Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

feat: Rewrite ibis point-in-time-join w/o feast abstractions #4023

Merged
merged 3 commits into from
Mar 30, 2024
Merged

feat: Rewrite ibis point-in-time-join w/o feast abstractions #4023

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
3 commits
Select commit Hold shift + click to select a range
f652bd4
feat: refactor ibis point-in-time-join
tokoko Mar 21, 2024
fcfe305
fix formatting, linting
tokoko Mar 21, 2024
f04b8f6
Merge branch 'master' into ibis-point-in-time-join
tokoko Mar 28, 2024
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
248 changes: 132 additions & 116 deletions sdk/python/feast/infra/offline_stores/contrib/ibis_offline_store/ibis.py
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -72,112 +72,6 @@ def _get_entity_df_event_timestamp_range(

return entity_df_event_timestamp_range

@staticmethod
def _get_historical_features_one(
feature_view: FeatureView,
entity_table: Table,
feature_refs: List[str],
full_feature_names: bool,
timestamp_range: Tuple,
acc_table: Table,
event_timestamp_col: str,
) -> Table:
fv_table: Table = ibis.read_parquet(feature_view.batch_source.name)

for old_name, new_name in feature_view.batch_source.field_mapping.items():
if old_name in fv_table.columns:
fv_table = fv_table.rename({new_name: old_name})

timestamp_field = feature_view.batch_source.timestamp_field

# TODO mutate only if tz-naive
fv_table = fv_table.mutate(
**{
timestamp_field: fv_table[timestamp_field].cast(
dt.Timestamp(timezone="UTC")
)
}
)

full_name_prefix = feature_view.projection.name_alias or feature_view.name

feature_refs = [
fr.split(":")[1]
for fr in feature_refs
if fr.startswith(f"{full_name_prefix}:")
]

timestamp_range_start_minus_ttl = (
timestamp_range[0] - feature_view.ttl
if feature_view.ttl and feature_view.ttl > timedelta(0, 0, 0, 0, 0, 0, 0)
else timestamp_range[0]
)

timestamp_range_start_minus_ttl = ibis.literal(
timestamp_range_start_minus_ttl.strftime("%Y-%m-%d %H:%M:%S.%f")
).cast(dt.Timestamp(timezone="UTC"))

timestamp_range_end = ibis.literal(
timestamp_range[1].strftime("%Y-%m-%d %H:%M:%S.%f")
).cast(dt.Timestamp(timezone="UTC"))

fv_table = fv_table.filter(
ibis.and_(
fv_table[timestamp_field] <= timestamp_range_end,
fv_table[timestamp_field] >= timestamp_range_start_minus_ttl,
)
)

# join_key_map = feature_view.projection.join_key_map or {e.name: e.name for e in feature_view.entity_columns}
# predicates = [fv_table[k] == entity_table[v] for k, v in join_key_map.items()]

if feature_view.projection.join_key_map:
predicates = [
fv_table[k] == entity_table[v]
for k, v in feature_view.projection.join_key_map.items()
]
else:
predicates = [
fv_table[e.name] == entity_table[e.name]
for e in feature_view.entity_columns
]

predicates.append(
fv_table[timestamp_field] <= entity_table[event_timestamp_col]
)

fv_table = fv_table.inner_join(
entity_table, predicates, lname="", rname="{name}_y"
)

fv_table = (
fv_table.group_by(by="entity_row_id")
.order_by(ibis.desc(fv_table[timestamp_field]))
.mutate(rn=ibis.row_number())
)

fv_table = fv_table.filter(fv_table["rn"] == ibis.literal(0))

select_cols = ["entity_row_id"]
select_cols.extend(feature_refs)
fv_table = fv_table.select(select_cols)

if full_feature_names:
fv_table = fv_table.rename(
{f"{full_name_prefix}__{feature}": feature for feature in feature_refs}
)

acc_table = acc_table.left_join(
fv_table,
predicates=[fv_table.entity_row_id == acc_table.entity_row_id],
lname="",
rname="{name}_yyyy",
)

acc_table = acc_table.drop(s.endswith("_yyyy"))

return acc_table

@staticmethod
def _to_utc(entity_df: pd.DataFrame, event_timestamp_col):
entity_df_event_timestamp = entity_df.loc[
Expand Down Expand Up @@ -228,30 +122,73 @@ def get_historical_features(
entity_schema=entity_schema,
)

