feat: Write logged features to an offline store (Python API) #2574

pyalex · 2022-04-19T20:23:16Z

What this PR does / why we need it:

This PR is part of Data Quality Monitoring. In order to validate served features we need first to log them and store in an offline store. This PR introduces "write logs" API in offline store and provider interfaces. As well as adds implementations for core offline stores: File, BigQuery, Redhift, Snowflake.

Which issue(s) this PR fixes:

Fixes #

codecov-commenter · 2022-04-19T21:53:37Z

Codecov Report

Merging #2574 (b2ef41f) into master (689d20b) will decrease coverage by 22.07%.
The diff coverage is 46.82%.

@@             Coverage Diff             @@
##           master    #2574       +/-   ##
===========================================
- Coverage   81.49%   59.41%   -22.08%     
===========================================
  Files         159      160        +1     
  Lines       12976    13198      +222     
===========================================
- Hits        10575     7842     -2733     
- Misses       2401     5356     +2955

Flag	Coverage Δ
integrationtests	`?`
unittests	`59.41% <46.82%> (-0.33%)`	⬇️

Flags with carried forward coverage won't be shown. Click here to find out more.

Impacted Files	Coverage Δ
sdk/python/feast/infra/utils/aws_utils.py	`31.46% <12.50%> (-53.64%)`	⬇️
.../integration/offline_store/test_feature_logging.py	`32.14% <32.14%> (ø)`
sdk/python/feast/feature_store.py	`69.27% <33.33%> (-20.39%)`	⬇️
sdk/python/feast/infra/offline_stores/bigquery.py	`31.91% <34.61%> (-55.35%)`	⬇️
sdk/python/feast/infra/passthrough_provider.py	`77.77% <35.71%> (-22.23%)`	⬇️
...ation/feature_repos/universal/data_sources/file.py	`46.23% <36.84%> (-20.44%)`	⬇️
sdk/python/feast/infra/offline_stores/redshift.py	`40.10% <45.45%> (-52.34%)`	⬇️
sdk/python/feast/feature_logging.py	`45.97% <45.97%> (ø)`
...n/feature_repos/universal/data_sources/redshift.py	`52.63% <50.00%> (-47.37%)`	⬇️
.../feature_repos/universal/data_sources/snowflake.py	`51.21% <50.00%> (-48.79%)`	⬇️
... and 87 more

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protos/feast/core/FeatureService.proto

adchia · 2022-04-21T15:54:21Z

sdk/python/feast/feature_logging.py

+    from feast.registry import Registry
+
+
+class LoggingSource:


to check my understanding, users should be able to instantiate LoggingSources that could be wrappers of existing data sources right? e.g. we append to an already existing BigQuery table that already has the equivalent of these features?

Not exactly.

User doesn't instantiate logging source, this is being created mostly internally depending on where logs are coming from.

Currently the only available logging source is a feature server. Other example could be materialization job or streaming job.

We do not append to feature sources (like BigQueryDataSource). Instead logs are being written to LoggingDestination. This one is defined by user as part of LoggingConfig in feature service (see changes to proto).

LoggingDestination can be converted to DataSource (see LoggingDestination.to_data_source) when logs are loaded from offline store.

I added some doc string.

sdk/python/feast/infra/offline_stores/bigquery_source.py

adchia · 2022-04-21T15:56:57Z

sdk/python/feast/infra/offline_stores/bigquery_source.py

+
+    table_ref: str
+
+    def __init__(self, table_ref):


thoughts on allowing a BigQueryDataSource as an input too? where we then pull from the table specified in those?

similar for other DWH

Not sure I got the idea. See explanation above, this is not really a data source, rather data sink.

sdk/python/feast/infra/passthrough_provider.py

sdk/python/feast/infra/offline_stores/bigquery_source.py

tsotnet · 2022-04-22T17:02:02Z

protos/feast/core/FeatureService.proto

+  oneof destination {
+    FileDestination file_destination = 3;
+    BigQueryDestination bigquery_destination = 4;
+    RedshiftDestination redshift_destination = 5;
+    SnowflakeDestination snowflake_destination = 6;
+  }


Is there a goal of making feature logging extensible? How will third-party offline stores enable feature logging?

