feat: Feast-MLflow Integration

[Vperiodt]

What this PR does / why we need it:

final_mlflow_demo.mp4

• Auto-logging: Feature retrieval metadata is tagged on the active MLflow run (feast.feature_refs, feast.feature_views, feast.feature_service, feast.entity_count, etc.)
• Entity DataFrame archival: Optionally saves the training entity DataFrame as an MLflow artifact (entity_df.parquet) for full reproducibility
• Model-to-feature-service resolution: resolve_feature_service_from_model_uri() maps any MLflow model URI back to its Feast feature service enabling serving pipelines to auto-discover which features a model needs
• Entity DataFrame reconstruction: get_entity_df_from_mlflow_run() rebuilds the exact entity DataFrame from a past run's artifacts, enabling training reproducibility
• Configuration : Controlled entirely via feature_store.yaml under a new mlflow: block

Which issue(s) this PR fixes:

Checks

• I've made sure the tests are passing.
• My commits are signed off (git commit -s)
• My PR title follows conventional commits format

Testing Strategy

• Unit tests
• Integration tests
• Manual tests
• Testing is not required for this change

Misc

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[devin-ai-integration]

Devin Review found 1 new potential issue.

View 19 additional findings in Devin Review.

[devin-ai-integration]

🟡 Mixing global mlflow.log_artifact() with explicit-URI client causes artifact/metadata to target different servers

In _auto_log_entity_df_info, tags and params are logged via a locally-created MlflowClient(tracking_uri=tracking_uri) (lines 304, 309-318), but the entity DataFrame artifact is uploaded via the global mlflow.log_artifact(path) (line 327). The global function uses the tracking URI set by mlflow.set_tracking_uri(), not the explicit tracking_uri from the config. If the global tracking URI is changed by another library in the process, or if _init_mlflow_tracking failed silently (caught by except Exception at sdk/python/feast/feature_store.py:249), the artifact would be uploaded to a different server than where the tags/params were logged, splitting metadata across two servers.

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[devin-ai-integration]

Devin Review found 2 new potential issues.

View 20 additional findings in Devin Review.

[devin-ai-integration]

🔴 UI server ignores MLFLOW_TRACKING_URI env var, falls back to hardcoded localhost

In ui_server.py, both the /api/mlflow-runs and /api/mlflow-feature-models endpoints resolve the MLflow tracking URI using mlflow_cfg.tracking_uri or "http://127.0.0.1:5000". This reads the raw tracking_uri field from the config and falls back to a hardcoded localhost URL, completely bypassing the MLFLOW_TRACKING_URI environment variable. In contrast, the rest of the codebase (feature_store.py:243, feature_store.py:325, feature_store.py:1696, feature_store.py:2885) correctly calls mlflow_cfg.get_tracking_uri() which checks the env var via sdk/python/feast/mlflow_integration/config.py:19-29. When a user sets MLFLOW_TRACKING_URI without setting tracking_uri in YAML (which is a very common deployment pattern, and documented in the PR's own docs at docs/reference/mlflow.md:51), the UI endpoints will incorrectly connect to http://127.0.0.1:5000 instead of the env-var-specified server.

Suggested change

	tracking_uri = mlflow_cfg.tracking_uri or "http://127.0.0.1:5000"
	tracking_uri = mlflow_cfg.get_tracking_uri() or "http://127.0.0.1:5000"

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[devin-ai-integration]

🔴 Second UI endpoint also ignores MLFLOW_TRACKING_URI env var

Same issue as in the /api/mlflow-runs endpoint: the /api/mlflow-feature-models endpoint at sdk/python/feast/ui_server.py:234 uses mlflow_cfg.tracking_uri or "http://127.0.0.1:5000" instead of mlflow_cfg.get_tracking_uri(), causing the MLFLOW_TRACKING_URI environment variable to be ignored.

Suggested change

	tracking_uri = mlflow_cfg.tracking_uri or "http://127.0.0.1:5000"
	tracking_uri = mlflow_cfg.get_tracking_uri() or "http://127.0.0.1:5000"

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