The ML.FEATURES_AT_TIME function

This document describes the ML.FEATURES_AT_TIME function, which lets you use a point-in-time cutoff for all entities when retrieving features, because features can have time dependencies if they include time-sensitive data. To avoid data leakage, use point-in-time features when training models and running inference.

Use this function to use the same point-in-time cutoff for all entities when retrieving features. Use the ML.ENTITY_FEATURES_AT_TIME function to retrieve features from multiple points in time for multiple entities.

Syntax

ML.FEATURES_AT_TIME(
   { TABLE feature_table | (query_statement) }
   [, time => TIMESTAMP][, num_rows => INT64][, ignore_feature_nulls => BOOL])

Arguments

ML.FEATURES_AT_TIME takes the following arguments:

• feature_table is the name of the BigQuery table that contains the feature data. The feature table must contain the following columns:

  • entity_id: a STRING column that contains the ID of the entity related to the features.
  • One or more feature columns.
  • feature_timestamp: a TIMESTAMP column that identifies when the feature data was last updated.

  The column names are case-insensitive. For example, you can use a column named Entity_ID instead of entity_id.

  The feature table must be in wide format, with one column for each feature.

• query_statement: a STRING value that specifies a GoogleSQL query that returns the feature data. This query must return the same columns as feature_table. See GoogleSQL query syntax for the supported SQL syntax of the query_statement clause.

• time: a TIMESTAMP value that specifies the point in time to use as a cutoff for feature data. Only rows where the value in the feature_timestamp column is equal to or earlier than the time value are returned. Defaults to the value of the CURRENT_TIMESTAMP function.

• num_rows: an INT64 value that specifies the number of rows to return for each entity ID. Defaults to 1.

• ignore_feature_nulls: a BOOL value that indicates whether to replace a NULL value in a feature column with the feature column value from the row for the same entity that immediately precedes it in time. For example, for the following feature table:

  +-----------+------+------+--------------------------+
  | entity_id | f1   | f2   | feature_timestamp        |
  +-----------+------+------+--------------------------+
  | '2'       | 5.0  | 8.0  | '2022-06-10 09:00:00+00' |
  +-----------+------+------+--------------------------+
  | '2'       | 2.0  | 4.0  | '2022-06-10 12:00:00+00' |
  +-----------+------+------+--------------------------+
  | '2'       | 7.0  | NULL | '2022-06-11 10:00:00+00' |
  +-----------+------+------+--------------------------+
  

  Running this query:

  SELECT *
  FROM
    ML.FEATURES_AT_TIME(
      TABLE mydataset.feature_table,
      time => '2022-06-11 10:00:00+00',
      num_rows => 1,
      ignore_feature_nulls => TRUE);

  Results in the following output, where the f2 value from the row for entity ID 2 that is timestamped '2022-06-10 12:00:00+00' is substituted for the NULL value in the row timestamped '2022-06-11 10:00:00+00':

  +-----------+------+------+--------------------------+
  | entity_id | f1   | f2   | feature_timestamp        |
  +-----------+------+------+--------------------------+
  | '2'       | 7.0  | 4.0  | '2022-06-11 10:00:00+00' |
  +-----------+------+------+--------------------------+
  

  If there is no available replacement value, for example, where there is no earlier row for that entity ID, a NULL value is returned.

  Defaults to FALSE.

Output

The ML.FEATURES_AT_TIME function returns the input table rows that meet the point-in-time cutoff criteria, with the feature_timestamp column showing the timestamp that was input in the time argument.

Examples

Example 1

This example shows a how to retrain a model using only features that were created or updated before 2023-01-01 12:00:00+00:

CREATE OR REPLACE
  `mydataset.mymodel` OPTIONS (WARM_START = TRUE)
AS
SELECT * EXCEPT (feature_timestamp, entity_id)
FROM
  ML.FEATURES_AT_TIME(
    TABLE `mydataset.feature_table`,
    time => '2023-01-01 12:00:00+00',
    num_rows => 1,
    ignore_feature_nulls => TRUE);

Example 2

This example shows how to get predictions from a model based on features that were created or updated before 2023-01-01 12:00:00+00:

SELECT
  *
FROM
  ML.PREDICT(
    MODEL `mydataset.mymodel`,
    (
      SELECT * EXCEPT (feature_timestamp, entity_id)
      FROM
        ML.FEATURES_AT_TIME(
          TABLE `mydataset.feature_table`,
          time => '2023-01-01 12:00:00+00',
          num_rows => 1,
          ignore_feature_nulls => TRUE)
    )
  );

Example 3

This is a contrived example that you can use to see the output of the function:

WITH
  feature_table AS (
    SELECT * FROM UNNEST(
      ARRAY<STRUCT<entity_id STRING, f_1 FLOAT64, f_2 FLOAT64, feature_timestamp TIMESTAMP>>[
        ('id1', 1.0, 1.0, TIMESTAMP '2022-06-10 12:00:00+00'),
        ('id2', 12.0, 24.0, TIMESTAMP '2022-06-11 12:00:00+00'),
        ('id1', 11.0, NULL, TIMESTAMP '2022-06-11 12:00:00+00'),
        ('id1', 6.0, 12.0, TIMESTAMP '2022-06-11 10:00:00+00'),
        ('id2', 2.0, 4.0, TIMESTAMP '2022-06-10 12:00:00+00'),
        ('id2', 7.0, NULL, TIMESTAMP '2022-06-11 10:00:00+00')])
  )
SELECT *
FROM
  ML.FEATURES_AT_TIME(
    TABLE feature_table,
    time => '2022-06-12 10:00:00+00',
    num_rows => 1,
    ignore_feature_nulls => TRUE);