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Support a Search API (maybe OpenAI's Search API) #5615

@franciscojavierarceo

Description

@franciscojavierarceo

Is your feature request related to a problem? Please describe.
Feast introduced the standard language in the AI/ML era on feature stores, particularly the language around "online features".

In the Agentic era, OpenAI has defined the API for inference with it's Chat Completions API. It has now introduced the Responses API (their answer for an agent-native API) and this API supports "File Search".

Many frameworks have empowered the open source community by being compatible with OpenAI's inference APIs. Compatibility with the Search API could empower Data Scientists and Machine Learning Engineers to drive impact in their RAG and Agentic applications.

I would like us to consider: (1) broadly supporting a Search API and (2) compatibility with OpenAI's File Search API.

Describe the solution you'd like
Ideally, we would support a Search API and the OpenAI one seems convenient but supporting the OpenAI one would probably imply the need to support Files and Vector Stores APIs, which may be larger scope than we want.

We would support the Vector Store APIs and Search APIs.

Describe alternatives you've considered
We could follow the OpenSearch Spec but this seems less AI native.

Additional context
We've introduced this functionality in another community I am working with and I think it could be impactful here as well. We already have retrieve_online_documents which does text and image search, so this extension already has a decent foundation.

Before choosing to support this, it'd be great to hear from the community if there is interest.

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