how a real-time credit scoring system can be built using Feast and Scikit-Learn on AWS, using feature data from S3.

This real-time system accepts a loan request from a customer and responds within 100ms with a decision on whether their loan has been approved or rejected.

This end-to-end tutorial will take you through the following steps:

• Deploying Redshift as the interface Feast uses to build training datasets

• Registering your features with Feast and configuring DynamoDB for online serving

• Building a training dataset with Feast to train your credit scoring model

• Loading feature values from S3 into DynamoDB

• Making online predictions with your credit scoring model using features from DynamoDB

Functionality

• Create Batch Features: ELT/ETL systems like Spark and SQL are used to transform data in the batch store.

• Feast Apply: The user (or CI) publishes versioned controlled feature definitions using feast apply. This CLI command updates infrastructure and persists definitions in the object store registry.

• Feast Materialize: The user (or scheduler) executes feast materialize which loads features from the offline store into the online store.

• Model Training: A model training pipeline is launched. It uses the Feast Python SDK to retrieve a training dataset that can be used for training models.

• Get Historical Features: Feast exports a point-in-time correct training dataset based on the list of features and entity dataframe provided by the model training pipeline.

• Deploy Model: The trained model binary (and list of features) are deployed into a model serving system. This step is not executed by Feast.

• Prediction: A backend system makes a request for a prediction from the model serving service.

• Get Online Features: The model serving service makes a request to the Feast Online Serving service for online features using a Feast SDK.

Components

A complete Feast deployment contains the following components:

• Feast Registry: An object store (GCS, S3) based registry used to persist feature definitions that are registered with the feature store. Systems can discover feature data by interacting with the registry through the Feast SDK.

• Feast Python SDK/CLI: The primary user facing SDK. Used to:

  • Manage version controlled feature definitions.

  • Materialize (load) feature values into the online store.

  • Build and retrieve training datasets from the offline store.

  • Retrieve online features.

• Stream Processor: The Stream Processor can be used to ingest feature data from streams and write it into the online or offline stores. Currently, there's an experimental Spark processor that's able to consume data from Kafka.

• Offline Store: The offline store persists batch data that has been ingested into Feast. This data is used for producing training datasets. For feature retrieval and materialization, Feast does not manage the offline store directly, but runs queries against it. However, offline stores can be configured to support writes if Feast configures logging functionality of served features.

We integrate with a wide set of tools and technologies so you can make Feast work in your existing stack. Many of these integrations are maintained as plugins to the main Feast repo.

Integrations

See Functionality and Roadmap

Standards

In order for a plugin integration to be highlighted, it must meet the following requirements:

1. The plugin must have tests. Ideally it would use the Feast universal tests (see this guide for an example), but custom tests are fine.

2. The plugin must have some basic documentation on how it should be used.

3. The author must work with a maintainer to pass a basic code review (e.g. to ensure that the implementation roughly matches the core Feast implementations).

In order for a plugin integration to be merged into the main Feast repo, it must meet the following requirements:

1. The PR must pass all integration tests. The universal tests (tests specifically designed for custom integrations) must be updated to test the integration.

2. There is documentation and a tutorial on how to use the integration.

3. The author (or someone else) agrees to take ownership of all the files, and maintain those files going forward.

4. If the plugin is being contributed by an organization, and not an individual, the organization should provide the infrastructure (or credits) for integration tests.

Overview

By default, the registry Feast uses a file-based registry implementation, which stores the protobuf representation of the registry as a serialized file. This registry file can be stored in a local file system, or in cloud storage (in, say, S3 or GCS).

However, there's inherent limitations with a file-based registry, since changing a single field in the registry requires re-writing the whole registry file. With multiple concurrent writers, this presents a risk of data loss, or bottlenecks writes to the registry since all changes have to be serialized (e.g. when running materialization for multiple feature views or time ranges concurrently).

• PostgreSQL

• MySQL

• Sqlite

Feast can use the SQL Registry via a config change in the feature_store.yaml file. An example of how to configure this would be:

There are some things to note about how the SQL registry works:

• Once instantiated, the Registry ensures the tables needed to store data exist, and creates them if they do not.

