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[7.x] Add Student's t-test aggregation support (#54469) (#54737)

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Adds t_test metric aggregation that can perform paired and unpaired two-sample
t-tests. In this PR support for filters in unpaired is still missing. It will
be added in a follow-up PR.

Relates to #53692
This commit is contained in:
Igor Motov 2020-04-06 11:36:47 -04:00 committed by GitHub
parent 0049e9467b
commit 2794572a35
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28 changed files with 2465 additions and 19 deletions
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35
docs/build.gradle
View File

@ -535,6 +535,41 @@ for (int i = 0; i < 100; i++) {
{"load_time": "$value"}"""
}
// Used by t_test aggregations
buildRestTests.setups['node_upgrade'] = '''
- do:
indices.create:
index: node_upgrade
body:
settings:
number_of_shards: 1
number_of_replicas: 1
mappings:
properties:
name:
type: keyword
startup_time_before:
type: long
startup_time_after:
type: long
- do:
bulk:
index: node_upgrade
refresh: true
body: |
{"index":{}}
{"name": "A", "startup_time_before": 102, "startup_time_after": 89}
{"index":{}}
{"name": "B", "startup_time_before": 99, "startup_time_after": 93}
{"index":{}}
{"name": "C", "startup_time_before": 111, "startup_time_after": 72}
{"index":{}}
{"name": "D", "startup_time_before": 97, "startup_time_after": 98}
{"index":{}}
{"name": "E", "startup_time_before": 101, "startup_time_after": 102}
{"index":{}}
{"name": "F", "startup_time_before": 99, "startup_time_after": 98}'''
// Used by iprange agg
buildRestTests.setups['iprange'] = '''
- do:

2
docs/reference/aggregations/metrics.asciidoc
View File

@ -49,7 +49,7 @@ include::metrics/median-absolute-deviation-aggregation.asciidoc[]
include::metrics/boxplot-aggregation.asciidoc[]
include::metrics/t-test-aggregation.asciidoc[]

114
docs/reference/aggregations/metrics/t-test-aggregation.asciidoc Normal file
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@ -0,0 +1,114 @@
[role="xpack"]
[testenv="basic"]
[[search-aggregations-metrics-ttest-aggregation]]
=== TTest Aggregation
A `t_test` metrics aggregation that performs a statistical hypothesis test in which the test statistic follows a Student's t-distribution
under the null hypothesis on numeric values extracted from the aggregated documents or generated by provided scripts. In practice, this
will tell you if the difference between two population means are statistically significant and did not occur by chance alone.
==== Syntax
A `t_test` aggregation looks like this in isolation:
[source,js]
--------------------------------------------------
{
"t_test": {
"a": "value_before",
"b": "value_after",
"type": "paired"
}
}
--------------------------------------------------
// NOTCONSOLE
Assuming that we have a record of node start up times before and after upgrade, let's look at a t-test to see if upgrade affected
the node start up time in a meaningful way.
[source,console]
--------------------------------------------------
GET node_upgrade/_search
{
"size": 0,
"aggs" : {
"startup_time_ttest" : {
"t_test" : {
"a" : {"field": "startup_time_before"}, <1>
"b" : {"field": "startup_time_after"}, <2>
"type": "paired" <3>
}
}
}
}
--------------------------------------------------
// TEST[setup:node_upgrade]
<1> The field `startup_time_before` must be a numeric field
<2> The field `startup_time_after` must be a numeric field
<3> Since we have data from the same nodes, we are using paired t-test.
The response will return the p-value or probability value for the test. It is the probability of obtaining results at least as extreme as
the result processed by the aggregation, assuming that the null hypothesis is correct (which means there is no difference between
population means). Smaller p-value means the null hypothesis is more likely to be incorrect and population means are indeed different.
[source,console-result]
--------------------------------------------------
{
...
"aggregations": {
"startup_time_ttest": {
"value": 0.1914368843365979 <1>
}
}
}
--------------------------------------------------
// TESTRESPONSE[s/\.\.\./"took": $body.took,"timed_out": false,"_shards": $body._shards,"hits": $body.hits,/]
<1> The p-value.
==== T-Test Types
The `t_test` aggregation supports unpaired and paired two-sample t-tests. The type of the test can be specified using the `type` parameter:
`"type": "paired"`:: performs paired t-test
`"type": "homoscedastic"`:: performs two-sample equal variance test
`"type": "heteroscedastic"`:: performs two-sample unequal variance test (this is default)
==== Script
The `t_test` metric supports scripting. For example, if we need to adjust out load times for the before values, we could use
a script to recalculate them on-the-fly:
[source,console]
--------------------------------------------------
GET node_upgrade/_search
{
"size": 0,
"aggs" : {
"startup_time_ttest" : {
"t_test" : {
"a": {
"script" : {
"lang": "painless",
"source": "doc['startup_time_before'].value - params.adjustment", <1>
"params" : {
"adjustment" : 10 <2>
}
}
},
"b": {
"field": "startup_time_after" <3>
},
"type": "paired"
}
}
}
}
--------------------------------------------------
// TEST[setup:node_upgrade]
<1> The `field` parameter is replaced with a `script` parameter, which uses the
script to generate values which percentiles are calculated on
<2> Scripting supports parameterized input just like any other script
<3> We can mix scripts and fields

2
x-pack/plugin/analytics/build.gradle
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@ -18,6 +18,8 @@ dependencies {
compileOnly project(path: xpackModule('core'), configuration: 'default')
testCompile project(path: xpackModule('core'), configuration: 'testArtifacts')
compile 'org.apache.commons:commons-math3:3.2'
}
integTest.enabled = false

1
x-pack/plugin/analytics/licenses/commons-math3-3.2.jar.sha1 Normal file
View File

@ -0,0 +1 @@
ec2544ab27e110d2d431bdad7d538ed509b21e62

475
x-pack/plugin/analytics/licenses/commons-math3-LICENSE.txt Normal file
View File

@ -0,0 +1,475 @@
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---
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OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN
IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.

