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Quantitative Finance · Begrippenlijst

Wat is Feature store, offline store, online store, feature definition?

Ook bekend als: feature store · offline store · online store · feature definition

Definition 24.1 Machine Learning for Markets · Hoofdstuk 24 — Data and Feature Stores

A feature store is the system that computes, stores and serves a firm’s model inputs from one set of declarations. Its offline store holds feature values for history, keyed by entity and time, for training and backtests; its online store holds the latest values, updated as data arrive, for models in production. A feature definition declares a feature as data (its inputs, its aggregation, its window, its clock and its version) so that both stores compute it from the same declaration (Sculley and co-authors, 2015, on why this matters; Hermann and Del Balso, 2017, for an early production design).

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