1. A computer-implemented method comprising: maintaining, by an online system, a cumulative feature store storing feature values determined from user actions performed before a time point; maintaining, by the online system, an incremental feature store storing feature values determined from user actions performed after the time point, the maintaining comprising updating feature values of the incremental feature store responsive to receiving information describing user actions; receiving a request for a feature value, the request identifying a user and a feature; receiving a first partial result from the cumulative feature store, the first partial result determined from user actions of the type performed by the user before the time point; receiving a second partial result from the incremental feature store, the second partial result determined from user actions of the type performed by the user after the time point; determining a weighted combination comprising the first partial result and the second partial result, wherein the first partial result is weighted by a decay factor; and returning the weighted combination as the requested feature value.
1. A computer-implemented method comprising: maintaining, by an online system, a cumulative feature store storing feature values determined from user actions performed before a time point; maintaining, by the online system, an incremental feature store storing feature values determined from user actions performed after the time point, the maintaining comprising updating feature values of the incremental feature store responsive to receiving information describing user actions; receiving a request for a feature value, the request identifying a user and a feature; receiving a first partial result from the cumulative feature store, the first partial result determined from user actions of the type performed by the user before the time point; receiving a second partial result from the incremental feature store, the second partial result determined from user actions of the type performed by the user after the time point; determining a weighted combination comprising the first partial result and the second partial result, wherein the first partial result is weighted by a decay factor; and returning the weighted combination as the requested feature value. 8. The computer-implemented method of claim 1 , further comprising: marking the incremental feature store as inactive and stopping the updates to the feature values stored in the incremental feature store; determining a weighted combination of feature values from the incremental feature store and corresponding feature values from the cumulative feature store, wherein the feature values from the cumulative feature store are weighted by a decay factor; and updating the feature values of the cumulative feature store with the weighted combinations.