9
x-pack/plugin/analytics/licenses/commons-math3-NOTICE.txt Normal file
View File

@ -0,0 +1,9 @@
Apache Commons Math
Copyright 2001-2020 The Apache Software Foundation
This product includes software developed at
The Apache Software Foundation (http://www.apache.org/).
This product includes software developed for Orekit by
CS Systèmes d'Information (http://www.c-s.fr/)
Copyright 2010-2012 CS Systèmes d'Information

20
x-pack/plugin/analytics/src/main/java/org/elasticsearch/xpack/analytics/AnalyticsPlugin.java
View File

@ -39,6 +39,11 @@ import org.elasticsearch.xpack.analytics.stringstats.StringStatsAggregationBuild
import org.elasticsearch.xpack.analytics.topmetrics.InternalTopMetrics;
import org.elasticsearch.xpack.analytics.topmetrics.TopMetricsAggregationBuilder;
import org.elasticsearch.xpack.analytics.topmetrics.TopMetricsAggregatorFactory;
import org.elasticsearch.xpack.analytics.ttest.InternalTTest;
import org.elasticsearch.xpack.analytics.ttest.PairedTTestState;
import org.elasticsearch.xpack.analytics.ttest.TTestAggregationBuilder;
import org.elasticsearch.xpack.analytics.ttest.TTestState;
import org.elasticsearch.xpack.analytics.ttest.UnpairedTTestState;
import org.elasticsearch.xpack.core.XPackField;
import org.elasticsearch.xpack.core.XPackPlugin;
import org.elasticsearch.xpack.core.analytics.action.AnalyticsStatsAction;
@ -91,7 +96,12 @@ public class AnalyticsPlugin extends Plugin implements SearchPlugin, ActionPlugi
TopMetricsAggregationBuilder.NAME,
TopMetricsAggregationBuilder::new,
usage.track(AnalyticsUsage.Item.TOP_METRICS, checkLicense(TopMetricsAggregationBuilder.PARSER)))
.addResultReader(InternalTopMetrics::new)
.addResultReader(InternalTopMetrics::new),
new AggregationSpec(
TTestAggregationBuilder.NAME,
TTestAggregationBuilder::new,
usage.track(AnalyticsUsage.Item.T_TEST, checkLicense(TTestAggregationBuilder.PARSER)))
.addResultReader(InternalTTest::new)
);
}
@ -131,6 +141,14 @@ public class AnalyticsPlugin extends Plugin implements SearchPlugin, ActionPlugi
return singletonList(new AnalyticsUsage());
}
@Override
public List<NamedWriteableRegistry.Entry> getNamedWriteables() {
return Arrays.asList(
new NamedWriteableRegistry.Entry(TTestState.class, PairedTTestState.NAME, PairedTTestState::new),
new NamedWriteableRegistry.Entry(TTestState.class, UnpairedTTestState.NAME, UnpairedTTestState::new)
);
}
private static <T> ContextParser<String, T> checkLicense(ContextParser<String, T> realParser) {
return (parser, name) -> {
if (getLicenseState().isAnalyticsAllowed() == false) {

6
x-pack/plugin/analytics/src/main/java/org/elasticsearch/xpack/analytics/AnalyticsUsage.java
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@ -25,7 +25,8 @@ public class AnalyticsUsage {
BOXPLOT,
CUMULATIVE_CARDINALITY,
STRING_STATS,
TOP_METRICS;
TOP_METRICS,
T_TEST;
}
private final Map<Item, AtomicLong> trackers = new EnumMap<>(Item.class);
@ -54,6 +55,7 @@ public class AnalyticsUsage {
trackers.get(Item.BOXPLOT).get(),
trackers.get(Item.CUMULATIVE_CARDINALITY).get(),
trackers.get(Item.STRING_STATS).get(),
trackers.get(Item.TOP_METRICS).get());
trackers.get(Item.TOP_METRICS).get(),
trackers.get(Item.T_TEST).get());
}
}

99
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@ -0,0 +1,99 @@
/*
* Copyright Elasticsearch B.V. and/or licensed to Elasticsearch B.V. under one
* or more contributor license agreements. Licensed under the Elastic License;
* you may not use this file except in compliance with the Elastic License.
*/
package org.elasticsearch.xpack.analytics.ttest;
import org.elasticsearch.common.io.stream.StreamInput;
import org.elasticsearch.common.io.stream.StreamOutput;
import org.elasticsearch.common.xcontent.XContentBuilder;
import org.elasticsearch.search.DocValueFormat;
import org.elasticsearch.search.aggregations.InternalAggregation;
import org.elasticsearch.search.aggregations.metrics.InternalNumericMetricsAggregation;
import java.io.IOException;
import java.util.List;
import java.util.Map;
import java.util.Objects;
public class InternalTTest extends InternalNumericMetricsAggregation.SingleValue implements TTest {
protected final TTestState state;
InternalTTest(String name, TTestState state, DocValueFormat formatter, Map<String, Object> metadata) {
super(name, metadata);
this.state = state;
this.format = formatter;
}
/**
* Read from a stream.
*/
public InternalTTest(StreamInput in) throws IOException {
super(in);
format = in.readNamedWriteable(DocValueFormat.class);
state = in.readNamedWriteable(TTestState.class);
}
@Override
protected void doWriteTo(StreamOutput out) throws IOException {
out.writeNamedWriteable(format);
out.writeNamedWriteable(state);
}
@Override
public String getWriteableName() {
return TTestAggregationBuilder.NAME;
}
// for testing only
DocValueFormat format() {
return format;
}
@Override
public InternalTTest reduce(List<InternalAggregation> aggregations, ReduceContext reduceContext) {
TTestState reduced = state.reduce(aggregations.stream().map(a -> ((InternalTTest) a).state));
return new InternalTTest(name, reduced, format, getMetadata());
}
@Override
public XContentBuilder doXContentBody(XContentBuilder builder, Params params) throws IOException {
double value = state.getValue();
boolean hasValue = Double.isNaN(value) == false;
builder.field(CommonFields.VALUE.getPreferredName(), hasValue ? value : null);
if (hasValue && format != DocValueFormat.RAW) {
builder.field(CommonFields.VALUE_AS_STRING.getPreferredName(), format.format(value).toString());
}
return builder;
}
@Override
public int hashCode() {
return Objects.hash(super.hashCode(), state);
}
@Override
public boolean equals(Object obj) {
if (this == obj) return true;
if (obj == null || getClass() != obj.getClass()) return false;
if (super.equals(obj) == false) return false;
InternalTTest that = (InternalTTest) obj;
return Objects.equals(state, that.state);
}
@Override
public double value() {
return state.getValue();
}
@Override
public double getValue() {
return state.getValue();
}
}

