Cannot add custom multi-select field to Feature

[damon-11]

When I create a Feature I would like to add a custom field 'Region' which is a multi-select field.

I can run the following command and get a list of values from an existing Feature with Region:
print(rally.getAllowedValues('Feature', 'Region'))
['', 'Asia Pacific', 'Europe', 'Latin America & Caribbean', 'Middle East and Asia', 'North America', 'Global']

So I tried the following but it creates the Feature without Region populated:
target_feature_fields = dict(Name="Testing Feature", Description="Testing Description", Region="Global")
feature_response = rally.put('Feature', target_feature_fields, targetWorkspace, targetProject)

Looking a bit deeper the Feature requires a Region object, but I cannot obtain it from anywhere.