• Upon tearing down the feast project, the registry ensures that the tables are dropped from the database.

• The schema for how data is laid out in tables can be found . It is intentionally simple, storing the serialized protobuf versions of each Feast object keyed by its name.

Example Usage: Concurrent materialization

The SQL Registry should be used when materializing feature views concurrently to ensure correctness of data in the registry. This can be achieved by simply running feast materialize or feature_store.materialize multiple times using a correctly configured feature_store.yaml. This will make each materialization process talk to the registry database concurrently, and ensure the metadata updates are serialized.

In this example, you'll learn how to use some of the key functionality in Feast. The tutorial runs in both local mode and on the Google Cloud Platform (GCP). For GCP, you must have access to a GCP project already, including read and write permissions to BigQuery.

Try it and let us know what you think!

A provider is an implementation of a feature store using specific feature store components (e.g. offline store, online store) targeting a specific environment (e.g. GCP stack).

Throughout this tutorial, we’ll walk through the creation of a production-ready fraud prediction system. A prediction is made in real-time as the user makes the transaction, so we need to be able to generate a prediction at low latency.

Our end-to-end example will perform the following workflows:

• Computing and backfilling feature data from raw data

• Building point-in-time correct training datasets from feature data and training a model

• Making online predictions from feature data

Here's a high-level picture of our system architecture on Google Cloud Platform (GCP):

In the steps below, we will set up a sample Feast project that leverages Snowflake as an offline store + materialization engine + online store.

Starting with data in a Snowflake table, we will register that table to the feature store and define features associated with the columns in that table. From there, we will generate historical training data based on those feature definitions and then materialize the latest feature values into the online store. Lastly, we will retrieve the materialized feature values.

Our template will generate new data containing driver statistics. From there, we will show you code snippets that will call to the offline store for generating training datasets, and then the code for calling the online store to serve you the latest feature values to serve models in production.

Snowflake Offline Store Example

Install feast-snowflake

Get a Snowflake Trial Account (Optional)

Create a feature repository

The following files will automatically be created in your project folder:

• feature_store.yaml -- This is your main configuration file

• driver_repo.py -- This is your main feature definition file

• test.py -- This is a file to test your feature store configuration

Inspect feature_store.yaml

Here you will see the information that you entered. This template will use Snowflake as the offline store, materialization engine, and the online store. The main thing to remember is by default, Snowflake objects have ALL CAPS names unless lower case was specified.

Run our test python script test.py

What we did in test.py

Initialize our Feature Store

Create a dummy training dataframe, then call our offline store to add additional columns

Materialize the latest feature values into our online store

Retrieve the latest values from our online store based on our entity key

Getting started

Do you have any examples of how Feast should be used?

Concepts

Do feature views have to include entities?

How does Feast handle model or feature versioning?

Feast expects that each version of a model corresponds to a different feature service.

Feature views once they are used by a feature service are intended to be immutable and not deleted (until a feature service is removed). In the future, feast plan and feast apply will throw errors if it sees this kind of behavior.

What is the difference between data sources and the offline store?

Is it possible to have offline and online stores from different providers?

Yes, this is possible. For example, you can use BigQuery as an offline store and Redis as an online store.

Functionality

How do I run get_historical_features without providing an entity dataframe?

Does Feast provide security or access control?

Feast currently does not support any access control other than the access control required for the Provider's environment (for example, GCP and AWS permissions).

It is a good idea though to lock down the registry file so only the CI/CD pipeline can modify it. That way data scientists and other users cannot accidentally modify the registry and lose other team's data.

Does Feast support streaming sources?

Does Feast support feature transformation?

There are several kinds of transformations:

• • These transformations are Pandas transformations run on batch data when you call get_historical_features and at online serving time when you call `get_online_features.

  • Note that if you use push sources to ingest streaming features, these transformations will execute on the fly as well

• • These will include SQL + PySpark based transformations on batch data sources.

• Streaming transformations (RFC in progress)

Does Feast have a Web UI?