91
x-pack/plugin/analytics/src/main/java/org/elasticsearch/xpack/analytics/ttest/PairedTTestAggregator.java Normal file
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@ -0,0 +1,91 @@
/*
* Copyright Elasticsearch B.V. and/or licensed to Elasticsearch B.V. under one
* or more contributor license agreements. Licensed under the Elastic License;
* you may not use this file except in compliance with the Elastic License.
*/
package org.elasticsearch.xpack.analytics.ttest;
import org.apache.lucene.index.LeafReaderContext;
import org.elasticsearch.common.lease.Releasables;
import org.elasticsearch.common.util.BigArrays;
import org.elasticsearch.index.fielddata.SortedNumericDoubleValues;
import org.elasticsearch.search.DocValueFormat;
import org.elasticsearch.search.aggregations.AggregationExecutionException;
import org.elasticsearch.search.aggregations.Aggregator;
import org.elasticsearch.search.aggregations.LeafBucketCollector;
import org.elasticsearch.search.aggregations.LeafBucketCollectorBase;
import org.elasticsearch.search.aggregations.metrics.CompensatedSum;
import org.elasticsearch.search.aggregations.pipeline.PipelineAggregator;
import org.elasticsearch.search.aggregations.support.MultiValuesSource;
import org.elasticsearch.search.internal.SearchContext;
import java.io.IOException;
import java.util.List;
import java.util.Map;
import static org.elasticsearch.xpack.analytics.ttest.TTestAggregationBuilder.A_FIELD;
import static org.elasticsearch.xpack.analytics.ttest.TTestAggregationBuilder.B_FIELD;
public class PairedTTestAggregator extends TTestAggregator<PairedTTestState> {
private TTestStatsBuilder statsBuilder;
PairedTTestAggregator(String name, MultiValuesSource.NumericMultiValuesSource valuesSources, int tails, DocValueFormat format,
SearchContext context, Aggregator parent, List<PipelineAggregator> pipelineAggregators,
Map<String, Object> metadata) throws IOException {
super(name, valuesSources, tails, format, context, parent, pipelineAggregators, metadata);
statsBuilder = new TTestStatsBuilder(context.bigArrays());
}
@Override
protected PairedTTestState getState(long bucket) {
return new PairedTTestState(statsBuilder.get(bucket), tails);
}
@Override
protected PairedTTestState getEmptyState() {
return new PairedTTestState(new TTestStats(0, 0, 0), tails);
}
@Override
protected long size() {
return statsBuilder.getSize();
}
@Override
public LeafBucketCollector getLeafCollector(LeafReaderContext ctx,
final LeafBucketCollector sub) throws IOException {
if (valuesSources == null) {
return LeafBucketCollector.NO_OP_COLLECTOR;
}
final BigArrays bigArrays = context.bigArrays();
final SortedNumericDoubleValues docAValues = valuesSources.getField(A_FIELD.getPreferredName(), ctx);
final SortedNumericDoubleValues docBValues = valuesSources.getField(B_FIELD.getPreferredName(), ctx);
final CompensatedSum compDiffSum = new CompensatedSum(0, 0);
final CompensatedSum compDiffSumOfSqr = new CompensatedSum(0, 0);
return new LeafBucketCollectorBase(sub, docAValues) {
@Override
public void collect(int doc, long bucket) throws IOException {
if (docAValues.advanceExact(doc) && docBValues.advanceExact(doc)) {
if (docAValues.docValueCount() > 1 || docBValues.docValueCount() > 1) {
throw new AggregationExecutionException("Encountered more than one value for a " +
"single document. Use a script to combine multiple values per doc into a single value.");
}
statsBuilder.grow(bigArrays, bucket + 1);
// There should always be one value if advanceExact lands us here, either
// a real value or a `missing` value
assert docAValues.docValueCount() == 1;
assert docBValues.docValueCount() == 1;
double diff = docAValues.nextValue() - docBValues.nextValue();
statsBuilder.addValue(compDiffSum, compDiffSumOfSqr, bucket, diff);
}
}
};
}
@Override
public void doClose() {
Releasables.close(statsBuilder);
}
}

91
x-pack/plugin/analytics/src/main/java/org/elasticsearch/xpack/analytics/ttest/PairedTTestState.java Normal file
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@ -0,0 +1,91 @@
/*
* Copyright Elasticsearch B.V. and/or licensed to Elasticsearch B.V. under one
* or more contributor license agreements. Licensed under the Elastic License;
* you may not use this file except in compliance with the Elastic License.
*/
package org.elasticsearch.xpack.analytics.ttest;
import org.apache.commons.math3.distribution.TDistribution;
import org.elasticsearch.common.io.stream.StreamInput;
import org.elasticsearch.common.io.stream.StreamOutput;
import java.io.IOException;
import java.util.Objects;
import java.util.stream.Stream;
public class PairedTTestState implements TTestState {
public static final String NAME = "P";
private final TTestStats stats;
private final int tails;
public PairedTTestState(TTestStats stats, int tails) {
this.stats = stats;
this.tails = tails;
}
public PairedTTestState(StreamInput in) throws IOException {
stats = new TTestStats(in);
tails = in.readVInt();
}
@Override
public void writeTo(StreamOutput out) throws IOException {
stats.writeTo(out);
out.writeVInt(tails);
}
@Override
public double getValue() {
if (stats.count < 2) {
return Double.NaN;
}
long n = stats.count - 1;
double meanDiff = stats.sum / stats.count;
double variance = (stats.sumOfSqrs - ((stats.sum * stats.sum) / stats.count)) / stats.count;
if (variance <= 0.0) {
return meanDiff == 0.0 ? Double.NaN : 0.0;
}
double stdDiv = Math.sqrt(variance);
double stdErr = stdDiv / Math.sqrt(n);
double t = Math.abs(meanDiff / stdErr);
TDistribution dist = new TDistribution(n);
return dist.cumulativeProbability(-t) * tails;
}
@Override
public TTestState reduce(Stream<TTestState> states) {
TTestStats.Reducer reducer = new TTestStats.Reducer();
states.forEach(tTestState -> {
PairedTTestState state = (PairedTTestState) tTestState;
reducer.accept(state.stats);
if (state.tails != tails) {
throw new IllegalStateException("Incompatible tails value in the reduce. Expected "
+ state.tails + " reduced with " + tails);
}
});
return new PairedTTestState(reducer.result(), tails);
}
@Override
public String getWriteableName() {
return NAME;
}
@Override
public boolean equals(Object o) {
if (this == o) return true;
if (o == null || getClass() != o.getClass()) return false;
PairedTTestState that = (PairedTTestState) o;
return tails == that.tails &&
stats.equals(that.stats);
}
@Override
public int hashCode() {
return Objects.hash(stats, tails);
}
}