Suggestion: we could have destination be a map<string, string> (essentially a flag JSON). We're losing strong typing, but other offline stores can also use it.

That's done similarly to data source proto, so the plan is to add CustomDestination with map or bytes later.

Added custom destination proto message.

tsotnet · 2022-04-22T17:05:12Z

sdk/python/feast/feature_logging.py

+        fields["request_id"] = pa.string()
+        fields["log_timestamp"] = pa.timestamp("us", tz=UTC)
+        fields["log_date"] = pa.date32()


Do we have a list of "system columns" blacklisted somewhere when we define features? How do you avoid column collisions?

Good point. We use full feature names here, so collisions with feature names is unlikely. However, there might be conflicts with entities or request data. So I will add prefixes to this names.

Added prefixes to system fields and put them into constants.

I cannot find any list of forbidden names for entities (although we already have some system names, like __dummy_entity), so it's probably make sense to create an issue and address it in subsequent PR.

tsotnet · 2022-04-22T17:14:46Z

sdk/python/feast/infra/offline_stores/redshift_source.py

+        )
+
+    def to_data_source(self) -> DataSource:
+        return RedshiftSource(table=self.table)


I think you also need to pass schema (optional which defaults to public in RedshiftSource). Confusing name, but schemas as like namespaces / databases. If you don't specify schema, we generally use public.table_name, but you can override schema and say get my_schema.table_name which is different from public.table_name.

The idea is that user may want to use non-public Redshift schema for writing Feast logs.

There was comment from @adchia suggesting that we should rather use schema from store configuration. See #2574 (comment)

pyalex · 2022-04-22T21:05:52Z

@adchia @tsotnet thanks for review. I addressed your comments.

protos/feast/core/FeatureService.proto

achals · 2022-04-26T20:54:50Z

sdk/python/feast/feature_logging.py

+    @abc.abstractmethod
+    def get_partition_column(self, registry: "Registry") -> str:
+        """ Return partition column that must exist in generated schema. """
+        raise NotImplementedError


It's a little bit strange to me that the LoggingSource knows what the partition column is; shouldn't that be the responsibility of the LoggingDestination since partitioning is so datastore specific?

Agreed, it should be part of logging config, since most of offline store do not even support partitioning explicitly.

sdk/python/feast/infra/offline_stores/bigquery_source.py

sdk/python/feast/infra/offline_stores/redshift.py

sdk/python/feast/infra/offline_stores/redshift_source.py

sdk/python/feast/infra/offline_stores/snowflake_source.py

sdk/python/feast/infra/utils/aws_utils.py

sdk/python/tests/integration/feature_repos/universal/data_source_creator.py

achals · 2022-04-26T21:04:37Z

sdk/python/tests/integration/offline_store/test_feature_logging.py

+    store.write_logged_features(
+        source=feature_service, logs=pa.Table.from_pandas(first_batch, schema=schema),
+    )
+
+    store.write_logged_features(
+        source=feature_service, logs=pa.Table.from_pandas(second_batch, schema=schema),
+    )


I didn't see this call happening anywhere else in the code - is my understanding correct that this would need to be added to get_online_features before we would log anything?

Integration wull be added in following PRs. Yes, this function will be called from ge_online_features.

Signed-off-by: pyalex <[email protected]>

feast-ci-bot · 2022-04-26T22:31:24Z

[APPROVALNOTIFIER] This PR is APPROVED

This pull-request has been approved by: achals, pyalex

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achals · 2022-04-26T22:31:39Z

