OnDemandFeatureViews with RequestSource returns different columns depending on online/offline feature retrieval.

[job-almekinders]

Context

I'm using an ODFV with a PandasTransformation and a RequestSource input. Furthermore, I'm using Postgres offline and online store.

Expected Behavior

I would expect both the get_online_features_async method and the get_historical_features method to return the same set of features. However, when retrieving features with get_online_features_async, the input data from the RequestSource is not present in the output response. On the other hand, when retrieving features with get_historical_features, the input data from the RequestSource is present in the output response.

I'm not sure which behavior is to be expected. However, I think think that both approaches should return the same columns.

Current Behavior

When calling the get_online_features_async method I do not see the input from the RequestSource back in the output response, while I would expect it to be there.

One could also argue that it should not be in the output response. That would also be an option. However, I would assume that the online and offline feature retrieval would return the same output in terms of columns.

Steps to reproduce

docker-compose.yml

---
version: "3"
services:
  offline_store:
    image: postgres:16-alpine
    container_name: offline_store
    ports:
      - "6543:5432"
    environment:
      - POSTGRES_DB=offline_store
      - POSTGRES_USER=postgres
      - POSTGRES_PASSWORD=postgres
    volumes:
      - ./postgres_init:/docker-entrypoint-initdb.d
  online_store:
    image: postgres:16-alpine
    container_name: online_store
    ports:
      - "5432:5432"
    environment:
      - POSTGRES_DB=online_store
      - POSTGRES_USER=postgres
      - POSTGRES_PASSWORD=postgres

feature_store.yml

project: feast_tryout
provider: local
registry:
  registry_type: sql
  path: postgresql+psycopg2://postgres:[email protected]:5432/online_store
  cache_ttl_seconds: 60
online_store:
  type: postgres
  host: 0.0.0.0
  port: 5432
  database: online_store
  db_schema: online
  user: postgres
  password: postgres
offline_store:
  type: postgres
  host: 0.0.0.0
  port: 6543
  database: offline_store
  db_schema: offline
  user: postgres
  password: postgres
entity_key_serialization_version: 2

Insert into offline store (postgres)
postgres_init/create-offline-store-database.sql

CREATE SCHEMA offline;

CREATE TABLE offline.features (
  "ENTITY_ID"         VARCHAR,
  "EVENT_TIMESTAMP" TIMESTAMP,
  "ENTITY_FLOAT"      FLOAT,
);

INSERT INTO offline.features
SELECT *
FROM (
  VALUES ('11111111', '2024-01-01 13:00:00' :: TIMESTAMP, 1.1),
         ('11111111', '2024-01-01 14:00:00' :: TIMESTAMP, 1.11),
         ('11111111', '2024-01-01 15:00:00' :: TIMESTAMP, 1.111),
         ('22222222', '2024-01-01 13:00:00' :: TIMESTAMP, 2.2),
         ('22222222', '2024-01-01 14:00:00' :: TIMESTAMP, 2.22),
         ('33333333', '2024-01-01 13:00:00' :: TIMESTAMP, 3.3),
         ('44444444', '2024-01-02 22:00:00' :: TIMESTAMP, 4.4)
  )

bootstrap.py

from datetime import timedelta
from typing import Any

import pandas as pd
from feast import (
    Entity,
    FeatureService,
    FeatureStore,
    FeatureView,
    Field,
    RequestSource,
    ValueType,
)
from feast.infra.offline_stores.contrib.postgres_offline_store.postgres_source import (
    PostgreSQLSource as PostgresSource,
)
from feast.on_demand_feature_view import on_demand_feature_view
from feast.types import Float32, Float64

feature_store = FeatureStore()

features_entity = Entity(
    name="entity_id",
    join_keys=["ENTITY_ID"],
    value_type=ValueType.STRING,
)

features_source = PostgresSource(
    name="features",
    timestamp_field="EVENT_TIMESTAMP",
    table="offline.features",
)

features_feature_view = FeatureView(
    name="features_feature_view",
    entities=[features_entity],
    ttl=timedelta(days=0),
    schema=[Field(name="ENTITY_FLOAT", dtype=Float32)],
    online=True,
    source=features_source,
)

request_source = RequestSource(
    name="request_feature",
    schema=[Field(name="REQUEST_FLOAT", dtype=Float32)],
)


