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Yik San Chan, notesml-sys
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Feature Store

What is a Feature Store

Link. By Mike Del Balso at Tecton and Willem Pienaar at Feast, 2020/10.

The post introduces a coherent conceptual framework to understand what make a feature store. I will use it as a starting point and refer to it as "Feast-architecture" or "Feast's" from here on, so please READ THIS FIRST.

general-feature-store-architecture

Rethinking Feature Stores

Link. By Chang She at Tubi, 2019/07.

The post asks a good question as quoted below. Luckily it is partially answered in the Tecton post.

I've found it difficult to think about these existing systems coherently. In general the focus has been "well we needed to satisfy requirement X so we implemented Y in this way" (e.g., Ziplines backfilling, Michelangelo's online store, etc). But I haven't really seen a conceptual framework that truly helps us think about how all of these different pieces fit together. Without a coherent conceptual framework, the result seems to be that depending on what use case you decide to add or remove, the architecture to serve these use cases may look drastically different. For anyone trying to select or design a feature store, this is not very encouraging.

Building Riviera: A Declarative Real-Time Feature Engineering Framework

Link. By Allen Wang and Kunal Shah at DoorDash, 2021/03.

Riviera uses Flink SQL as DSL for feature engineering, because:

While Flink SQL is good at feature transformation logic, it is weird to define the underlying infrastructure with (think of the WITH ('connector' = 'kafka', 'properties.bootstrap.servers' = '...') section). YAML works great in this front (think of k8s). How users define the feature "total orders confirmed by a store in the last 30 minutes" in Riviera is shown as below. Once any user puts together a configuration as shown below, they can deploy a new Flink job using this application with minimal effort.

source:
- type: kafka
kafka:
cluster: ${ENVIRONMENT}
topic: store_events
schema:
proto-class: "com.doordash.timeline_events.StoreEvent"
sinks:
- name: feature-store-${ENVIRONMENT}
redis-ttl: 1800
compute:
sql: >-
SELECT
store_id as st,
COUNT(*) as saf_sp_p30mi_order_count_avg
FROM store_events
WHERE has_order_confirmation_data
GROUP BY HOP(_time, INTERVAL '1' MINUTES, INTERVAL '30' MINUTES), store_id

Comments:

ML Feature Serving Infrastructure at Lyft

Link. By Vinay Kakade and Shiraz Zaman at Lyft, 2021/03.

Introduce how Lyft build feature store. The architecture is very similar to Feast's, with two noticeable differences:

lyft feature service architecture

Comments:

Building a Gigascale ML Feature Store with Redis, Binary Serialization, String Hashing, and Compression

Link. By Arbaz Khan and Zohaib Sibte Hassan at DoorDash, 2021/03.

DoorDash figures out an approach to store billions of feature-value pairs and handle millions of requests per second, both efficiently. Here's how.

First, the team decides Redis has lowest read latency and CPU utilization after a YCSB benchmarking against Redis, CockroachDB, ScyllaDB, Cassandra and YugabyteDB.

DoorDash DB latency benchmarking

DoorDash DB CPU utilization benchmarking

Then, the team explores further optimizations to reduce Redis' memory footprint and CPU utilization:

  1. Store features as entity's Hash rather than a flat list of k-v pairs: HSET entity_id feature_name feature_value.
  2. Compress key using xxHash: HSET entity_id XXHash32(feature_name) feature_value.
  3. Store float values as plain string, and compress int lists with Snappy.
  4. Byte-encode (rather than compress) embeddings using protobuf.

AI/ML needs a Key-Value store, and Redis is not up to it

Link by Mikael Ronström and Jim Dowling at Logical Clocks, 2021/02.

Redis is a popular option for online feature storage (DoorDash, Feast, etc), but Logical Clocks challenges it. Mikael, creator of NDB Cluster, builds RonDB as an online feature storage option.

The post compares RonDB vs. Redis from 3 perspectives.

My two-cents: it is always good to know more options, but I believe Redis can serve my use case very well for a very long period.

The Feature Store for AI

Link. By Chang She at Tubi, 2020/12.

Ask a good question: ML Tooling for unstructured data (images, videos, etc) has not caught up.

Comment: Activeloop allows users to read unstructured data just as a pandas.DataFrame, from multiple sources (s3 etc). Chang and friends are also working on rikai.


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