A distributed feature collection and correlation engine is provided, Feature extraction comprises obtaining one or more data records; extracting information from the one or more data records based on domain knowledge; transforming the extracted information into a key/value pair comprised of a key K and a value V, wherein the key comprises a feature identifier; and storing the key/value pair in a feature store database if the key/value pair does not already exist in the feature store database using a de-duplication mechanism. Features extracted from data records can be queried by obtaining a feature store database comprised of the extracted features stored as a key/value pair comprised of a key K and a value V, wherein the key comprises a feature identifier; receiving a query comprised of at least one query key; retrieving values from the feature store database that match the query key; and returning one or more retrieved key/value pairs.