Almost all features (maybe with the exception of gender) were aggregations over time like "share of emails the customer opened in the last X days", or "did the customer use service Y in the past: y/n", etc. If you use a pseudo SQL code like:
CREATE OR REPLACE target_table AS
SELECT
i.customer_id
... some aggregation processing data from t ...
FROM init_table i
LEFT JOIN transactional_data t
WHERE i.... = t....
AND t.time_stamp BETWEEN i.reference_date - (X days) AND i.reference_date
GROUP BY i.customer_id
than depending on what you put into the init_table, you can obtain:
- in the prod environment: actual feature value(s) for one ore more customers (reference_date = current_date)
- in the model-dev environment: historic feature value(s) for one or more customers for one or more past dates (reference_date = [past_date1, past_date2, ...])
In different parts of the system (prod, model-dev) you can use the same SQL code, you only have to replace the init_table and the target_table. Implementing a new feature system-wide basically means putting a new aggregation into the SQL code, only once.
I used PL/SQL as glue code, like someone would use python. I.e. executing SQL code in a controlled manner, creating dynamic SQL the right way (out of the box Oracle solution) and the wrong way too (sticking SQL fragments as strings together), writing code-generators, managing indexes/partitions/views/materialized views/etc. for performance tuning, implementing centralized monitoring for bug and performance tracking (and to know how the projects of my colleges are going forward), and last but not least, for packaging. At the end of the day you have a library/modul (PL/SQL package) exposing functions (PL/SQL procedures). The "library" is partially type-checked on compilation on the DB, and than you grant the necessary execute rights to the DB users (distribution to the data-scientists) and they work with the historic results on their own VM (DB schema). Current code is searchable in the DB, all the users use the same (actual) version, code history is checked in into bitbucket. If a user wants to "fork" and create new features, he/she can just write plain SQL against the prod DB on his/her own and the new code will be migrated through pair programming into the prod environment.
Sorry for the formatting.
