Optimizing Data Pipelines for Machine Learning in Feature Stores

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Abstract

Data pipelines (i.e., converting raw data to features) are critical for machine learning (ML) models, yet their development and management is time-consuming. Feature stores have recently emerged as a new "DBMS-for-ML" with the premise of enabling data scientists and engineers to define and manage their data pipelines. While current feature stores fulfill their promise from a functionality perspective, they are resource-hungry - with ample opportunities for implementing database-style optimizations to enhance their performance. In this paper, we propose a novel set of optimizations specifically targeted for point-in-time join, which is a critical operation in data pipelines. We implement these optimizations on top of Feathr: a widely-used feature store, and evaluate them on use cases from both the TPCx-AI benchmark and real-world online retail scenarios. Our thorough experimental analysis shows that our optimizations can accelerate data pipelines by up to 3× over state-of-the-art baselines.