15
x-pack/plugin/analytics/src/main/java/org/elasticsearch/xpack/analytics/ttest/TTest.java Normal file
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@ -0,0 +1,15 @@
/*
* Copyright Elasticsearch B.V. and/or licensed to Elasticsearch B.V. under one
* or more contributor license agreements. Licensed under the Elastic License;
* you may not use this file except in compliance with the Elastic License.
*/
package org.elasticsearch.xpack.analytics.ttest;
import org.elasticsearch.search.aggregations.metrics.NumericMetricsAggregation;
public interface TTest extends NumericMetricsAggregation.SingleValue {
double getValue();
}

135
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@ -0,0 +1,135 @@
/*
* Copyright Elasticsearch B.V. and/or licensed to Elasticsearch B.V. under one
* or more contributor license agreements. Licensed under the Elastic License;
* you may not use this file except in compliance with the Elastic License.
*/
package org.elasticsearch.xpack.analytics.ttest;
import org.elasticsearch.common.ParseField;
import org.elasticsearch.common.io.stream.StreamInput;
import org.elasticsearch.common.io.stream.StreamOutput;
import org.elasticsearch.common.xcontent.ObjectParser;
import org.elasticsearch.common.xcontent.ToXContent;
import org.elasticsearch.common.xcontent.XContentBuilder;
import org.elasticsearch.index.query.QueryShardContext;
import org.elasticsearch.search.DocValueFormat;
import org.elasticsearch.search.aggregations.AggregationBuilder;
import org.elasticsearch.search.aggregations.AggregatorFactories;
import org.elasticsearch.search.aggregations.AggregatorFactory;
import org.elasticsearch.search.aggregations.support.MultiValuesSourceAggregationBuilder;
import org.elasticsearch.search.aggregations.support.MultiValuesSourceAggregatorFactory;
import org.elasticsearch.search.aggregations.support.MultiValuesSourceFieldConfig;
import org.elasticsearch.search.aggregations.support.MultiValuesSourceParseHelper;
import org.elasticsearch.search.aggregations.support.ValueType;
import org.elasticsearch.search.aggregations.support.ValuesSource;
import org.elasticsearch.search.aggregations.support.ValuesSourceConfig;
import java.io.IOException;
import java.util.Map;
import java.util.Objects;
public class TTestAggregationBuilder extends MultiValuesSourceAggregationBuilder.LeafOnly<ValuesSource.Numeric, TTestAggregationBuilder> {
public static final String NAME = "t_test";
public static final ParseField A_FIELD = new ParseField("a");
public static final ParseField B_FIELD = new ParseField("b");
public static final ParseField TYPE_FIELD = new ParseField("type");
public static final ParseField TAILS_FIELD = new ParseField("tails");
public static final ObjectParser<TTestAggregationBuilder, String> PARSER =
ObjectParser.fromBuilder(NAME, TTestAggregationBuilder::new);
static {
MultiValuesSourceParseHelper.declareCommon(PARSER, true, ValueType.NUMERIC);
MultiValuesSourceParseHelper.declareField(A_FIELD.getPreferredName(), PARSER, true, false);
MultiValuesSourceParseHelper.declareField(B_FIELD.getPreferredName(), PARSER, true, false);
PARSER.declareString(TTestAggregationBuilder::testType, TYPE_FIELD);
PARSER.declareInt(TTestAggregationBuilder::tails, TAILS_FIELD);
}
private TTestType testType = TTestType.HETEROSCEDASTIC;
private int tails = 2;
public TTestAggregationBuilder(String name) {
super(name, ValueType.NUMERIC);
}
public TTestAggregationBuilder(TTestAggregationBuilder clone,
AggregatorFactories.Builder factoriesBuilder,
Map<String, Object> metadata) {
super(clone, factoriesBuilder, metadata);
}
public TTestAggregationBuilder a(MultiValuesSourceFieldConfig valueConfig) {
field(A_FIELD.getPreferredName(), Objects.requireNonNull(valueConfig, "Configuration for field [" + A_FIELD + "] cannot be null"));
return this;
}
public TTestAggregationBuilder b(MultiValuesSourceFieldConfig weightConfig) {
field(B_FIELD.getPreferredName(), Objects.requireNonNull(weightConfig, "Configuration for field [" + B_FIELD + "] cannot be null"));
return this;
}
public TTestAggregationBuilder testType(String testType) {
return testType(TTestType.resolve(Objects.requireNonNull(testType, "Test type cannot be null")));
}
public TTestAggregationBuilder testType(TTestType testType) {
this.testType = Objects.requireNonNull(testType, "Test type cannot be null");
return this;
}
public TTestAggregationBuilder tails(int tails) {
if (tails < 1 || tails > 2) {
throw new IllegalArgumentException(
"[tails] must be 1 or 2. Found [" + tails + "] in [" + name + "]");
}
this.tails = tails;
return this;
}
public TTestAggregationBuilder(StreamInput in) throws IOException {
super(in, ValueType.NUMERIC);
testType = in.readEnum(TTestType.class);
tails = in.readVInt();
}
@Override
protected AggregationBuilder shallowCopy(AggregatorFactories.Builder factoriesBuilder, Map<String, Object> metadata) {
return new TTestAggregationBuilder(this, factoriesBuilder, metadata);
}
@Override
public BucketCardinality bucketCardinality() {
return BucketCardinality.NONE;
}
@Override
protected void innerWriteTo(StreamOutput out) throws IOException {
out.writeEnum(testType);
out.writeVInt(tails);
}
@Override
protected MultiValuesSourceAggregatorFactory<ValuesSource.Numeric> innerBuild(
QueryShardContext queryShardContext,
Map<String, ValuesSourceConfig<ValuesSource.Numeric>> configs,
DocValueFormat format,
AggregatorFactory parent,
AggregatorFactories.Builder subFactoriesBuilder) throws IOException {
return new TTestAggregatorFactory(name, configs, testType, tails, format, queryShardContext, parent, subFactoriesBuilder, metadata);
}
@Override
public XContentBuilder doXContentBody(XContentBuilder builder, ToXContent.Params params) throws IOException {
return builder;
}
@Override
public String getType() {
return NAME;
}
}

