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).

If the built-in engines are not sufficient, you can create your own custom materialization engine. Please see this guide for more details.

Please see feature_store.yaml for configuring engines.

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).

Providers orchestrate various components (offline store, online store, infrastructure, compute) inside an environment. For example, the gcp provider supports BigQuery as an offline store and Datastore as an online store, ensuring that these components can work together seamlessly. Feast has three built-in providers (local, gcp, and aws) with default configurations that make it easy for users to start a feature store in a specific environment. These default configurations can be overridden easily. For instance, you can use the gcp provider but use Redis as the online store instead of Datastore.

If the built-in providers are not sufficient, you can create your own custom provider. Please see this guide for more details.

Please see feature_store.yaml for configuring providers.

Python: The Language of Production Machine Learning

Use Python to serve your features online.

Why should you use Python to Serve features for Machine Learning?

Python has emerged as the primary language for machine learning, and this extends to feature serving and there are five main reasons Feast recommends using a microservice in Feast.

1. Python is the language of Machine Learning

You should meet your users where they are. Python’s popularity in the machine learning community is undeniable. Its simplicity and readability make it an ideal language for writing and understanding complex algorithms. Python boasts a rich ecosystem of libraries such as TensorFlow, PyTorch, XGBoost, and scikit-learn, which provide robust support for developing and deploying machine learning models and we want Feast in this ecosystem.

2. Precomputation is The Way

Precomputing features is the recommended optimal path to ensure low latency performance. Reducing feature serving to a lightweight database lookup is the ideal pattern, which means the marginal overhead of Python should be tolerable. Precomputation ensures product experiences for downstream services are also fast. Slow user experiences are bad user experiences. Precompute and persist data as much as you can.

3. Serving features in another language can lead to skew

Ensuring that features used during model training (offline serving) and online serving are available in production to make real-time predictions is critical. When features are initially developed, they are typically written in Python. This is due to the convenience and efficiency provided by Python's data manipulation libraries. However, in a production environment, there is often interest or pressure to rewrite these features in a different language, like Java, Go, or C++, for performance reasons. This reimplementation introduces a significant risk: training and serving skew. Note that there will always be some minor exceptions (e.g., any Time Since Last Event types of features) but this should not be the rule.

Training and serving skew occurs when there are discrepancies between the features used during model training and those used during prediction. This can lead to degraded model performance, unreliable predictions, and reduced velocity in releasing new features and new models. The process of rewriting features in another language is prone to errors and inconsistencies, which exacerbate this issue.

4. Reimplementation is Excessive

Rewriting features in another language is not only risky but also resource-intensive. It requires significant time and effort from engineers to ensure that the features are correctly translated. This process can introduce bugs and inconsistencies, further increasing the risk of training and serving skew. Additionally, maintaining two versions of the same feature codebase adds unnecessary complexity and overhead. More importantly, the opportunity cost of this work is high and requires twice the amount of resourcing. Reimplementing code should only be done when the performance gains are worth the investment. Features should largely be precomputed so the latency performance gains should not be the highest impact work that your team can accomplish.

5. Use existing Python Optimizations

Rather than switching languages, it is more efficient to optimize the performance of your feature store while keeping Python as the primary language. Optimization is a two step process.

Step 1: Quantify latency bottlenecks in your feature calculations

Use tools like CProfile to understand latency bottlenecks in your code. This will help you prioritize the biggest inefficiencies first. When we initially launched Python native transformations in Python, profiling the code helped us identify that Pandas resulted in a 10x overhead due to type conversion.

Step 2: Optimize your feature calculations

As mentioned, precomputation is the recommended path. In some cases, you may want fully synchronous writes from your data producer to your online feature store, in which case you will want your feature computations and writes to be very fast. In this case, we recommend optimizing the feature calculation code first.

You should optimize your code using libraries, tools, and caching. For example, identify whether your feature calculations can be optimized through vectorized calculations in NumPy; explore tools like Numba for faster execution; and cache frequently accessed data using tools like an lru_cache.

Lastly, Feast will continue to optimize serving in Python and making the overall infrastructure more performant. This will better serve the community.

So we recommend focusing on optimizing your feature-specific code, reporting latency bottlenecks to the maintainers, and contributing to help the infrastructure be more performant.

By keeping features in Python and optimizing performance, you can ensure consistency between training and serving, reduce the risk of errors, and focus on launching more product experiences for your customers.

Embrace Python for feature serving, and leverage its strengths to build robust and reliable machine learning systems.

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.

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.

The storage schema of features within the online store mirrors that of the original data source. One key difference is that for each entity key, only the latest feature values are stored. No historical values are stored.

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:

Features can also be written directly to the online store via push sources .

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:

Or retrieving a specific feature view:

Functionality

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

• Create Stream Features: Stream features are created from streaming services such as Kafka or Kinesis, and can be pushed directly into Feast via the Push API.

• 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.

• Batch Materialization Engine: The Batch Materialization Engine component launches a process which loads data into the online store from the offline store. By default, Feast uses a local in-process engine implementation to materialize data. However, additional infrastructure can be used for a more scalable materialization process.

• Online Store: The online store is a database that stores only the latest feature values for each entity. The online store is either populated through materialization jobs or through stream ingestion.

• 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.