Optimizing Data Pipelines for Machine Learning in Feature Stores

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.