67
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@ -0,0 +1,67 @@
/*
* Copyright Elasticsearch B.V. and/or licensed to Elasticsearch B.V. under one
* or more contributor license agreements. Licensed under the Elastic License;
* you may not use this file except in compliance with the Elastic License.
*/
package org.elasticsearch.xpack.analytics.ttest;
import org.apache.lucene.search.ScoreMode;
import org.elasticsearch.search.DocValueFormat;
import org.elasticsearch.search.aggregations.Aggregator;
import org.elasticsearch.search.aggregations.InternalAggregation;
import org.elasticsearch.search.aggregations.metrics.NumericMetricsAggregator;
import org.elasticsearch.search.aggregations.pipeline.PipelineAggregator;
import org.elasticsearch.search.aggregations.support.MultiValuesSource;
import org.elasticsearch.search.internal.SearchContext;
import java.io.IOException;
import java.util.List;
import java.util.Map;
public abstract class TTestAggregator<T extends TTestState> extends NumericMetricsAggregator.SingleValue {
protected final MultiValuesSource.NumericMultiValuesSource valuesSources;
protected final int tails;
private DocValueFormat format;
TTestAggregator(String name, MultiValuesSource.NumericMultiValuesSource valuesSources, int tails, DocValueFormat format,
SearchContext context, Aggregator parent,
List<PipelineAggregator> pipelineAggregators, Map<String, Object> metadata) throws IOException {
super(name, context, parent, pipelineAggregators, metadata);
this.valuesSources = valuesSources;
this.tails = tails;
this.format = format;
}
@Override
public ScoreMode scoreMode() {
return valuesSources != null && valuesSources.needsScores() ? ScoreMode.COMPLETE : ScoreMode.COMPLETE_NO_SCORES;
}
protected abstract T getState(long bucket);
protected abstract T getEmptyState();
protected abstract long size();
@Override
public InternalAggregation buildAggregation(long bucket) {
if (valuesSources == null || bucket >= size()) {
return buildEmptyAggregation();
}
return new InternalTTest(name, getState(bucket), format, metadata());
}
@Override
public InternalAggregation buildEmptyAggregation() {
return new InternalTTest(name, getEmptyState(), format, metadata());
}
@Override
public double metric(long owningBucketOrd) {
return getState(owningBucketOrd).getValue();
}
}

82
x-pack/plugin/analytics/src/main/java/org/elasticsearch/xpack/analytics/ttest/TTestAggregatorFactory.java Normal file
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@ -0,0 +1,82 @@
/*
* Copyright Elasticsearch B.V. and/or licensed to Elasticsearch B.V. under one
* or more contributor license agreements. Licensed under the Elastic License;
* you may not use this file except in compliance with the Elastic License.
*/
package org.elasticsearch.xpack.analytics.ttest;
import org.elasticsearch.index.query.QueryShardContext;
import org.elasticsearch.search.DocValueFormat;
import org.elasticsearch.search.aggregations.Aggregator;
import org.elasticsearch.search.aggregations.AggregatorFactories;
import org.elasticsearch.search.aggregations.AggregatorFactory;
import org.elasticsearch.search.aggregations.pipeline.PipelineAggregator;
import org.elasticsearch.search.aggregations.support.MultiValuesSource;
import org.elasticsearch.search.aggregations.support.MultiValuesSourceAggregatorFactory;
import org.elasticsearch.search.aggregations.support.ValuesSource;
import org.elasticsearch.search.aggregations.support.ValuesSourceConfig;
import org.elasticsearch.search.internal.SearchContext;
import java.io.IOException;
import java.util.List;
import java.util.Map;
class TTestAggregatorFactory extends MultiValuesSourceAggregatorFactory<ValuesSource.Numeric>{
private final TTestType testType;
private final int tails;
TTestAggregatorFactory(String name, Map<String, ValuesSourceConfig<ValuesSource.Numeric>> configs, TTestType testType, int tails,
DocValueFormat format, QueryShardContext queryShardContext, AggregatorFactory parent,
AggregatorFactories.Builder subFactoriesBuilder,
Map<String, Object> metadata) throws IOException {
super(name, configs, format, queryShardContext, parent, subFactoriesBuilder, metadata);
this.testType = testType;
this.tails = tails;
}
@Override
protected Aggregator createUnmapped(SearchContext searchContext,
Aggregator parent,
List<PipelineAggregator> pipelineAggregators,
Map<String, Object> metadata) throws IOException {
switch (testType) {
case PAIRED:
return new PairedTTestAggregator(name, null, tails, format, searchContext, parent, pipelineAggregators, metadata);
case HOMOSCEDASTIC:
return new UnpairedTTestAggregator(name, null, tails, true, format, searchContext, parent, pipelineAggregators, metadata);
case HETEROSCEDASTIC:
return new UnpairedTTestAggregator(name, null, tails, false, format, searchContext, parent, pipelineAggregators, metadata);
default:
throw new IllegalArgumentException("Unsupported t-test type " + testType);
}
}
@Override
protected Aggregator doCreateInternal(SearchContext searchContext,
Map<String, ValuesSourceConfig<ValuesSource.Numeric>> configs,
DocValueFormat format,
Aggregator parent,
boolean collectsFromSingleBucket,
List<PipelineAggregator> pipelineAggregators,
Map<String, Object> metadata) throws IOException {
MultiValuesSource.NumericMultiValuesSource numericMultiVS
= new MultiValuesSource.NumericMultiValuesSource(configs, queryShardContext);
if (numericMultiVS.areValuesSourcesEmpty()) {
return createUnmapped(searchContext, parent, pipelineAggregators, metadata);
}
switch (testType) {
case PAIRED:
return new PairedTTestAggregator(name, numericMultiVS, tails, format, searchContext, parent, pipelineAggregators, metadata);
case HOMOSCEDASTIC:
return new UnpairedTTestAggregator(name, numericMultiVS, tails, true, format, searchContext, parent, pipelineAggregators,
metadata);
case HETEROSCEDASTIC:
return new UnpairedTTestAggregator(name, numericMultiVS, tails, false, format, searchContext, parent, pipelineAggregators,
metadata);
default:
throw new IllegalArgumentException("Unsupported t-test type " + testType);
}
}
}

20
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@ -0,0 +1,20 @@
/*
* Copyright Elasticsearch B.V. and/or licensed to Elasticsearch B.V. under one
* or more contributor license agreements. Licensed under the Elastic License;
* you may not use this file except in compliance with the Elastic License.
*/
package org.elasticsearch.xpack.analytics.ttest;
import org.elasticsearch.common.io.stream.NamedWriteable;
import java.util.stream.Stream;
/**
* Base class for t-test aggregation state
*/
public interface TTestState extends NamedWriteable {
double getValue();
TTestState reduce(Stream<TTestState> states);
}

