This post details how real-time feature stores and sliding-window data structures fit into the scoring pipeline for fraud detection, covering scaling to billions of events and the importance of high availability. It emphasizes that fraud detection is primarily a latency problem, with tight constraints on scoring time. The post highlights the use of Redis for low-latency feature retrieval, employing sorted sets for exact velocity counts and probabilistic structures like Bloom filters, HyperLogLog, and Count-Min Sketch for memory-efficient counting. It also discusses the training-serving skew problem and the benefits of Redis as an in-memory feature store for online inference.
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