Gamma Lake

High-performance feature store built on Delta Lake and Ray

Overview

Gamma Lake is a feature store built on Delta Lake and Ray, designed for efficient storage, versioning, and retrieval of time-indexed features backed by Polars DataFrames.

It was built to solve the real-world pain points that teams encounter when using flat Parquet files for ML feature storage: expensive column additions, no versioning, and painful cross-team collaboration.

Why Gamma Lake?

The most common alternative — storing features in per-day Parquet files — breaks down quickly:

See performance for benchmark data comparing Gamma Lake against per-day Parquet at scale.

Key Features

• Sortable index — a master index table ensures all feature groups stay aligned for efficient range-filtered reads
• Parallel reads and writes — Ray remote functions parallelise across feature groups for large-scale workloads
• Feature versioning — every add_features() call records owner and version; read any historical version by filtering the metadata frame
• Multiple signal types — standard features, as-of features, sparse features, and runtime-computed features
• Native Delta Lake storage — ACID transactions, schema enforcement, and time-travel out of the box
• Local or cloud — base_path accepts a local directory, an on-prem object store path, or an s3:// URI
• Configurable compression — zstd by default; pluggable via compression field

Quick Start

import tempfile
from datetime import datetime, timezone

import polars as pl
import pyarrow as pa
from ccflow import ArrowSchema

from gammalake import GammaFeatureLake

# 1. Create and initialise a feature lake
with tempfile.TemporaryDirectory() as tmp:
    lake = GammaFeatureLake(base_path=tmp, run_on_ray_cluster=False)
    lake.initialize(
        ArrowSchema.make(
            pa.schema([("timestamp", pa.timestamp("us", tz="UTC")), ("symbol", pa.large_string())])
        )
    )

    # 2. Build a toy feature DataFrame (timestamp × symbol × features)
    now = datetime(2024, 1, 1, tzinfo=timezone.utc)
    df = pl.DataFrame({
        "timestamp": pl.Series([now]).cast(pl.Datetime("us", "UTC")),
        "symbol":    ["AAPL"],
        "momentum":  [0.42],
        "vol_20d":   [0.18],
    })

    # 3. Write features
    lake.add_features(df, owner="my-team")

    # 4. Read features back
    result = lake.read(["momentum", "vol_20d"])
    print(result)

    # 5. Inspect metadata
    print(lake.feature_metadata_frame().collect())

Run the full annotated demo: examples/quickstart.py

Core API

from gammalake import GammaFeatureLake

lake = GammaFeatureLake(base_path="s3://my-bucket/features")

# One-time setup
lake.initialize(schema)

# Writing
lake.add_features(df, owner="team-a")          # standard features
lake.add_targets(df, owner="team-a")           # target/label columns
lake.add_as_of_features(df, params, owner=...) # point-in-time safe features
lake.add_sparse_features(df, owner=...)        # sparse / infrequently-updated features
lake.add_runtime_computed_features(exprs, ...) # features computed at read time

# Reading
lake.read(["feature_a", "feature_b"])                        # latest versions
lake.read(["feature_a"], start="2023-01-01", end="2024-01-01")  # date range
lake.read(lake.feature_metadata_frame()                      # specific owner/version
          .filter(pl.col("owner") == "team-a").collect())

# Metadata inspection
lake.feature_metadata_frame().collect()   # features, versions, owners
lake.table_metadata_frame().collect()     # Delta table details
lake.index_frame().collect()              # master index

Installation

gamma-lake can be installed via pip or conda, the two primary package managers for the Python ecosystem.

To install gamma-lake via pip, run this command in your terminal:

pip install gamma-lake

To install gamma-lake via conda, run this command in your terminal:

conda install gamma-lake -c conda-forge

Getting Started

See our wiki!

Development

Check out the contribution guide for more information.

License

Apache-2.0 — see LICENSE for details.