# TODO get range with ibis
timestamp_range = IbisOfflineStore._get_entity_df_event_timestamp_range(
entity_df, event_timestamp_col
)

entity_df = IbisOfflineStore._to_utc(entity_df, event_timestamp_col)

entity_table = ibis.memtable(entity_df)
entity_table = IbisOfflineStore._generate_row_id(
entity_table, feature_views, event_timestamp_col
)

res: Table = entity_table
def read_fv(feature_view, feature_refs, full_feature_names):
fv_table: Table = ibis.read_parquet(feature_view.batch_source.name)

for fv in feature_views:
res = IbisOfflineStore._get_historical_features_one(
fv,
entity_table,
for old_name, new_name in feature_view.batch_source.field_mapping.items():
if old_name in fv_table.columns:
fv_table = fv_table.rename({new_name: old_name})

timestamp_field = feature_view.batch_source.timestamp_field

# TODO mutate only if tz-naive
fv_table = fv_table.mutate(
**{
timestamp_field: fv_table[timestamp_field].cast(
dt.Timestamp(timezone="UTC")
)
}
)

full_name_prefix = feature_view.projection.name_alias or feature_view.name

feature_refs = [
fr.split(":")[1]
for fr in feature_refs
if fr.startswith(f"{full_name_prefix}:")
]

if full_feature_names:
fv_table = fv_table.rename(
{
f"{full_name_prefix}__{feature}": feature
for feature in feature_refs
}
)

feature_refs = [
f"{full_name_prefix}__{feature}" for feature in feature_refs
]

return (
fv_table,
feature_view.batch_source.timestamp_field,
feature_view.projection.join_key_map
or {e.name: e.name for e in feature_view.entity_columns},
feature_refs,
full_feature_names,
timestamp_range,
res,
event_timestamp_col,
feature_view.ttl,
)

res = res.drop("entity_row_id")
res = point_in_time_join(
entity_table=entity_table,
feature_tables=[
read_fv(feature_view, feature_refs, full_feature_names)
for feature_view in feature_views
],
event_timestamp_col=event_timestamp_col,
)

return IbisRetrievalJob(
res,
Expand Down Expand Up @@ -285,6 +222,10 @@ def pull_all_from_table_or_query(

table = table.select(*fields)

# TODO get rid of this fix
if "__log_date" in table.columns:
table = table.drop("__log_date")

table = table.filter(
ibis.and_(
table[timestamp_field] >= ibis.literal(start_date),
Expand Down Expand Up @@ -320,6 +261,7 @@ def write_logged_features(
else:
kwargs = {}

# TODO always write to directory
table.to_parquet(
f"{destination.path}/{uuid.uuid4().hex}-{{i}}.parquet", **kwargs
)
Expand Down Expand Up @@ -405,3 +347,77 @@ def persist(
@property
def metadata(self) -> Optional[RetrievalMetadata]:
return self._metadata


def point_in_time_join(
entity_table: Table,
feature_tables: List[Tuple[Table, str, Dict[str, str], List[str], timedelta]],
event_timestamp_col="event_timestamp",
):
# TODO handle ttl
all_entities = [event_timestamp_col]
for feature_table, timestamp_field, join_key_map, _, _ in feature_tables:
all_entities.extend(join_key_map.values())

r = ibis.literal("")

for e in set(all_entities):
r = r.concat(entity_table[e].cast("string")) # type: ignore

