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README.md

Module 0: Setting up and using an initial Feast feature repo

Welcome! Here we use a basic example to explain key concepts and user flows in Feast.

We focus on a specific example (that does not include online features + models):

  • Use case: building a platform for data scientists to share features for training offline models
  • Stack: you have data in a combination of data warehouses (to be explored in a future module) and data lakes (e.g. S3)

1. Mapping to Feast concepts

To support this, you'll need:

Concept Requirements
Data sources FileSource (with S3 paths and endpoint overrides) and FeatureViews registered with feast apply
Feature views Feature views tied to data sources that are shared by data scientists, registered with feast apply
Provider In feature_store.yaml, specifying the aws provider to ensure your registry can be stored in S3
Registry In feature_store.yaml, specifying a path (within an existing S3 bucket) the registry is written to.
Transformations Feast supports last mile transformations with OnDemandFeatureView that can be re-used

2. User flows

There are three user groups here worth considering. The ML platform team, the data scientists, and the ML engineers scheduling models in batch. We visit the first two of these in

2a. ML Platform Team

The team here sets up the centralized Feast feature repository in GitHub. This is what's seen in feature_repo_aws/.

Step 1: Setup the feature repo

Here, the first thing a platform team needs to do is setup the feature_store.yaml within a version controlled repo like GitHub:

project: feast_demo_aws
provider: aws
registry: s3://[YOUR BUCKET]/registry.pb
online_store: null
offline_store:
  type: file
flags:
  alpha_features: true
  on_demand_transforms: true

Some quick recap of what's happening here:

  • The project gives infrastructure isolation. Commonly, to start, users will start with one large project for multiple teams.
    • All Feast objects like FeatureViews have associated projects. Users can only request features from a single project.
    • Online stores (when relevant)
  • The provider options available out of the box set (gcp, aws, local) where the registry lives (S3 vs GCS vs local file) and defaults for offline / online stores if none are specified
  • The registry is the source of truth on registered Feast objects. Users + model servers will pull from this to get the latest registered features + metadata.
    • Note: technically, multiple projects can use the same registry, though Feast was not designed with this in mind. Discovery of adjacent features is possible in this flow, but not retrieval.
  • The online_store here you see is set to null. If you don't need to power real time models with fresh features, this is not needed. If you are batch scoring, for example, then the online store is optional.
  • The offline_store can only be one type.
    • Here, for instruction purposes, we use file sources. This will directly read from files (local or remote) and use Dask to execute point-in-time joins. We do not recommend this for production usage.
    • Generally, we recommend users bias towards data warehouses as their offline store since they are very performant at generating training datasets.
    • There is also a contrib plugin (SparkOfflineStore) which supports retrieving features with Spark.
  • The flags control a couple of features today. We're likely to deprecate this system soon, but today it still gates OnDemandFeatureView which is still under development.

With the feature_store.yaml setup, you can now run feast apply to populate the registry. At this point, you can move to...

Step 2: Adding the feature repo to version control

TODO

Here we also setup CI/CD. You'll want to have a workflow that on PR merge, runs feast apply.

See https://github.com/feast-dev/feast-demo/blob/main/.github/workflows/feast_plan.yml as an example of a workflow that automatically runs feast plan on new incoming PRs, which alerts you on what changes will occur. This is useful for helping PR reviewers understand the effects of a change.

One example is whether a PR may change features that are already depended on in production by another model (e.g. FeatureService).

An example output of feast apply:

Registered entity driver_id
Registered feature view driver_hourly_stats
Deploying infrastructure for driver_hourly_stats

Step 3 (optional): Access control for the registry

We don't dive into this deeply, but you don't want to allow arbitrary users to clone the feature repository, change definitions and run feast apply. Thus, you should lock down your registry (e.g. with an S3 bucket policy) to only allow changes from your CI/CD user and perhaps some ML engineers.

Step 4 (optional): Setup a Web UI endpoint

Feast comes with an experimental Web UI. Users can already spin this up locally with feast ui, but you may want to have a Web UI that is universally available. Here, you'd likely deploy a service that runs feast ui on top of a feature_store.yaml, with some configuration on how frequently the UI should be refreshing its registry.

Feast UI

Other best practices

Many Feast users use tags on objects extensively. Some examples of how this may be used:

  • To give more detailed documentation on a FeatureView
  • To highlight what groups you need to join to gain access to certain feature views.
  • To denote whether a feature service is in production or in staging.

Additionally, users will often want to have a dev/staging environment that's separate from production. In this case, once pattern that works is to have separate projects:

├── .github
│   └── workflows
│       ├── production.yml
│       └── staging.yml
│
├── staging
│   ├── driver_repo.py
│   └── feature_store.yaml
│
└── production
    ├── driver_repo.py
    └── feature_store.yaml

2b. Data scientists

TODO

Two ways of working

  • Use the client/ folder approach of not authoring features and primarily re-using features already used in production.
  • Have a local copy of the feature repository (e.g. git clone). Then the data scientist can iterate on features locally, apply features to their own dev project with a local registry, and then submit PRs to include features that should be used in production (including A/B experiments, or model training iterations)

Data scientists can also investigate other models and their dependent features / data sources / on demand transformations through the repository or through the Web UI (by running feast ui)

2c. ML engineers

TODO

Discuss the client/ folder which only needs the feature_store.yaml to fetch features and schedule periodic training + model inference jobs

Conclusion

As a result:

  • You have file sources in S3
  • You have data scientists who are able to author + reuse features based on a centrally managed registry.
  • You have CI/CD You have a remote server that needs to call Feast to retrieve features, including executing on demand transformations to pass for model inference.
  • As a result of having multiple services needing central access to a registry, you also have your registry stored in S3.
  • You have multiple data scientists needing access to features

TODO