Does Feast support composite keys?

A feature view can be defined with multiple entities. Since each entity has a unique join_key, using multiple entities will achieve the effect of a composite key.

How does Feast compare with Tecton?

What are the performance/latency characteristics of Feast?

Does Feast support embeddings and list features?

Yes. Specifically:

• Simple lists / dense embeddings:

  • BigQuery supports list types natively

  • Redshift does not support list types, so you'll need to serialize these features into strings (e.g. json or protocol buffers)
• Sparse embeddings (e.g. one hot encodings)

Does Feast support X storage engine?

Does Feast support using different clouds for offline vs online stores?

Yes. Using a GCP or AWS provider in feature_store.yaml primarily sets default offline / online stores and configures where the remote registry file can live (Using the AWS provider also allows for deployment to AWS Lambda). You can override the offline and online stores to be in different clouds if you wish.

What is the difference between a data source and an offline store?

The data source and the offline store are closely tied, but separate concepts. The offline store controls how feast talks to a data store for historical feature retrieval, and the data source points to specific table (or query) within a data store. Offline stores are infrastructure-level connectors to data stores like Snowflake.

Additional differences:

• Data sources may be specific to a project (e.g. feed ranking), but offline stores are agnostic and used across projects.

• A feast project may define several data sources that power different feature views, but a feast project has a single offline store.

• Feast users typically need to define data sources when using feast, but only need to use/configure existing offline stores without creating new ones.

How can I add a custom online store?

Can the same storage engine be used for both the offline and online store?

Yes. For example, the Postgres connector can be used as both an offline and online store (as well as the registry).

Does Feast support S3 as a data source?

Yes. There are two ways to use S3 in Feast:

• Using the s3_endpoint_override in a FileSource data source. This endpoint is more suitable for quick proof of concepts that won't necessarily scale for production use cases.

Is Feast planning on supporting X functionality?

Project

How do I contribute to Feast?

Feast 0.9 (legacy)

What is the difference between Feast 0.9 and Feast 0.10+?

How do I migrate from Feast 0.9 to Feast 0.10+?

What are the plans for Feast Core, Feast Serving, and Feast Spark?

A feature repository is a directory that contains the configuration of the feature store and individual features. This configuration is written as code (Python/YAML) and it's highly recommended that teams track it centrally using git. See Feature Repository for a detailed explanation of feature repositories.

The easiest way to create a new feature repository to use feast init command:

feast init

Creating a new Feast repository in /<...>/tiny_pika.

feast init -t snowflake
Snowflake Deployment URL: ...
Snowflake User Name: ...
Snowflake Password: ...
Snowflake Role Name: ...
Snowflake Warehouse Name: ...
Snowflake Database Name: ...

Creating a new Feast repository in /<...>/tiny_pika.

feast init -t gcp

Creating a new Feast repository in /<...>/tiny_pika.

feast init -t aws
AWS Region (e.g. us-west-2): ...
Redshift Cluster ID: ...
Redshift Database Name: ...
Redshift User Name: ...
Redshift S3 Staging Location (s3://*): ...
Redshift IAM Role for S3 (arn:aws:iam::*:role/*): ...
Should I upload example data to Redshift (overwriting 'feast_driver_hourly_stats' table)? (Y/n):

Creating a new Feast repository in /<...>/tiny_pika.

The init command creates a Python file with feature definitions, sample data, and a Feast configuration file for local development:

$ tree
.
└── tiny_pika
    ├── data
    │   └── driver_stats.parquet
    ├── example.py
    └── feature_store.yaml

1 directory, 3 files

Enter the directory:

# Replace "tiny_pika" with your auto-generated dir name
cd tiny_pika

You can now use this feature repository for development. You can try the following:

• Run feast apply to apply these definitions to Feast.

• Edit the example feature definitions in example.py and run feast apply again to change feature definitions.

• Initialize a git repository in the same directory and checking the feature repository into version control.

