Michelangelo Palette Overview

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Table of Contents

This post is based off a 2019 talk by Uber, available online at InfoQ: Michelangelo Palette: A Feature Engineering Platform at Uber

Stages of the ML model lifecyle

Source: Slides from Uber presentation here

michelangelo-components Stages of the ML model lifecylcle
         
michelangelo-components-with-some-stages-marked Features need to be extracted from
raw data when training models but
also when serving predictions

Palette

Palette is Michelangelo's Feature Store.

  • Centralized: Single source of truth for features; can be used by all teams across Uber. Less rework, more consistency, etc.

  • Catalogs: Features are grouped into perspectives, e.g. features for riders, for trips, for drivers, etc.

  • Training/Serving Skew: Features used at training time are the same as those used at serving time.

The data stores

Feature data is stored in a Cassandra database.

Features are identified according to an expression: @palette:<catalog>:<group>:<feature_name>:<join_key>

For example @palette:restaurant:realtime_group:orders_last_30_min:restaurant_uuid which means: a feature that stores the number of orders in the last 30 minutes for a given restaurant, uniquely identified by a restaurant_uuid1

Types of features

Uber splits features into two types:

  • Batch features are not sensitive to time, i.e. features that don't vary with time. You'll get the same result no matter at what time you ask for it.

    • Built on Hive and/or Spark
    • Examples: Size of a given restaurant, Average number of orders per week in a given restaurant, average number of rides per day for a given driver
  • Real-time Features vary depending on the time. Need to be computed on demand.

    • Built on Flink streams
    • Examples: Number of rides in the last hour for a given driver, average number of meals

Custom features

Palette supports custom features, i.e. you can have Palette call an API you control to fetch a custom feature not available in the main feature store.

Users (i.e. Uber engineers/scientists using Michelangelo) are responsible for keeping the quality of these custom features.

Feature Post-processing

Sometimes features are not ready for consumption (training/serving), they need to be further processed.

Palette has so-called consumption pipelines3 which enable users to define extra feature processing steps.

These are also represented in the same way as features, and are mapped to a Spark UDF in the backend.

Examples:

  • Missing value imputation

    • Mean, Mode, Median, etc.
  • Joined features

    • For example, you have an order id but you want to retrieve features for the restaurant that shipped that meal.
  • Function calls

    • For example, you have a restaurant id but the feature you want to use is the average busyness2 of the region where the restaurant is located. This means that you first need to call a function that returns the region for the restaurant and then fetching the region feature.
  • One-hot encoding

Takeaways

  • Offline/online parity is crucial

  • Optimize speed for real-time features, optimize scale for offline features

  • Use paralell IO and caching for faster serving of online features

  • Feature stores make it easier to setup model monitoring (bad data, drift, etc) out of the box


1: This is taken from the presentation slides, but I think they forgot to add a timestamp to the primary key, because the number of orders in the last thirty minutes will naturally be different for the same restaurant if you query it at different timestamps.

2: I.e. how busy a given region is with respect to traffic, number of orders, etc.

3: Mostly Spark ML Pipelines


References

Dialogue & Discussion