Preaggregation speeds feature calculation by aggregating raw data before applying further aggregations. Instead of repeatedly scanning clicks, prices, or revenue, calculate reusable item-day sums and build larger windows from them. section 11.4.2
From daily data to rolling features
A feature pipeline can first produce item-day totals, then combine those totals into 7-, 14-, 30-, or 60-day windows. Updating features after the database processes the previous day’s orders allows yesterday’s or older calculations to be reused rather than recomputed. section 11.4.2
Figure 11.14 A hierarchy of aggregating used in a feature store
The aggregation hierarchy makes the reusable progression from lower-level summaries to larger feature windows visible. section 11.4.2
