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feat: Batch Postgres online reads across feature views #6832
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
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|
@@ -10,6 +10,7 @@ | |
| Generator, | ||
| List, | ||
| Literal, | ||
| NamedTuple, | ||
| Optional, | ||
| Sequence, | ||
| Tuple, | ||
|
|
@@ -20,7 +21,7 @@ | |
| from psycopg.connection import Connection | ||
| from psycopg_pool import AsyncConnectionPool, ConnectionPool | ||
|
|
||
| from feast import Entity, FeatureView, ValueType | ||
| from feast import Entity, FeatureView, ValueType, utils | ||
| from feast.filter_models import ( | ||
| ComparisonFilter, | ||
| CompoundFilter, | ||
|
|
@@ -55,6 +56,15 @@ | |
| "inner_product": "<#>", | ||
| } | ||
|
|
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| # Above this many entity keys in a request, batching stops paying for itself: the | ||
| # saved round trips are amortized away by the payload, while holding every feature | ||
| # view's rows at once makes peak memory grow with the number of views. Measured | ||
| # against Postgres 16, a 10-view request is ~3-5x faster at 1-100 entities and a | ||
| # wash at 5000, where the combined result costs tens of MB per in-flight request. | ||
| # Past the threshold the generic one-query-per-view path is used instead, which | ||
| # processes and releases a single view at a time. | ||
| MAX_BATCHED_READ_KEYS = 2048 | ||
|
Member
There was a problem hiding this comment. Choose a reason for hiding this commentThe reason will be displayed to describe this comment to others. Learn more. Also, please consider making it configurable |
||
|
|
||
| _PG_COMPARISON_OPS: Dict[str, str] = { | ||
| "eq": "=", | ||
| "ne": "!=", | ||
|
|
@@ -65,6 +75,16 @@ | |
| } | ||
|
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|
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| class _BatchedRead(NamedTuple): | ||
| """One feature view's share of a batched online read.""" | ||
|
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| table: FeatureView | ||
| requested_features: List[str] | ||
| keys: List[bytes] | ||
| idxs: Tuple[List[int], ...] | ||
| output_len: int | ||
|
|
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|
|
||
| class PostgresFilterTranslator(FilterTranslator): | ||
| """Translates Feast filters into Postgres SQL WHERE clause fragments.""" | ||
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|
|
@@ -424,6 +444,13 @@ def _process_rows( | |
| row[0] if isinstance(row[0], bytes) else row[0].tobytes() | ||
| ].append(row[1:]) | ||
|
|
||
| return PostgreSQLOnlineStore._result_from_values_dict(keys, values_dict) | ||
|
|
||
| @staticmethod | ||
| def _result_from_values_dict( | ||
| keys: List[bytes], values_dict: Dict[bytes, List[Tuple]] | ||
| ) -> List[Tuple[Optional[datetime], Optional[Dict[str, ValueProto]]]]: | ||
| """Assemble per-entity rows in ``keys`` order from a feature-value mapping.""" | ||
| result: List[Tuple[Optional[datetime], Optional[Dict[str, ValueProto]]]] = [] | ||
| for key in keys: | ||
| if key in values_dict: | ||
|
|
@@ -438,6 +465,221 @@ def _process_rows( | |
| result.append((None, None)) | ||
| return result | ||
|
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||
| def _read_features_per_fv( | ||
| self, | ||
| config: RepoConfig, | ||
| grouped_refs: List, | ||
| join_key_values: Dict, | ||
| entity_name_to_join_key_map: Dict, | ||
| online_features_response, | ||
| full_feature_names: bool, | ||
| include_feature_view_version_metadata: bool, | ||
| ) -> None: | ||
| """Read every requested feature view in a single round trip. | ||
|
|
||
| The generic path issues one query per feature view. Each feature view lives | ||
| in its own table here, so the per-view reads can be combined with UNION ALL | ||
| and split apart again afterwards. | ||
| """ | ||
| if self._too_large_to_batch(grouped_refs, join_key_values): | ||
