Architecturally this is great. Introducing more infra in an ML stack is a huge pain in the short and long run and I really love that this doesn't do that (or at least, the new infra are things I understand).

In the past I've always opted for a feature store as a library that operates over an existing database/data warehouse/data lake in the offline case, and computing features on the fly in the online case. The internal feature cache for scaling an online service is nicely implemented here using Redis. Bravo, that's probably how I would do it too.

My one bit of feedback is the API. The code just doesn't look nice, out the gate there's a bunch of objects and methods I don't immediately understand the need for. I'm sure they're useful, but for starting out I'd expect a lot more from that interface. I'd suggest something higher level that looks pretty and is easy to understand. That would be my one hesitation.