Install Feast using pip:

pip install feast

Install Feast with Snowflake dependencies (required when using Snowflake):

pip install 'feast[snowflake]'

Install Feast with GCP dependencies (required when using BigQuery or Firestore):

pip install 'feast[gcp]'

Install Feast with AWS dependencies (required when using Redshift or DynamoDB):

pip install 'feast[aws]'

Install Feast with Redis dependencies (required when using Redis, either through AWS Elasticache or independently):

pip install 'feast[redis]'

The Feast CLI can be used to deploy a feature store to your infrastructure, spinning up any necessary persistent resources like buckets or tables in data stores. The deployment target and effects depend on the provider that has been configured in your feature_store.yaml file, as well as the feature definitions found in your feature repository.

Deploying

To have Feast deploy your infrastructure, run feast apply from your command line while inside a feature repository:

feast apply

# Processing example.py as example
# Done!

Depending on whether the feature repository is configured to use a local provider or one of the cloud providers like GCP or AWS, it may take from a couple of seconds to a minute to run to completion.

Cleaning up

If you need to clean up the infrastructure created by feast apply, use the teardown command.

feast teardown

****

In this tutorial, we will use the public dataset of Chicago taxi trips to present data validation capabilities of Feast.

• The original dataset is stored in BigQuery and consists of raw data for each taxi trip (one row per trip) since 2013.

• We will generate several training datasets (aka historical features in Feast) for different periods and evaluate expectations made on one dataset against another.

Types of features we're ingesting and generating:

• Features that aggregate raw data with daily intervals (eg, trips per day, average fare or speed for a specific day, etc.).

• Features using SQL while pulling data from BigQuery (like total trips time or total miles travelled).

• Features calculated on the fly when requested using Feast's on-demand transformations

Our plan:

1. Prepare environment

2. Pull data from BigQuery (optional)

3. Declare & apply features and feature views in Feast

4. Generate reference dataset

5. Develop & test profiler function

6. Run validation on different dataset using reference dataset & profiler

The original notebook and datasets for this tutorial can be found on GitHub.

0. Setup

Install Feast Python SDK and great expectations:

!pip install 'feast[ge]'

1. Dataset preparation (Optional)

You can skip this step if you don't have GCP account. Please use parquet files that are coming with this tutorial instead

!pip install google-cloud-bigquery

import pyarrow.parquet

from google.cloud.bigquery import Client

bq_client = Client(project='kf-feast')

Running some basic aggregations while pulling data from BigQuery. Grouping by taxi_id and day:

data_query = """SELECT
    taxi_id,
    TIMESTAMP_TRUNC(trip_start_timestamp, DAY) as day,
    SUM(trip_miles) as total_miles_travelled,
    SUM(trip_seconds) as total_trip_seconds,
    SUM(fare) as total_earned,
    COUNT(*) as trip_count
FROM `bigquery-public-data.chicago_taxi_trips.taxi_trips`
WHERE
    trip_miles > 0 AND trip_seconds > 60 AND
    trip_start_timestamp BETWEEN '2019-01-01' and '2020-12-31' AND
    trip_total < 1000
GROUP BY taxi_id, TIMESTAMP_TRUNC(trip_start_timestamp, DAY)"""

driver_stats_table = bq_client.query(data_query).to_arrow()

# Storing resulting dataset into parquet file
pyarrow.parquet.write_table(driver_stats_table, "trips_stats.parquet")

def entities_query(year):
    return f"""SELECT
    distinct taxi_id
FROM `bigquery-public-data.chicago_taxi_trips.taxi_trips`
WHERE
    trip_miles > 0 AND trip_seconds > 0 AND
    trip_start_timestamp BETWEEN '{year}-01-01' and '{year}-12-31'
"""

entities_2019_table = bq_client.query(entities_query(2019)).to_arrow()