|
Member
There was a problem hiding this comment. Choose a reason for hiding this commentThe reason will be displayed to describe this comment to others. Learn more. also, it make sense to keep original flow when |
||
| return super()._read_features_per_fv( | ||
| config, | ||
| grouped_refs, | ||
| join_key_values, | ||
| entity_name_to_join_key_map, | ||
| online_features_response, | ||
| full_feature_names, | ||
| include_feature_view_version_metadata, | ||
| ) | ||
|
|
||
| reads = self._prepare_batched_reads( | ||
| config, grouped_refs, join_key_values, entity_name_to_join_key_map | ||
| ) | ||
| if not reads: | ||
| return | ||
|
|
||
| query, params = self._construct_batched_query_and_params(config, reads) | ||
| with self._get_conn(config, autocommit=True) as conn, conn.cursor() as cur: | ||
| cur.execute(query, params) | ||
| buckets = self._bucket_rows(reads, cur) | ||
|
|
||
| self._populate_from_buckets( | ||
| reads, | ||
| buckets, | ||
| online_features_response, | ||
| full_feature_names, | ||
| include_feature_view_version_metadata, | ||
| ) | ||
|
|
||
| async def _read_features_per_fv_async( | ||
| self, | ||
| config: RepoConfig, | ||
| grouped_refs: List, | ||
| join_key_values: Dict, | ||
| entity_name_to_join_key_map: Dict, | ||
| online_features_response, | ||
| full_feature_names: bool, | ||
| include_feature_view_version_metadata: bool, | ||
| ) -> None: | ||
| """Async version of :meth:`_read_features_per_fv`. | ||
|
|
||
| The generic async path issues the per-view queries concurrently. Combining | ||
| them still replaces those N queries with one. | ||
| """ | ||
| if self._too_large_to_batch(grouped_refs, join_key_values): | ||
| return await super()._read_features_per_fv_async( | ||
| config, | ||
| grouped_refs, | ||
| join_key_values, | ||
| entity_name_to_join_key_map, | ||
| online_features_response, | ||
| full_feature_names, | ||
| include_feature_view_version_metadata, | ||
| ) | ||
|
|
||
| reads = self._prepare_batched_reads( | ||
| config, grouped_refs, join_key_values, entity_name_to_join_key_map | ||
| ) | ||
| if not reads: | ||
| return | ||
|
|
||
| query, params = self._construct_batched_query_and_params(config, reads) | ||
| async with self._get_conn_async(config, autocommit=True) as conn: | ||
| async with conn.cursor() as cur: | ||
| await cur.execute(query, params) | ||
| buckets = [defaultdict(list) for _ in reads] # type: List[Dict[bytes, List[Tuple]]] | ||
| async for row in cur: | ||
| self._bucket_row(buckets, row) | ||
|
|
||
| self._populate_from_buckets( | ||
| reads, | ||
| buckets, | ||
| online_features_response, | ||
| full_feature_names, | ||
| include_feature_view_version_metadata, | ||
| ) | ||
|
|
||
| def _prepare_batched_reads( | ||
| self, | ||
| config: RepoConfig, | ||
| grouped_refs: List, | ||
| join_key_values: Dict, | ||
| entity_name_to_join_key_map: Dict, | ||
| ) -> List["_BatchedRead"]: | ||
| """Resolve the entity keys each feature view needs before querying. | ||
|
|
||
| Feature views can be keyed on different entities, so the serialized keys are | ||
| computed per view rather than shared. | ||
| """ | ||
| reads = [] | ||
| for table, requested_features in grouped_refs: | ||
| table_entity_values, idxs, output_len = utils._get_unique_entities( | ||
| table, join_key_values, entity_name_to_join_key_map | ||
| ) | ||
| entity_key_protos = utils._get_entity_key_protos(table_entity_values) | ||
| reads.append( | ||
| _BatchedRead( | ||
| table=table, | ||
| requested_features=requested_features, | ||
| keys=self._prepare_keys( | ||
| entity_key_protos, config.entity_key_serialization_version | ||
| ), | ||
| idxs=idxs, | ||
| output_len=output_len, | ||
| ) | ||
| ) | ||
| return reads | ||
|
|
||
| @staticmethod | ||
| def _construct_batched_query_and_params( | ||
| config: RepoConfig, reads: List["_BatchedRead"] | ||
| ) -> Tuple[sql.Composed, List[Any]]: | ||
| """UNION ALL the per feature view reads into one statement. | ||