@on_demand_feature_view(
    sources=[features_feature_view, request_source],
    schema=[
        Field(name="ENTITY_FLOAT_TRANSFORMED_PANDAS", dtype=Float64),
        Field(name="ENTITY_FLOAT_PLUS_REQUEST_SOURCE", dtype=Float64),
    ],
    mode="pandas",
)
def odfv_pandas(input: pd.DataFrame) -> pd.DataFrame:
    output = pd.DataFrame()
    output["ENTITY_FLOAT_TRANSFORMED_PANDAS"] = input["ENTITY_FLOAT"] * 2
    output["ENTITY_FLOAT_PLUS_REQUEST_SOURCE"] = (
        input["ENTITY_FLOAT"] * input["REQUEST_FLOAT"]
    )
    return output


@on_demand_feature_view(
    sources=[features_feature_view, request_source],
    schema=[Field(name="ENTITY_FLOAT_TRANSFORMED_PYTHON", dtype=Float64)],
    mode="python",
)
def odfv_python(input: dict[str, Any]) -> dict[str, Any]:
    output = {}
    output["ENTITY_FLOAT_TRANSFORMED_PYTHON"] = [
        value * 2 for value in input["ENTITY_FLOAT"]
    ]
    output["ENTITY_FLOAT_PLUS_REQUEST_SOURCE_PYTHON"] = [
        e + r for e, r in zip(input["ENTITY_FLOAT"], input["REQUEST_FLOAT"])
    ]

    return output


features_feature_service_pandas = FeatureService(
    name="features_feature_service_pandas",
    features=[features_feature_view, odfv_pandas],
)

features_feature_service_python = FeatureService(
    name="features_feature_service_python",
    features=[features_feature_view, odfv_python],
)

feature_store.apply(
    [
        features_entity,
        features_source,
        features_feature_view,
        odfv_pandas,
        odfv_python,
        features_feature_service_pandas,
        features_feature_service_python,
    ]
)

materialize.py

from datetime import datetime

from feast import FeatureStore

feature_store = FeatureStore()
feature_store.materialize(
    start_date=datetime(1900, 1, 1),
    end_date=datetime(9999, 1, 1),
    feature_views=["features_feature_view"],
)

inference.py

"""Inference example."""

import pandas as pd
from feast import FeatureStore

feature_store = FeatureStore()
feature_service_pandas = feature_store.get_feature_service(
    name="features_feature_service_pandas"
)
feature_service_python = feature_store.get_feature_service(
    name="features_feature_service_python"
)

entity_rows = [
    {"ENTITY_ID": "11111111", "REQUEST_FLOAT": 1.0},
    {"ENTITY_ID": "22222222", "REQUEST_FLOAT": 1.0},
]
entity_df = pd.DataFrame(entity_rows)
entity_df["event_timestamp"] = pd.to_datetime("now", utc=True)

print("offline with pandas")
offline_features = feature_store.get_historical_features(
    entity_df=entity_df,
    features=feature_service_pandas,
).to_df()
print(list(offline_features.to_dict().keys()))

print("online with pandas")
online_features = feature_store.get_online_features(
    entity_rows=entity_rows,
    features=feature_service_pandas,
).to_dict()
print(list(online_features.keys()))

print("online with python")
online_features = feature_store.get_online_features(
    entity_rows=entity_rows,
    features=feature_service_python,
).to_dict()
print(list(online_features.keys()))

