volga-project / volga

Feature Engine for real-time AI/ML
Apache License 2.0
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[SE] Long window aggregations optimization/Tiling #12

Open anovv opened 5 months ago

anovv commented 5 months ago

In case of long windows (years) and large number of events, we may have perf issues in terms of memory usage/latency for both online and offline case. Some optimizations can be made, e.g. precomputing fixed sized windowed aggregations and reusing them, storing data on-disk vs in-memory etc. This is called 'tiling'

Tecton example: https://www.tecton.ai/blog/real-time-aggregation-features-for-machine-learning-part-1/

Fennel also mentions this in their blog (TODO find)