|
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| Each branch selects a constant tag so the combined result can be split back | ||
| apart. The table name itself is not in the result set, and two feature views | ||
| can return the same entity key, so the tag is what keeps them separable. | ||
| """ | ||
| versioning = config.registry.enable_online_feature_view_versioning | ||
| branches: List[sql.Composed] = [] | ||
| params: List[Any] = [] | ||
| for tag, read in enumerate(reads): | ||
| table_name = _table_id(config.project, read.table, versioning) | ||
| if read.requested_features: | ||
| branch = sql.SQL( | ||
| "SELECT {tag} AS fv_tag, entity_key, feature_name, value, event_ts " | ||
| "FROM {table} WHERE entity_key = ANY(%s) AND feature_name = ANY(%s)" | ||
| ).format(tag=sql.Literal(tag), table=sql.Identifier(table_name)) | ||
| params.extend([read.keys, list(read.requested_features)]) | ||
| else: | ||
| branch = sql.SQL( | ||
| "SELECT {tag} AS fv_tag, entity_key, feature_name, value, event_ts " | ||
| "FROM {table} WHERE entity_key = ANY(%s)" | ||
| ).format(tag=sql.Literal(tag), table=sql.Identifier(table_name)) | ||
| params.append(read.keys) | ||
| branches.append(branch) | ||
|
|
||
| return sql.SQL(" UNION ALL ").join(branches), params | ||
|
|
||
| @staticmethod | ||
| def _too_large_to_batch(grouped_refs: List, join_key_values: Dict) -> bool: | ||
| """Whether this request is big enough that batching would cost more than it saves. | ||
|
|
||
| Estimated from the request shape rather than from the resolved keys, so that | ||
| deciding against batching costs nothing. The number of entity rows in the | ||
| request is an upper bound on the unique keys any one view will read. | ||
| See :data:`MAX_BATCHED_READ_KEYS`. | ||
| """ | ||
| entity_rows = max( | ||
| (len(values) for values in join_key_values.values()), default=0 | ||
| ) | ||
| return entity_rows * len(grouped_refs) > MAX_BATCHED_READ_KEYS | ||
|
|
||
| @staticmethod | ||
| def _bucket_row(buckets: List[Dict[bytes, List[Tuple]]], row: Tuple) -> None: | ||
| """File one row under its feature view's bucket, keyed by entity key. | ||
|
|
||
| Only the three payload columns are kept. Slicing the row instead would copy | ||
| it a second time while the combined result is still referenced. | ||
| """ | ||
| entity_key = row[1] if isinstance(row[1], bytes) else row[1].tobytes() | ||
| buckets[row[0]][entity_key].append((row[2], row[3], row[4])) | ||
|
|
||
| def _bucket_rows( | ||
| self, reads: List["_BatchedRead"], row_iter | ||
| ) -> List[Dict[bytes, List[Tuple]]]: | ||
| """Consume the combined result one row at a time. | ||
|
|
||
| The result spans every requested feature view, so calling ``fetchall()`` and | ||
| then slicing each row would hold two or three copies of it at peak. Bucketing | ||
| as rows arrive keeps a single copy. | ||
| """ | ||
| buckets: List[Dict[bytes, List[Tuple]]] = [defaultdict(list) for _ in reads] | ||
| for row in row_iter: | ||
| self._bucket_row(buckets, row) | ||
| return buckets | ||
|
|
||
| def _populate_from_buckets( | ||
| self, | ||
| reads: List["_BatchedRead"], | ||
| buckets: List[Dict[bytes, List[Tuple]]], | ||
| online_features_response, | ||
| full_feature_names: bool, | ||
| include_feature_view_version_metadata: bool, | ||
| ) -> None: | ||
| """Hand each feature view's bucket to the response in grouped_refs order.""" | ||
| for read, bucket in zip(reads, buckets): | ||
| utils._populate_response_from_feature_data( | ||
| read.requested_features, | ||
| self._result_from_values_dict(read.keys, bucket), | ||
| read.idxs, | ||
| online_features_response, | ||
| full_feature_names, | ||
| read.table, | ||
| read.output_len, | ||
| include_feature_view_version_metadata, | ||
| ) | ||
|
|
||
| def update( | ||
| self, | ||
| config: RepoConfig, | ||
|
|
||
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can it be
MAX_BATCHED_RESULT_ROWSinstead?