# Storing entities (taxi ids) into parquet file
pyarrow.parquet.write_table(entities_2019_table, "entities.parquet")

2. Declaring features

import pyarrow.parquet
import pandas as pd

from feast import FeatureView, Entity, FeatureStore, Field, BatchFeatureView
from feast.types import Float64, Int64
from feast.value_type import ValueType
from feast.data_format import ParquetFormat
from feast.on_demand_feature_view import on_demand_feature_view
from feast.infra.offline_stores.file_source import FileSource
from feast.infra.offline_stores.file import SavedDatasetFileStorage
from datetime import timedelta

batch_source = FileSource(
    timestamp_field="day",
    path="trips_stats.parquet",  # using parquet file that we created on previous step
    file_format=ParquetFormat()
)

taxi_entity = Entity(name='taxi', join_keys=['taxi_id'])

trips_stats_fv = BatchFeatureView(
    name='trip_stats',
    entities=['taxi'],
    features=[
        Field(name="total_miles_travelled", dtype=Float64),
        Field(name="total_trip_seconds", dtype=Float64),
        Field(name="total_earned", dtype=Float64),
        Field(name="trip_count", dtype=Int64),

    ],
    ttl=timedelta(seconds=86400),
    source=batch_source,
)

Read more about feature views in Feast docs

@on_demand_feature_view(
    schema=[
        Field("avg_fare", Float64),
        Field("avg_speed", Float64),
        Field("avg_trip_seconds", Float64),
        Field("earned_per_hour", Float64),
    ],
    sources=[
      trips_stats_fv,
    ]
)
def on_demand_stats(inp):
    out = pd.DataFrame()
    out["avg_fare"] = inp["total_earned"] / inp["trip_count"]
    out["avg_speed"] = 3600 * inp["total_miles_travelled"] / inp["total_trip_seconds"]
    out["avg_trip_seconds"] = inp["total_trip_seconds"] / inp["trip_count"]
    out["earned_per_hour"] = 3600 * inp["total_earned"] / inp["total_trip_seconds"]
    return out

Read more about on demand feature views here

store = FeatureStore(".")  # using feature_store.yaml that stored in the same directory

store.apply([taxi_entity, trips_stats_fv, on_demand_stats])  # writing to the registry

3. Generating training (reference) dataset

taxi_ids = pyarrow.parquet.read_table("entities.parquet").to_pandas()

Generating range of timestamps with daily frequency:

timestamps = pd.DataFrame()
timestamps["event_timestamp"] = pd.date_range("2019-06-01", "2019-07-01", freq='D')

Cross merge (aka relation multiplication) produces entity dataframe with each taxi_id repeated for each timestamp:

entity_df = pd.merge(taxi_ids, timestamps, how='cross')
entity_df

156984 rows × 2 columns

Retrieving historical features for resulting entity dataframe and persisting output as a saved dataset:

job = store.get_historical_features(
    entity_df=entity_df,
    features=[
        "trip_stats:total_miles_travelled",
        "trip_stats:total_trip_seconds",
        "trip_stats:total_earned",
        "trip_stats:trip_count",
        "on_demand_stats:avg_fare",
        "on_demand_stats:avg_trip_seconds",
        "on_demand_stats:avg_speed",
        "on_demand_stats:earned_per_hour",
    ]
)

store.create_saved_dataset(
    from_=job,
    name='my_training_ds',
    storage=SavedDatasetFileStorage(path='my_training_ds.parquet')
)

<SavedDataset(name = my_training_ds, features = ['trip_stats:total_miles_travelled', 'trip_stats:total_trip_seconds', 'trip_stats:total_earned', 'trip_stats:trip_count', 'on_demand_stats:avg_fare', 'on_demand_stats:avg_trip_seconds', 'on_demand_stats:avg_speed', 'on_demand_stats:earned_per_hour'], join_keys = ['taxi_id'], storage = <feast.infra.offline_stores.file_source.SavedDatasetFileStorage object at 0x1276e7950>, full_feature_names = False, tags = {}, _retrieval_job = <feast.infra.offline_stores.file.FileRetrievalJob object at 0x12716fed0>, min_event_timestamp = 2019-06-01 00:00:00, max_event_timestamp = 2019-07-01 00:00:00)>

4. Developing dataset profiler

Dataset profiler is a function that accepts dataset and generates set of its characteristics. This charasteristics will be then used to evaluate (validate) next datasets.