/lgtm

# [0.21.0](v0.20.0...v0.21.0) (2022-05-13) ### Bug Fixes * Addresses ZeroDivisionError when materializing file source with same timestamps ([#2551](#2551)) ([1e398d9](1e398d9)) * Asynchronously refresh registry for the feast ui command ([#2672](#2672)) ([1b09ca2](1b09ca2)) * Build platform specific python packages with ci-build-wheel ([#2555](#2555)) ([b10a4cf](b10a4cf)) * Delete data sources from registry when using the diffing logic ([#2669](#2669)) ([fc00ca8](fc00ca8)) * Enforce kw args featureservice ([#2575](#2575)) ([160d7b7](160d7b7)) * Enforce kw args in datasources ([#2567](#2567)) ([0b7ec53](0b7ec53)) * Feature logging to Redshift is broken ([#2655](#2655)) ([479cd51](479cd51)) * Feature service to templates ([#2649](#2649)) ([1e02066](1e02066)) * Feature with timestamp type is incorrectly interpreted by Go FS ([#2588](#2588)) ([e3d9588](e3d9588)) * Fix `__hash__` methods ([#2556](#2556)) ([ebb7dfe](ebb7dfe)) * Fix AWS bootstrap template ([#2604](#2604)) ([c94a69c](c94a69c)) * Fix broken proto conversion methods for data sources ([#2603](#2603)) ([00ed65a](00ed65a)) * Fix case where on demand feature view tab is broken if no custom tabs are passed. ([#2682](#2682)) ([01d3568](01d3568)) * Fix DynamoDB fetches when there are entities that are not found ([#2573](#2573)) ([7076fe0](7076fe0)) * Fix Feast UI parser to work with new APIs ([#2668](#2668)) ([8d76751](8d76751)) * Fix java server after odfv update ([#2602](#2602)) ([0ca6297](0ca6297)) * Fix materialization with ttl=0 bug ([#2666](#2666)) ([ab78702](ab78702)) * Fix push sources and add docs / tests pushing via the python feature server ([#2561](#2561)) ([e8e418e](e8e418e)) * Fixed data mapping errors for Snowflake ([#2558](#2558)) ([53c2ce2](53c2ce2)) * Forcing ODFV udfs to be __main__ module and fixing false positive duplicate data source warning ([#2677](#2677)) ([2ce33cd](2ce33cd)) * Include the ui/build directory, and remove package data ([#2681](#2681)) ([0384f5f](0384f5f)) * Infer features for feature services when they depend on feature views without schemas ([#2653](#2653)) ([87c194c](87c194c)) * Pin dependencies to nearest major version ([#2647](#2647)) ([bb72b7c](bb72b7c)) * Pin pip<22.1 to get around breaking change in pip==22.1 ([#2678](#2678)) ([d3e01bc](d3e01bc)) * Punt deprecation warnings and clean up some warnings. ([#2670](#2670)) ([f775d2e](f775d2e)) * Reject undefined features when using `get_historical_features` or `get_online_features` ([#2665](#2665)) ([36849fb](36849fb)) * Remove ci extra from the feature transformation server dockerfile ([#2618](#2618)) ([25613b4](25613b4)) * Remove incorrect call to logging.basicConfig ([#2676](#2676)) ([8cbf51c](8cbf51c)) * Small typo in CLI ([#2578](#2578)) ([f372981](f372981)) * Switch from `join_key` to `join_keys` in tests and docs ([#2580](#2580)) ([d66c931](d66c931)) * Teardown trino container correctly after tests ([#2562](#2562)) ([72f1558](72f1558)) * Update build_go_protos to use a consistent python path ([#2550](#2550)) ([f136f8c](f136f8c)) * Update data source timestamp inference error message to make sense ([#2636](#2636)) ([3eaf6b7](3eaf6b7)) * Update field api to add tag parameter corresponding to labels in Feature. ([#2610](#2610)) ([689d20b](689d20b)) * Update java integration tests and add more logging ([#2637](#2637)) ([10e23b4](10e23b4)) * Update on demand feature view api ([#2587](#2587)) ([38cd7f9](38cd7f9)) * Update RedisCluster to use redis-py official implementation ([#2554](#2554)) ([ce5606f](ce5606f)) * Use cwd when getting module path ([#2577](#2577)) ([b550e59](b550e59)) * Use ParquetDataset for Schema Inference ([#2686](#2686)) ([4f85e3e](4f85e3e)) * Use timestamp type when converting unixtimestamp feature type to arrow ([#2593](#2593)) ([c439611](c439611)) ### Features * Add hbase online store support in feast ([#2590](#2590)) ([c9eda79](c9eda79)) * Adding SSL options for Postgres ([#2644](#2644)) ([0e809c2](0e809c2)) * Allow Feast UI to be spun up with CLI command: feast ui ([#2667](#2667)) ([44ca9f5](44ca9f5)) * Allow to pass secrets and environment variables to transformation service ([#2632](#2632)) ([ffa33ad](ffa33ad)) * CLI command 'feast serve' should start go-based server if flag is enabled ([#2617](#2617)) ([f3ff812](f3ff812)) * Create stream and batch feature view abstractions ([#2559](#2559)) ([d1f76e5](d1f76e5)) * Postgres supported as Registry, Online store, and Offline store ([#2401](#2401)) ([ed2f979](ed2f979)) * Support entity fields in feature view `schema` parameter by dropping them ([#2568](#2568)) ([c8fcc35](c8fcc35)) * Write logged features to an offline store (Python API) ([#2574](#2574)) ([134dc5f](134dc5f)) * Write logged features to Offline Store (Go - Python integration) ([#2621](#2621)) ([ccad832](ccad832)) ### Reverts * Revert "chore: Deprecate value type (#2611)" (#2643) ([4fbdfb1](4fbdfb1)), closes [#2611](#2611) [#2643](#2643)

