Improve error message for checking feature keys (feathr-ai#959)

feathr_project/feathr/client.py

@@ -662,7 +662,7 @@ def _valid_materialize_keys(self, features: List[str], allow_empty_key=False):
         for feature in features:
             new_keys = self._get_feature_key(feature)
             if new_keys is None:
-                self.logger.error(f"Key of feature: {feature} is empty. If this feature is not from INPUT_CONTEXT, you might want to double check on the feature definition to see whether the key is empty or not.")
+                self.logger.error(f"Key of feature: {feature} is empty. Please confirm the feature is defined. In addition, if this feature is not from INPUT_CONTEXT, you might want to double check on the feature definition to see whether the key is empty or not.")
                 return False
             # If only get one key and it's "NOT_NEEDED", it means the feature has an empty key.
             if ','.join(new_keys) == "NOT_NEEDED" and not allow_empty_key:
@@ -697,7 +697,7 @@ def materialize_features(self, settings: MaterializationSettings, execution_conf
                     if feature in anchor_feature_names:
                         raise RuntimeError(f"Materializing features that are defined on INPUT_CONTEXT is not supported. {feature} is defined on INPUT_CONTEXT so you should remove it from the feature list in MaterializationSettings.")
             if not self._valid_materialize_keys(feature_list):
-                raise RuntimeError(f"Invalid materialization features: {feature_list}, since they have different keys. Currently Feathr only supports materializing features of the same keys.")
+                raise RuntimeError(f"Invalid materialization features: {feature_list}, since they have different keys or they are not defined. Currently Feathr only supports materializing features of the same keys.")
 
         if not allow_materialize_non_agg_feature:
             # Check if there are non-aggregation features in the list