entity_table = entity_table.mutate(entity_row_id=r)

acc_table = entity_table

for (
feature_table,
timestamp_field,
join_key_map,
feature_refs,
ttl,
) in feature_tables:
predicates = [
feature_table[k] == entity_table[v] for k, v in join_key_map.items()
]

predicates.append(
feature_table[timestamp_field] <= entity_table[event_timestamp_col],
)

if ttl:
predicates.append(
feature_table[timestamp_field]
>= entity_table[event_timestamp_col] - ibis.literal(ttl)
)

feature_table = feature_table.inner_join(
entity_table, predicates, lname="", rname="{name}_y"
)

feature_table = feature_table.drop(s.endswith("_y"))

feature_table = (
feature_table.group_by(by="entity_row_id")
.order_by(ibis.desc(feature_table[timestamp_field]))
.mutate(rn=ibis.row_number())
)

feature_table = feature_table.filter(
feature_table["rn"] == ibis.literal(0)
).drop("rn")

select_cols = ["entity_row_id"]
select_cols.extend(feature_refs)
feature_table = feature_table.select(select_cols)

acc_table = acc_table.left_join(
feature_table,
predicates=[feature_table.entity_row_id == acc_table.entity_row_id],
lname="",
rname="{name}_yyyy",
)

acc_table = acc_table.drop(s.endswith("_yyyy"))

acc_table = acc_table.drop("entity_row_id")

return acc_table
13 changes: 12 additions & 1 deletion sdk/python/requirements/py3.10-ci-requirements.txt
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -164,6 +164,12 @@ docker==7.0.0
# testcontainers
docutils==0.19
# via sphinx
duckdb==0.10.1
# via
# duckdb-engine
# ibis-framework
duckdb-engine==0.11.2
# via ibis-framework
entrypoints==0.4
# via altair
exceptiongroup==1.2.0
Expand Down Expand Up @@ -310,7 +316,7 @@ httpx==0.27.0
# via
# feast (setup.py)
# jupyterlab
ibis-framework==8.0.0
ibis-framework[duckdb]==8.0.0
# via
# feast (setup.py)
# ibis-substrait
Expand Down Expand Up @@ -848,8 +854,13 @@ sphinxcontrib-serializinghtml==1.1.10
# via sphinx
sqlalchemy[mypy]==1.4.52
# via
# duckdb-engine
# feast (setup.py)
# ibis-framework
# sqlalchemy
# sqlalchemy-views
sqlalchemy-views==0.3.2
# via ibis-framework
sqlalchemy2-stubs==0.0.2a38
# via sqlalchemy
sqlglot==20.11.0
Expand Down
13 changes: 12 additions & 1 deletion sdk/python/requirements/py3.9-ci-requirements.txt
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -164,6 +164,12 @@ docker==7.0.0
# testcontainers
docutils==0.19
# via sphinx
duckdb==0.10.1
# via
# duckdb-engine
# ibis-framework
duckdb-engine==0.11.2
# via ibis-framework
entrypoints==0.4
# via altair
exceptiongroup==1.2.0
Expand Down Expand Up @@ -310,7 +316,7 @@ httpx==0.27.0
# via
# feast (setup.py)
# jupyterlab
ibis-framework==8.0.0
ibis-framework[duckdb]==8.0.0
# via
# feast (setup.py)
# ibis-substrait
Expand Down Expand Up @@ -858,8 +864,13 @@ sphinxcontrib-serializinghtml==1.1.10
# via sphinx
sqlalchemy[mypy]==1.4.52
# via
# duckdb-engine
# feast (setup.py)
# ibis-framework
# sqlalchemy
# sqlalchemy-views
sqlalchemy-views==0.3.2
# via ibis-framework
sqlalchemy2-stubs==0.0.2a38
# via sqlalchemy
sqlglot==20.11.0
Expand Down
Loading
Loading