feast-ci-bot added do-not-merge/work-in-progress size/XXL labels Apr 19, 2022

pyalex added the ok-to-test label Apr 19, 2022

pyalex force-pushed the offline-store-write-logs branch from 577294f to 2067329 Compare April 19, 2022 20:39

pyalex changed the title ~~[WIP] feat: Write logs to offline store Python API~~ feat: Write logged features to an offline store (Python API) Apr 20, 2022

feast-ci-bot removed the do-not-merge/work-in-progress label Apr 20, 2022

pyalex requested review from tsotnet and felixwang9817 April 20, 2022 00:27

pyalex force-pushed the offline-store-write-logs branch from 2b8ae60 to 9f2e588 Compare April 21, 2022 03:11

adchia reviewed Apr 21, 2022

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adchia assigned adchia and pyalex and unassigned adchia Apr 21, 2022

pyalex force-pushed the offline-store-write-logs branch from 032b21e to 35e2fca Compare April 21, 2022 21:59

feast-ci-bot added size/XL and removed size/XXL labels Apr 21, 2022

adchia linked an issue Apr 21, 2022 that may be closed by this pull request

Data quality monitoring #2596

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tsotnet reviewed Apr 22, 2022

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pyalex force-pushed the offline-store-write-logs branch from 7c1e0cb to 66e231a Compare April 22, 2022 22:03

pyalex requested a review from achals April 26, 2022 17:54

achals reviewed Apr 26, 2022

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pyalex added 7 commits April 26, 2022 14:59

write logs to offline store

2043767

Signed-off-by: pyalex <[email protected]>

format

f3f9998

Signed-off-by: pyalex <[email protected]>

fix after rebase

af58966

Signed-off-by: pyalex <[email protected]>

fix tests

2681b3c

Signed-off-by: pyalex <[email protected]>

handle table not found in tests

5637da6

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some api docs

43c97c2

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fix import

c5c7fbe

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pyalex added 8 commits April 26, 2022 14:59

use predefined schema in tests

eaea5dd

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address pr comments

7ac0b83

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more api docs

40fe028

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add proto attr to snowflake dest

65a1a77

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add prefixes to system fields

4b983d6

Signed-off-by: pyalex <[email protected]>

add custom destination

0fc3e5a

Signed-off-by: pyalex <[email protected]>

move partition columns to destination config

9d1eb1a

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after rebase

ede26b2

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pyalex force-pushed the offline-store-write-logs branch from 3cd1d54 to ede26b2 Compare April 26, 2022 22:01

allow data source creator implementations w/o logging destination

b2ef41f

Signed-off-by: pyalex <[email protected]>

achals approved these changes Apr 26, 2022

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feast-ci-bot added the lgtm label Apr 26, 2022

feast-ci-bot merged commit 134dc5f into feast-dev:master Apr 26, 2022

pyalex mentioned this pull request May 2, 2022

feat: Write logged features to Offline Store (Go - Python integration) #2621

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feat: Write logged features to an offline store (Python API) #2574

feat: Write logged features to an offline store (Python API) #2574

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feat: Write logged features to an offline store (Python API) #2574

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