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[Task] Allow for pre-filtering of features a branch needs in a ParallelBlock #674

@marcromeyn

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@marcromeyn

Description

Right now inside a ParallelBlock, we broadcast it’s inputs to all the branches. Each branch then filters the features it needs. This leads to some unexpected behaviour when you try to save a branch to be served since the resulting TF-model will expect all features.

This shows up for instance inside a TwoTowerModel where we would like to serve the query-tower, we currently have a hacky workaround that does the pre-filtering in that case (source). We would like to create a more general solution.

Additional context
Proposal, have a flag pre_filter_features=True to the ParallelBlock. Inside the call-method we would check for each branch if it contains a schema-param. If so, we do the pre-filtering.

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