Feature Store

1. The Incident

The fraud team ships a new model. Offline, it looks like a triumph. Evaluated against months of history, it catches 40% more fraud than the rules it replaces. In production, three weeks later, the numbers are in, and it is catching less than the old rules. Same model, same weights. What changed between evaluation and production is everything else.

The investigation identifies one feature: card_velocity_1h, which counts how many orders a card placed during the previous hour