Programmatic Feature Definition and Maintenance with Wayfair’s Mercury Feature Platform

Mercury is a scalable, highly-opinionated feature platform that powers hundreds of ML models at Wayfair. Built by a team of 2-5 developers, Mercury allows users to define, request, consume, and maintain feature sets of between 40 and 8000 individual features in a programmatic way. In this talk, we describe Mercury, discuss how this has resulted in faster, cheaper, and easier to maintain ML at Wayfair, talk through the strategic trade offs of being highly-opinionated and highlight some of the 40 successful product launches Mercury has powered in the last 3 years.