85
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@ -0,0 +1,85 @@
/*
* Copyright Elasticsearch B.V. and/or licensed to Elasticsearch B.V. under one
* or more contributor license agreements. Licensed under the Elastic License;
* you may not use this file except in compliance with the Elastic License.
*/
package org.elasticsearch.xpack.analytics.ttest;
import org.elasticsearch.common.io.stream.StreamInput;
import org.elasticsearch.common.io.stream.StreamOutput;
import org.elasticsearch.common.io.stream.Writeable;
import org.elasticsearch.search.aggregations.metrics.CompensatedSum;
import java.io.IOException;
import java.util.Objects;
import java.util.function.Consumer;
/**
* Collects basic stats that are needed to perform t-test
*/
public class TTestStats implements Writeable {
public final long count;
public final double sum;
public final double sumOfSqrs;
public TTestStats(long count, double sum, double sumOfSqrs) {
this.count = count;
this.sum = sum;
this.sumOfSqrs = sumOfSqrs;
}
public TTestStats(StreamInput in) throws IOException {
count = in.readVLong();
sum = in.readDouble();
sumOfSqrs = in.readDouble();
}
@Override
public void writeTo(StreamOutput out) throws IOException {
out.writeVLong(count);
out.writeDouble(sum);
out.writeDouble(sumOfSqrs);
}
public double variance() {
double v = (sumOfSqrs - ((sum * sum) / count)) / (count - 1);
return v < 0 ? 0 : v;
}
public double average() {
return sum / count;
}
public static class Reducer implements Consumer<TTestStats> {
private long count = 0;
CompensatedSum compSum = new CompensatedSum(0, 0);
CompensatedSum compSumOfSqrs = new CompensatedSum(0, 0);
@Override
public void accept(TTestStats stat) {
count += stat.count;
compSum.add(stat.sum);
compSumOfSqrs.add(stat.sumOfSqrs);
}
public TTestStats result() {
return new TTestStats(count, compSum.value(), compSumOfSqrs.value());
}
}
@Override
public boolean equals(Object o) {
if (this == o) return true;
if (o == null || getClass() != o.getClass()) return false;
TTestStats that = (TTestStats) o;
return count == that.count &&
Double.compare(that.sum, sum) == 0 &&
Double.compare(that.sumOfSqrs, sumOfSqrs) == 0;
}
@Override
public int hashCode() {
return Objects.hash(count, sum, sumOfSqrs);
}
}

78
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/*
* Copyright Elasticsearch B.V. and/or licensed to Elasticsearch B.V. under one
* or more contributor license agreements. Licensed under the Elastic License;
* you may not use this file except in compliance with the Elastic License.
*/
package org.elasticsearch.xpack.analytics.ttest;
import org.elasticsearch.common.lease.Releasable;
import org.elasticsearch.common.lease.Releasables;
import org.elasticsearch.common.util.BigArrays;
import org.elasticsearch.common.util.DoubleArray;
import org.elasticsearch.common.util.LongArray;
import org.elasticsearch.search.aggregations.metrics.CompensatedSum;
public class TTestStatsBuilder implements Releasable {
private LongArray counts;
private DoubleArray sums;
private DoubleArray compensations;
private DoubleArray sumOfSqrs;
private DoubleArray sumOfSqrCompensations;
TTestStatsBuilder(BigArrays bigArrays) {
counts = bigArrays.newLongArray(1, true);
sums = bigArrays.newDoubleArray(1, true);
compensations = bigArrays.newDoubleArray(1, true);
sumOfSqrs = bigArrays.newDoubleArray(1, true);
sumOfSqrCompensations = bigArrays.newDoubleArray(1, true);
}
public TTestStats get(long bucket) {
return new TTestStats(counts.get(bucket), sums.get(bucket), sumOfSqrs.get(bucket));
}
public long build(long bucket) {
return counts.get(bucket);
}
public long getSize() {
return counts.size();
}
public void grow(BigArrays bigArrays, long buckets) {
if (buckets >= counts.size()) {
long overSize = BigArrays.overSize(buckets);
counts = bigArrays.resize(counts, overSize);
sums = bigArrays.resize(sums, overSize);
compensations = bigArrays.resize(compensations, overSize);
sumOfSqrs = bigArrays.resize(sumOfSqrs, overSize);
sumOfSqrCompensations = bigArrays.resize(sumOfSqrCompensations, overSize);
}
}
public void addValue(CompensatedSum compSum, CompensatedSum compSumOfSqr, long bucket, double val) {
counts.increment(bucket, 1);
double sum = sums.get(bucket);
double compensation = compensations.get(bucket);
compSum.reset(sum, compensation);
double sumOfSqr = sumOfSqrs.get(bucket);
double sumOfSqrCompensation = sumOfSqrCompensations.get(bucket);
compSumOfSqr.reset(sumOfSqr, sumOfSqrCompensation);
compSum.add(val);
compSumOfSqr.add(val * val);
sums.set(bucket, compSum.value());
compensations.set(bucket, compSum.delta());
sumOfSqrs.set(bucket, compSumOfSqr.value());
sumOfSqrCompensations.set(bucket, compSumOfSqr.delta());
}
@Override
public void close() {
Releasables.close(counts, sums, compensations, sumOfSqrs, sumOfSqrCompensations);
}
}

25
x-pack/plugin/analytics/src/main/java/org/elasticsearch/xpack/analytics/ttest/TTestType.java Normal file
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@ -0,0 +1,25 @@
/*
* Copyright Elasticsearch B.V. and/or licensed to Elasticsearch B.V. under one
* or more contributor license agreements. Licensed under the Elastic License;
* you may not use this file except in compliance with the Elastic License.
*/
package org.elasticsearch.xpack.analytics.ttest;
import java.util.Locale;
/**
* T-test type, paired, unpaired equal variance, unpaired unequal variance
*/
public enum TTestType {
PAIRED, HOMOSCEDASTIC, HETEROSCEDASTIC;
public static TTestType resolve(String name) {
return TTestType.valueOf(name.toUpperCase(Locale.ROOT));
}
public String value() {
return name().toLowerCase(Locale.ROOT);
}
}