## OUTPUT:
# offline with pandas
# ['ENTITY_ID', 'REQUEST_FLOAT', 'event_timestamp', 'ENTITY_FLOAT', 'ENTITY_FLOAT_TRANSFORMED_PANDAS', 'ENTITY_FLOAT_PLUS_REQUEST_SOURCE']
# online with pandas
# ['ENTITY_ID', 'ENTITY_FLOAT', 'ENTITY_FLOAT_TRANSFORMED_PANDAS', 'ENTITY_FLOAT_PLUS_REQUEST_SOURCE']
# online with python
# ['ENTITY_ID', 'ENTITY_FLOAT', 'ENTITY_FLOAT_TRANSFORMED_PYTHON']

# not possible to do offline transformation with python mode.

Specifications

Version: 0.36.0
Platform: macOS - M1
Subsystem: Sonoma 14.1.1

Possible Solution

[franciscojavierarceo]

Oh this is not ideal. Can you post your client usage? Just to make sure I understand it.

I don't think it should be included unless explicitly requested though, so probably the get_historical_features is the one that's wrong.

[job-almekinders]

@franciscojavierarceo Yes, I've just posted a minimal example in the description!

As you can see, the offline transformation with pandas returns the additional columns: 'REQUEST_FLOAT', 'event_timestamp'

[franciscojavierarceo]

Cool, so I'm going to add a unit test first to reproduce this and then work backwards from there. This minimal example is really helpful. Ideally we can have a fix out before the next release.

Also, Job, would you mind having a look at a slightly related (though not really) PR here: #4585

It's going to impact On Demand Feature Views so want to get community feedback.

[franciscojavierarceo]

Okay, I was able to reproduce the behavior in a uint test here: #4615

I'll make a patch for this tomorrow and update the get_historical_features to behave the same.

Also, I'll look at adding the python mode to get_historical_features. Would your team find that valuable?

[TomSteenbergen]

(responding in Job's place as his colleague)

Thanks @franciscojavierarceo!

Also, I'll look at adding the python mode to get_historical_features. Would your team find that valuable?

Yes, would be valuable for some of our use cases. Would be great to further align online/offline feature retrieval.

would you mind having a look at a slightly related (though not really) PR here: #4585

Sorry, saw this message a bit late and see it's already merged. Let me know if I can review a PR for the above mentioned changes! I'll try to make sure I get notified properly by Github when tagged in this repo.

[franciscojavierarceo]

Of course you still can!

[franciscojavierarceo]

Looking into this, it looks the complicated piece is that it's going to vary per offline store. 😅

[TomSteenbergen]

Looking into this, it looks the complicated piece is that it's going to vary per offline store.

@franciscojavierarceo Do you have a link to the piece of code for Postgres?

Ideally, there is some contract regardless of which database you are using, so that your ODFV always returns the same set of fields. Allowing you to swap your off/online store without having to change the your feature retrieval code.

[franciscojavierarceo]

After reflecting upon this further, I think the current behavior makes sense.

Online, you want to be space efficient when considering the impact of network latency so you want to send and receive the minimally required set of data, which means after transformation you only need to send the output in the response. Offline, you will probably prioritize reproducibility and being able to iterate, which means you will want the underlying inputs into your transformation, so the extra data is tolerable.

I'm going to close this issue. Let me know if you have any concerns.

[franciscojavierarceo]

I added the test in the PR to highlight this behavior and comment on why it's useful.

[franciscojavierarceo]

Okay, PR is merged. Closing this out.

[TomSteenbergen]

After reflecting upon this further, I think the current behavior makes sense.

Online, you want to be space efficient when considering the impact of network latency so you want to send and receive the minimally required set of data, which means after transformation you only need to send the output in the response. Offline, you will probably prioritize reproducibility and being able to iterate, which means you will want the underlying inputs into your transformation, so the extra data is tolerable.

I'm going to close this issue. Let me know if you have any concerns.

@franciscojavierarceo Understand the reasoning, although I can imagine some people would value a consistent experience between offline and online feature retrieval more. That said, it is not as important as the two other issues we have open still:

• OnDemandFeatureView: Allow python transformations for offline processing.  #4490
• OnDemandFeatureViews & online async feature retrieval & passing unknown entity values --> raises TypeError when it should not #4473