Point-in-time feature serving without actuarial data leakage

FEATSRV · Point-in-Time Feature Store Research Platform

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Kryptur Research presents FEATSRV — an open-source, end-to-end feature store that guarantees point-in-time correctness for actuarial ML. Feast, Redis, PySpark, and FastAPI power leakage-free offline training sets and sub-10 ms online lookups, with a CLI and browser console for actuaries and data scientists.

Online policy lookup
<10 ms
Redis real-time features on deployed VPS
Offline PIT join (Dask)
<2 s
1,000 claims · Feast local Dask engine
Offline PIT join (PySpark)
<5 s
1,000 claims · Spark batch path
CLI services
7
PIT · online · offline · leakage · importance · health

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Console Overview — request volume, CLI activity, service mix

Figure 1
24h service mix and Jan 2024 real-time cut-over
DashboardFastAPI

Data lineage — PIT store as single write path to consumers

Architecture
Sources → PIT / Redis → underwriting, pricing, fraud, reporting
LineageSCD Type 2
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Results & figures

Table 1. FEATSRV REST API endpoints
MethodPathDescription
GET/healthHealth check (API + backends)
GET/online/policy/{id}Real-time policy features from Redis
GET/online/claim/{id}Real-time claim features from Redis
POST/offline · /pit-trainingBatch / file-upload point-in-time training sets
POST/leakage-auditFile-upload leakage audit
GET/feature-importanceFeature importance summary
Table 2. Performance on deployed VPS
WorkloadEngineLatencyNotes
Online policy lookupRedis<10 msGET /online/policy/{id}
Offline PIT join · 1,000 claimsFeast + Dask<2 sLeakage-free training set
Offline PIT join · 1,000 claimsPySpark<5 sSpark batch path
Table 3. Nimbus CLI service packs
#PackServicePrimary artefact
1PITPoint-in-time training setintense_pit.csv · leakage traps
2OPFOnline policy featurespolicy ID → Redis features
3OCFOnline claim featuresclaim ID → Redis features
4BOFBatch offline featuresJSON entity payloads
5LALeakage audit0% / 20% / 60% leak CSVs
6FIFeature importanceglobal importance summary
7HCSystem healthAPI + Redis + Parquet check
FEATSRV dashboard KPI strip
Figure 1. Dashboard KPI strip — system health, 24h request volume, open leakage flags, and PIT training rows generated.
FEATSRV console overview panel
Figure 2. Console Overview — online request volume before/after the Jan 2024 real-time cut-over, recent CLI activity, and service call mix.
FEATSRV data lineage Sankey panel
Figure 3. Data Lineage — Sankey flow from actuarial sources through the PIT / Redis stores to underwriting, pricing, fraud, and reporting consumers.
FEATSRV risk and leakage audit panel
Figure 4. Risk & Leakage Audit — portfolio leakage risk, entity risk-score distribution, and open audit findings.
FEATSRV feature importance panel
Figure 5. Feature Importance — global importance of served actuarial features for fraud / risk models.
FEATSRV training batch panel
Figure 6. Training Batch — leakage-free offline PIT training-set generation for model development.
FEATSRV online lookups panel
Figure 7. Online Lookups — real-time policy and claim feature retrieval from Redis.
Mean latency by FEATSRV service
Figure 8. Mean latency by service from dashboard activity exports (CLI sessions under Response-FEATSRV).

Open access · FEATSRV Research Initiative

Raja Ram M · Main Author · Kryptur OU · doi:10.5281/zenodo.21798383 · Point-in-Time Feature Store · Borel Sigma Inc. venture

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