Important: datasets are not compared to each other! Feast use a reference dataset and a profiler function to generate a reference profile. This profile will be then used during validation of the tested dataset.

import numpy as np

from feast.dqm.profilers.ge_profiler import ge_profiler

from great_expectations.core.expectation_suite import ExpectationSuite
from great_expectations.dataset import PandasDataset

Loading saved dataset first and exploring the data:

ds = store.get_saved_dataset('my_training_ds')
ds.to_df()

156984 rows × 10 columns

Feast uses Great Expectations as a validation engine and ExpectationSuite as a dataset's profile. Hence, we need to develop a function that will generate ExpectationSuite. This function will receive instance of PandasDataset (wrapper around pandas.DataFrame) so we can utilize both Pandas DataFrame API and some helper functions from PandasDataset during profiling.

DELTA = 0.1  # controlling allowed window in fraction of the value on scale [0, 1]

@ge_profiler
def stats_profiler(ds: PandasDataset) -> ExpectationSuite:
    # simple checks on data consistency
    ds.expect_column_values_to_be_between(
        "avg_speed",
        min_value=0,
        max_value=60,
        mostly=0.99  # allow some outliers
    )

    ds.expect_column_values_to_be_between(
        "total_miles_travelled",
        min_value=0,
        max_value=500,
        mostly=0.99  # allow some outliers
    )

    # expectation of means based on observed values
    observed_mean = ds.trip_count.mean()
    ds.expect_column_mean_to_be_between("trip_count",
                                        min_value=observed_mean * (1 - DELTA),
                                        max_value=observed_mean * (1 + DELTA))

    observed_mean = ds.earned_per_hour.mean()
    ds.expect_column_mean_to_be_between("earned_per_hour",
                                        min_value=observed_mean * (1 - DELTA),
                                        max_value=observed_mean * (1 + DELTA))


    # expectation of quantiles
    qs = [0.5, 0.75, 0.9, 0.95]
    observed_quantiles = ds.avg_fare.quantile(qs)

    ds.expect_column_quantile_values_to_be_between(
        "avg_fare",
        quantile_ranges={
            "quantiles": qs,
            "value_ranges": [[None, max_value] for max_value in observed_quantiles]
        })

    return ds.get_expectation_suite()

Testing our profiler function:

ds.get_profile(profiler=stats_profiler)

02/02/2022 02:43:47 PM INFO:	5 expectation(s) included in expectation_suite. result_format settings filtered.
<GEProfile with expectations: [
  {
    "expectation_type": "expect_column_values_to_be_between",
    "kwargs": {
      "column": "avg_speed",
      "min_value": 0,
      "max_value": 60,
      "mostly": 0.99
    },
    "meta": {}
  },
  {
    "expectation_type": "expect_column_values_to_be_between",
    "kwargs": {
      "column": "total_miles_travelled",
      "min_value": 0,
      "max_value": 500,
      "mostly": 0.99
    },
    "meta": {}
  },
  {
    "expectation_type": "expect_column_mean_to_be_between",
    "kwargs": {
      "column": "trip_count",
      "min_value": 10.387244591346153,
      "max_value": 12.695521167200855
    },
    "meta": {}
  },
  {
    "expectation_type": "expect_column_mean_to_be_between",
    "kwargs": {
      "column": "earned_per_hour",
      "min_value": 52.320624975640214,
      "max_value": 63.94743052578249
    },
    "meta": {}
  },
  {
    "expectation_type": "expect_column_quantile_values_to_be_between",
    "kwargs": {
      "column": "avg_fare",
      "quantile_ranges": {
        "quantiles": [
          0.5,
          0.75,
          0.9,
          0.95
        ],
        "value_ranges": [
          [
            null,
            16.4
          ],
          [
            null,
            26.229166666666668
          ],
          [
            null,
            36.4375
          ],
          [
            null,
            42.0
          ]
        ]
      }
    },
    "meta": {}
  }
]>

Verify that all expectations that we coded in our profiler are present here. Otherwise (if you can't find some expectations) it means that it failed to pass on the reference dataset (do it silently is default behavior of Great Expectations).

