Feature Store

1. The Incident

The fraud team ships a new model. Offline, it is 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: it is catching less than the old rules. Same model, same weights. The thing that changed between evaluation and production is everything else.

The investigation lands on one feature: card_velocity_1h: how many orders this card placed in the last hour