99
x-pack/plugin/analytics/src/main/java/org/elasticsearch/xpack/analytics/ttest/UnpairedTTestAggregator.java Normal file
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@ -0,0 +1,99 @@
/*
* Copyright Elasticsearch B.V. and/or licensed to Elasticsearch B.V. under one
* or more contributor license agreements. Licensed under the Elastic License;
* you may not use this file except in compliance with the Elastic License.
*/
package org.elasticsearch.xpack.analytics.ttest;
import org.apache.lucene.index.LeafReaderContext;
import org.elasticsearch.common.lease.Releasables;
import org.elasticsearch.common.util.BigArrays;
import org.elasticsearch.index.fielddata.SortedNumericDoubleValues;
import org.elasticsearch.search.DocValueFormat;
import org.elasticsearch.search.aggregations.Aggregator;
import org.elasticsearch.search.aggregations.LeafBucketCollector;
import org.elasticsearch.search.aggregations.LeafBucketCollectorBase;
import org.elasticsearch.search.aggregations.metrics.CompensatedSum;
import org.elasticsearch.search.aggregations.pipeline.PipelineAggregator;
import org.elasticsearch.search.aggregations.support.MultiValuesSource;
import org.elasticsearch.search.internal.SearchContext;
import java.io.IOException;
import java.util.List;
import java.util.Map;
import static org.elasticsearch.xpack.analytics.ttest.TTestAggregationBuilder.A_FIELD;
import static org.elasticsearch.xpack.analytics.ttest.TTestAggregationBuilder.B_FIELD;
public class UnpairedTTestAggregator extends TTestAggregator<UnpairedTTestState> {
private final TTestStatsBuilder a;
private final TTestStatsBuilder b;
private final boolean homoscedastic;
UnpairedTTestAggregator(String name, MultiValuesSource.NumericMultiValuesSource valuesSources, int tails, boolean homoscedastic,
DocValueFormat format, SearchContext context, Aggregator parent, List<PipelineAggregator> pipelineAggregators,
Map<String, Object> metadata) throws IOException {
super(name, valuesSources, tails, format, context, parent, pipelineAggregators, metadata);
BigArrays bigArrays = context.bigArrays();
a = new TTestStatsBuilder(bigArrays);
b = new TTestStatsBuilder(bigArrays);
this.homoscedastic = homoscedastic;
}
@Override
protected UnpairedTTestState getState(long bucket) {
return new UnpairedTTestState(a.get(bucket), b.get(bucket), homoscedastic, tails);
}
@Override
protected UnpairedTTestState getEmptyState() {
return new UnpairedTTestState(new TTestStats(0, 0, 0), new TTestStats(0, 0, 0), homoscedastic, tails);
}
@Override
protected long size() {
return a.getSize();
}
@Override
public LeafBucketCollector getLeafCollector(LeafReaderContext ctx,
final LeafBucketCollector sub) throws IOException {
if (valuesSources == null) {
return LeafBucketCollector.NO_OP_COLLECTOR;
}
final BigArrays bigArrays = context.bigArrays();
final SortedNumericDoubleValues docAValues = valuesSources.getField(A_FIELD.getPreferredName(), ctx);
final SortedNumericDoubleValues docBValues = valuesSources.getField(B_FIELD.getPreferredName(), ctx);
final CompensatedSum compSumA = new CompensatedSum(0, 0);
final CompensatedSum compSumOfSqrA = new CompensatedSum(0, 0);
final CompensatedSum compSumB = new CompensatedSum(0, 0);
final CompensatedSum compSumOfSqrB = new CompensatedSum(0, 0);
return new LeafBucketCollectorBase(sub, docAValues) {
private void processValues(int doc, long bucket, SortedNumericDoubleValues docValues, CompensatedSum compSum,
CompensatedSum compSumOfSqr, TTestStatsBuilder builder) throws IOException {
if (docValues.advanceExact(doc)) {
final int numValues = docValues.docValueCount();
for (int i = 0; i < numValues; i++) {
builder.addValue(compSum, compSumOfSqr, bucket, docValues.nextValue());
}
}
}
@Override
public void collect(int doc, long bucket) throws IOException {
a.grow(bigArrays, bucket + 1);
b.grow(bigArrays, bucket + 1);
processValues(doc, bucket, docAValues, compSumA, compSumOfSqrA, a);
processValues(doc, bucket, docBValues, compSumB, compSumOfSqrB, b);
}
};
}
@Override
public void doClose() {
Releasables.close(a, b);
}
}

120
x-pack/plugin/analytics/src/main/java/org/elasticsearch/xpack/analytics/ttest/UnpairedTTestState.java Normal file
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/*
* Copyright Elasticsearch B.V. and/or licensed to Elasticsearch B.V. under one
* or more contributor license agreements. Licensed under the Elastic License;
* you may not use this file except in compliance with the Elastic License.
*/
package org.elasticsearch.xpack.analytics.ttest;
import org.apache.commons.math3.distribution.TDistribution;
import org.elasticsearch.common.io.stream.StreamInput;
import org.elasticsearch.common.io.stream.StreamOutput;
import java.io.IOException;
import java.util.Objects;
import java.util.stream.Stream;
public class UnpairedTTestState implements TTestState {
public static final String NAME = "U";
private final TTestStats a;
private final TTestStats b;
private boolean homoscedastic;
private int tails;
public UnpairedTTestState(TTestStats a, TTestStats b, boolean homoscedastic, int tails) {
this.a = a;
this.b = b;
this.homoscedastic = homoscedastic;
this.tails = tails;
}
public UnpairedTTestState(StreamInput in) throws IOException {
a = new TTestStats(in);
b = new TTestStats(in);
homoscedastic = in.readBoolean();
tails = in.readVInt();
}
@Override
public double getValue() {
if (a.count < 2 || b.count < 2) {
return Double.NaN;
}
if (homoscedastic) {
long n = a.count + b.count - 2;
double variance = ((a.count - 1) * a.variance() + (b.count - 1) * b.variance()) / n;
double nn = (1.0 / a.count + 1.0 / b.count);
return p(variance * nn, n);
} else {
double s2an = a.variance() / a.count;
double s2bn = b.variance() / b.count;
double variance = s2an + s2bn;
double degreeOfFreedom = variance * variance / (s2an * s2an / (a.count - 1) + s2bn * s2bn / (b.count - 1));
return p(variance, degreeOfFreedom);
}
}
private double p(double sd2, double degreesOfFreedom) {
if (degreesOfFreedom < 0) {
return Double.NaN;
}
double sd = Math.sqrt(sd2);
double meanDiff = a.average() - b.average();
double t = Math.abs(meanDiff / sd);
TDistribution dist = new TDistribution(degreesOfFreedom);
return dist.cumulativeProbability(-t) * tails;
}
@Override
public TTestState reduce(Stream<TTestState> states) {
TTestStats.Reducer reducerA = new TTestStats.Reducer();
TTestStats.Reducer reducerB = new TTestStats.Reducer();
states.forEach(tTestState -> {
UnpairedTTestState state = (UnpairedTTestState) tTestState;
if (state.homoscedastic != homoscedastic) {
throw new IllegalStateException("Incompatible homoscedastic mode in the reduce. Expected "
+ state.homoscedastic + " reduced with " + homoscedastic);
}
if (state.tails != tails) {
throw new IllegalStateException("Incompatible tails value in the reduce. Expected "
+ state.tails + " reduced with " + tails);
}
reducerA.accept(state.a);
reducerB.accept(state.b);
});
return new UnpairedTTestState(reducerA.result(), reducerB.result(), homoscedastic, tails);
}
@Override
public void writeTo(StreamOutput out) throws IOException {
a.writeTo(out);
b.writeTo(out);
out.writeBoolean(homoscedastic);
out.writeVInt(tails);
}
@Override
public String getWriteableName() {
return NAME;
}
@Override
public boolean equals(Object o) {
if (this == o) return true;
if (o == null || getClass() != o.getClass()) return false;
UnpairedTTestState that = (UnpairedTTestState) o;
return homoscedastic == that.homoscedastic &&
tails == that.tails &&
a.equals(that.a) &&
b.equals(that.b);
}
@Override
public int hashCode() {
return Objects.hash(a, b, homoscedastic, tails);
}
}

