Real-time Credit Scoring with Feast on Local Setup

Overview

This tutorial is built from the original feast-aws-credit-scoring-tutorial.

This tutorial demonstrates the use of Feast as part of a real-time credit scoring application.

• The primary training dataset is a loan table. This table contains historic loan data with accompanying features. The dataset also contains a target variable, namely whether a user has defaulted on their loan.
• Feast is used during training to enrich the loan table with zipcode and credit history features from the data folder.
• Feast is also used to serve the latest zipcode and credit history features for online credit scoring using Redis

To get a better feel of what this example entails, you can view the steps outlined below in notebook form in demo_walkthrough.ipynb.

Requirements

• Python 3.11
• Registry: Postgresql
• Offline Storage: duckdb
• Online Storage: Redis

Setup

Database Setup

You can setup the storages with Podman or Docker:

1. Setup an online store with Redis by Podman:

podman pull docker://bitnami/redis:latest
podman run -d -p 6379:6379 --name redis -e "ALLOW_EMPTY_PASSWORD=yes"  docker.io/bitnami/redis:latest  

Setting up Feast

Install Feast using uv

uv sync  

We have already set up a feature repository in feature_repo/. As a result, all we have to do is configure the feature_store.yaml/ in the feature repository. Please set the connection string of the Postgresql and Redis according to your local infra setup.

Deploy the feature store by running apply from within the feature_repo/ folder

cd feature_repo/
feast apply

Next we load features into the online store using the materialize-incremental command. This command will load the latest feature values from a data source into the online store.

CURRENT_TIME=$(date -u +"%Y-%m-%dT%H:%M:%S")
feast materialize-incremental $CURRENT_TIME

Alternatively, you may have to run

CURRENT_TIME=$(date -u +"%Y-%m-%dT%H:%M:%S")
feast materialize 1990-01-01T00:00:00  $CURRENT_TIME

Return to the root of the repository

cd ..

Train and test the model

Finally, we train the model using a combination of loan data from the parque file under the ./data folder and our zipcode and credit history features from duckdb (with Filesource). And then we test online inference by reading those same features from Redis.

python run.py

The script should then output the result of a single loan application

loan rejected!

Serving Demo and OpenAPI docs

You can run

python app.py

And you'll be able to see the endpoints by going to http://127.0.0.1:8888/docs#/.

Go Feature Server Demo

Current the Go Feature Server only supports "file", AWS "s3" and GCP "gs" storage. In this demo, we choose "file". Steps:

1. terminate the previous running app.py if it is still running.
2. start the Feast feature transformation server: python app_with_transformation_server.py
3. start the Go feature server, assume you have built the Go binary and named it as 'feast':
   ./feast -chdir ./feature_repo
4. test the URI "http://localhost:8080/health". We suppose to see 'Healthy' word be displayed.
5. test the following post for testing get-online-features. Make sure the feast materialize command have executed.

curl -X POST \
"http://localhost:8080/get-online-features" \
-d '{
    "features": [
        "zipcode_features:city",
        "zipcode_features:state",
        "zipcode_features:location_type",
        "zipcode_features:tax_returns_filed",
        "zipcode_features:population",
        "zipcode_features:total_wages",
        "credit_history:credit_card_due",
        "credit_history:mortgage_due",
        "credit_history:student_loan_due",
        "credit_history:vehicle_loan_due",
        "credit_history:hard_pulls",
        "credit_history:missed_payments_2y",
        "credit_history:missed_payments_1y",
        "credit_history:missed_payments_6m",
        "credit_history:bankruptcies",
        "total_debt_calc:total_debt_due"
    ],
    "entities": {
        "dob_ssn": [
            "19630621_4278"
        ],
        "zipcode": [
            76104
        ],
        "loan_amnt": [
            35000
        ]
    }
}' | jq

Example returned feature values:

{
    "metadata": {
        "feature_names": [
            "dob_ssn",
            "zipcode",
            "city",
            "state",
            "location_type",
            "tax_returns_filed",
            "population",
            "total_wages",
            "credit_card_due",
            "mortgage_due",
            "student_loan_due",
            "vehicle_loan_due",
            "hard_pulls",
            "missed_payments_2y",
            "missed_payments_1y",
            "missed_payments_6m",
            "bankruptcies",
            "total_debt_due"
        ]
    },
    "results": [
        {
            "values": [
                "19630621_4278"
            ]
        },
        {
            "values": [
                76104
            ]
        },
        {
            "values": [
                "FORT WORTH"
            ]
        },
        {
            "values": [
                "TX"
            ]
        },
        {
            "values": [
                "PRIMARY"
            ]
        },
        {
            "values": [
                6058
            ]
        },
        {
            "values": [
                10534
            ]
        },
        {
            "values": [
                142325465
            ]
        },
        {
            "values": [
                null
            ]
        },
        {
            "values": [
                null
            ]
        },
        {
            "values": [
                null
            ]
        },
        {
            "values": [
                null
            ]
        },
        {
            "values": [
                null
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        },
        {
            "values": [
                null
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        {
            "values": [
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        {
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                null
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        },
        {
            "values": [
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        },
        {
            "values": [
                null
            ]
        }
    ]
}