Now we can create validation reference from dataset and profiler function:

validation_reference = ds.as_reference(profiler=stats_profiler)

and test it against our existing retrieval job

_ = job.to_df(validation_reference=validation_reference)

02/02/2022 02:43:52 PM INFO: 5 expectation(s) included in expectation_suite. result_format settings filtered.
02/02/2022 02:43:53 PM INFO: Validating data_asset_name None with expectation_suite_name default

Validation successfully passed as no exception were raised.

5. Validating new historical retrieval

Creating new timestamps for Dec 2020:

from feast.dqm.errors import ValidationFailed

timestamps = pd.DataFrame()
timestamps["event_timestamp"] = pd.date_range("2020-12-01", "2020-12-07", freq='D')

entity_df = pd.merge(taxi_ids, timestamps, how='cross')
entity_df

35448 rows × 2 columns

job = store.get_historical_features(
    entity_df=entity_df,
    features=[
        "trip_stats:total_miles_travelled",
        "trip_stats:total_trip_seconds",
        "trip_stats:total_earned",
        "trip_stats:trip_count",
        "on_demand_stats:avg_fare",
        "on_demand_stats:avg_trip_seconds",
        "on_demand_stats:avg_speed",
        "on_demand_stats:earned_per_hour",
    ]
)

Execute retrieval job with validation reference:

try:
    df = job.to_df(validation_reference=validation_reference)
except ValidationFailed as exc:
    print(exc.validation_report)

02/02/2022 02:43:58 PM INFO: 5 expectation(s) included in expectation_suite. result_format settings filtered.
02/02/2022 02:43:59 PM INFO: Validating data_asset_name None with expectation_suite_name default

[
  {
    "expectation_config": {
      "expectation_type": "expect_column_mean_to_be_between",
      "kwargs": {
        "column": "trip_count",
        "min_value": 10.387244591346153,
        "max_value": 12.695521167200855,
        "result_format": "COMPLETE"
      },
      "meta": {}
    },
    "meta": {},
    "result": {
      "observed_value": 6.692920555429092,
      "element_count": 35448,
      "missing_count": 31055,
      "missing_percent": 87.6071992778154
    },
    "exception_info": {
      "raised_exception": false,
      "exception_message": null,
      "exception_traceback": null
    },
    "success": false
  },
  {
    "expectation_config": {
      "expectation_type": "expect_column_mean_to_be_between",
      "kwargs": {
        "column": "earned_per_hour",
        "min_value": 52.320624975640214,
        "max_value": 63.94743052578249,
        "result_format": "COMPLETE"
      },
      "meta": {}
    },
    "meta": {},
    "result": {
      "observed_value": 68.99268345164135,
      "element_count": 35448,
      "missing_count": 31055,
      "missing_percent": 87.6071992778154
    },
    "exception_info": {
      "raised_exception": false,
      "exception_message": null,
      "exception_traceback": null
    },
    "success": false
  },
  {
    "expectation_config": {
      "expectation_type": "expect_column_quantile_values_to_be_between",
      "kwargs": {
        "column": "avg_fare",
        "quantile_ranges": {
          "quantiles": [
            0.5,
            0.75,
            0.9,
            0.95
          ],
          "value_ranges": [
            [
              null,
              16.4
            ],
            [
              null,
              26.229166666666668
            ],
            [
              null,
              36.4375
            ],
            [
              null,
              42.0
            ]
          ]
        },
        "result_format": "COMPLETE"
      },
      "meta": {}
    },
    "meta": {},
    "result": {
      "observed_value": {
        "quantiles": [
          0.5,
          0.75,
          0.9,
          0.95
        ],
        "values": [
          19.5,
          28.1,
          38.0,
          44.125
        ]
      },
      "element_count": 35448,
      "missing_count": 31055,
      "missing_percent": 87.6071992778154,
      "details": {
        "success_details": [
          false,
          false,
          false,
          false
        ]
      }
    },
    "exception_info": {
      "raised_exception": false,
      "exception_message": null,
      "exception_traceback": null
    },
    "success": false
  }
]