DATA STORE FOR FEATURE ENGINEERING

1 . A method comprising:

receiving, by a computing system, batch and streaming data;

generating, by the computing system and based on the batch and streaming data, a preliminary set of calculated features;

receiving, by the computing system, a request to score input data;

identifying, by the computing system and based on information included in the request, a model and input features for the model;

generating, by the computing system and using the preliminary set of calculated features, the input features;

applying the model, by the computing system, to the input features to generate model output data; and

outputting, by the computing system, the model output data.

2 . The method of claim 1 , wherein generating the preliminary set of calculated features includes:

storing information about the preliminary set of calculated features in a feature registry; and

accessing the stored information about the preliminary set of calculated features in the feature registry.

3 . The method of claim 2 , wherein accessing the stored information about the preliminary set of calculated features includes:

identifying a calculated feature, from among the preliminary set of calculated features, that is relevant to least one of the input features; and

using the calculated feature to generate at least one of the input features.

4 . The method of claim 1 , wherein the request to score input data is a request to score a first set of input data, wherein the model is a first model, and wherein the input features are a first set of input features, the method further comprising:

receiving, by the computing system, a request to score a second set of input data;

identifying, by the computing system and based on information included in the request to score a second set of input data, a second model and a second set of input features;

generating, by the computing system and using the preliminary set of calculated features, the second set of input features; and

applying the second model, by the computing system, to the second set of input features.

5 . The method of claim 4 , wherein generating the second set of input features includes:

accessing information about the first set of input features in a feature store;

identifying a calculated feature, from among the first set of input features, that can be used to generate at least one of the second set of input features; and

using the calculated feature to generate at least one of the second set of input features.

6 . The method of claim 1 , wherein receiving the batch and streaming data includes:

storing the batch and streaming data in a low latency data store.

7 . The method of claim 1 , wherein generating the preliminary set of calculated features includes:

storing the preliminary set of calculated features in a low latency data store.

8 . The method of claim 1 , wherein the streaming data is a first set of streaming data, and wherein receiving the batch and streaming data includes:

receiving a second set of streaming data; and

designating, after a period of time, the first set of streaming data as batch data.

9 . The method of claim 1 , further comprising:

identifying, by the computing system, access privileges associated with the request to score input data;

limiting access, by the computing system and based on the access privileges, to a subset of the batch and streaming data; and

limiting access, by the computing system and based on the access privileges, to features calculated from the subset of batch and streaming data.

10 . The method of claim 1 , further comprising:

receiving, by the computing system and through an interface exposed by the computing system, an administrative request; and

outputting, by the computing system and responsive to the administrative request, information sufficient to generate a user interface.

11 . The method of claim 10 , wherein outputting information sufficient to generate a user interface includes:

outputting information enabling a compliance audit associated with generating the model output data.

12 . The method of claim 10 , wherein outputting information sufficient to generate a user interface includes:

accessing information included in a feature registry; and

outputting, based on accessing information in the feature registry, information enabling evaluation of features that the computing system calculates for existing models.

13 . The method of claim 1 , wherein outputting the model output data includes:

outputting control signals to a controlled system to instruct the controlled system to take an action based on the model output data.

14 . A computing system comprising processing circuitry and a storage device, wherein the processing circuitry has access to the storage device and is configured to:

receive batch and streaming data;

generate, based on the batch and streaming data, a preliminary set of calculated features;

receive a request to score input data;

identify, based on information included in the request, a model and input features for the model;

generate, using the preliminary set of calculated features, the input features;

apply the model to the input features to generate model output data; and

output the model output data.

15 . The computing system of claim 14 , wherein to generate the preliminary set of calculated features, the processing circuitry is further configured to:

store information about the preliminary set of calculated features in a feature registry; and

access the stored information about the preliminary set of calculated features in the feature registry.

16 . The computing system of claim 15 , wherein to access the stored information about the preliminary set of calculated features, the processing circuitry is further configured to:

identify a calculated feature, from among the preliminary set of calculated features, that is relevant to least one of the input features; and

use the calculated feature to generate at least one of the input features.

17 . The computing system of claim 14 , wherein the request to score input data is a request to score a first set of input data, wherein the model is a first model, and wherein the input features are a first set of input features, and wherein the processing circuitry is further configured to:

receive, a request to score a second set of input data;

identify, based on information included in the request to score a second set of input data, a second model and a second set of input features;

generate, using the preliminary set of calculated features, the second set of input features; and

apply the second model to the second set of input features.

18 . The computing system of claim 17 , wherein to generate the second set of input features, the processing circuitry is further configured to:

access information about the first set of input features in a feature store;

identify a calculated feature, from among the first set of input features, that can be used to generate at least one of the second set of input features; and

use the calculated feature to generate at least one of the second set of input features.

19 . The computing system of claim 14 , wherein to receive the batch and streaming data, the processing circuitry is further configured to:

store the batch and streaming data in a low latency data store.

20 . Non-transitory computer-readable media comprising instructions that, when executed, cause processing circuitry of a computing system to:

receive batch and streaming data;

generate, based on the batch and streaming data, a preliminary set of calculated features;

receive a request to score input data;

identify, based on information included in the request, a model and input features for the model;

generate, using the preliminary set of calculated features, the input features;

apply the model to the input features to generate model output data; and

output the model output data.