27
x-pack/plugin/analytics/src/test/java/org/elasticsearch/xpack/analytics/action/TransportAnalyticsStatsActionTests.java
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@ -58,20 +58,21 @@ public class TransportAnalyticsStatsActionTests extends ESTestCase {
}
public void test() throws IOException {
AnalyticsUsage.Item item = randomFrom(AnalyticsUsage.Item.values());
AnalyticsUsage realUsage = new AnalyticsUsage();
AnalyticsUsage emptyUsage = new AnalyticsUsage();
ContextParser<Void, Void> parser = realUsage.track(item, (p, c) -> c);
ObjectPath unused = run(realUsage, emptyUsage);
assertThat(unused.evaluate("stats.0." + item.name().toLowerCase(Locale.ROOT) + "_usage"), equalTo(0));
assertThat(unused.evaluate("stats.1." + item.name().toLowerCase(Locale.ROOT) + "_usage"), equalTo(0));
int count = between(1, 10000);
for (int i = 0; i < count; i++) {
assertNull(parser.parse(null, null));
for (AnalyticsUsage.Item item : AnalyticsUsage.Item.values()) {
AnalyticsUsage realUsage = new AnalyticsUsage();
AnalyticsUsage emptyUsage = new AnalyticsUsage();
ContextParser<Void, Void> parser = realUsage.track(item, (p, c) -> c);
ObjectPath unused = run(realUsage, emptyUsage);
assertThat(unused.evaluate("stats.0." + item.name().toLowerCase(Locale.ROOT) + "_usage"), equalTo(0));
assertThat(unused.evaluate("stats.1." + item.name().toLowerCase(Locale.ROOT) + "_usage"), equalTo(0));
int count = between(1, 10000);
for (int i = 0; i < count; i++) {
assertNull(parser.parse(null, null));
}
ObjectPath used = run(realUsage, emptyUsage);
assertThat(item.name(), used.evaluate("stats.0." + item.name().toLowerCase(Locale.ROOT) + "_usage"), equalTo(count));
assertThat(item.name(), used.evaluate("stats.1." + item.name().toLowerCase(Locale.ROOT) + "_usage"), equalTo(0));
}
ObjectPath used = run(realUsage, emptyUsage);
assertThat(used.evaluate("stats.0." + item.name().toLowerCase(Locale.ROOT) + "_usage"), equalTo(count));
assertThat(used.evaluate("stats.1." + item.name().toLowerCase(Locale.ROOT) + "_usage"), equalTo(0));
}
private ObjectPath run(AnalyticsUsage... nodeUsages) throws IOException {

131
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/*
* Copyright Elasticsearch B.V. and/or licensed to Elasticsearch B.V. under one
* or more contributor license agreements. Licensed under the Elastic License;
* you may not use this file except in compliance with the Elastic License.
*/
package org.elasticsearch.xpack.analytics.ttest;
import org.elasticsearch.common.ParseField;
import org.elasticsearch.common.io.stream.BytesStreamOutput;
import org.elasticsearch.common.io.stream.NamedWriteableAwareStreamInput;
import org.elasticsearch.common.io.stream.NamedWriteableRegistry;
import org.elasticsearch.common.io.stream.StreamInput;
import org.elasticsearch.common.io.stream.Writeable;
import org.elasticsearch.common.settings.Settings;
import org.elasticsearch.common.xcontent.NamedXContentRegistry;
import org.elasticsearch.search.DocValueFormat;
import org.elasticsearch.search.SearchModule;
import org.elasticsearch.search.aggregations.Aggregation;
import org.elasticsearch.search.aggregations.ParsedAggregation;
import org.elasticsearch.search.aggregations.pipeline.PipelineAggregator;
import org.elasticsearch.test.InternalAggregationTestCase;
import org.elasticsearch.xpack.analytics.AnalyticsPlugin;
import java.io.IOException;
import java.util.ArrayList;
import java.util.HashMap;
import java.util.List;
import java.util.Map;
import static java.util.Collections.emptyList;
public class InternalTTestTests extends InternalAggregationTestCase<InternalTTest> {
private TTestType type = randomFrom(TTestType.values());
private int tails = randomIntBetween(1, 2);
@Override
protected InternalTTest createTestInstance(String name, Map<String, Object> metadata) {
TTestState state = randomState();
DocValueFormat formatter = randomNumericDocValueFormat();
return new InternalTTest(name, state, formatter, metadata);
}
private TTestState randomState() {
if (type == TTestType.PAIRED) {
return new PairedTTestState(randomStats(), tails);
} else {
return new UnpairedTTestState(randomStats(), randomStats(), type == TTestType.HOMOSCEDASTIC, tails);
}
}
private TTestStats randomStats() {
return new TTestStats(randomNonNegativeLong(), randomDouble(), randomDouble());
}
@Override
protected Writeable.Reader<InternalTTest> instanceReader() {
return InternalTTest::new;
}
@Override
protected void assertReduced(InternalTTest reduced, List<InternalTTest> inputs) {
TTestState expected = reduced.state.reduce(inputs.stream().map(a -> a.state));
assertNotNull(expected);
assertEquals(expected.getValue(), reduced.getValue(), 0.00001);
}
@Override
protected void assertFromXContent(InternalTTest min, ParsedAggregation parsedAggregation) {
// There is no ParsedTTest yet so we cannot test it here
}
@Override
protected InternalTTest mutateInstance(InternalTTest instance) {
String name = instance.getName();
TTestState state;
try (BytesStreamOutput output = new BytesStreamOutput()) {
output.writeNamedWriteable(instance.state);
try (StreamInput in = new NamedWriteableAwareStreamInput(output.bytes().streamInput(), getNamedWriteableRegistry())) {
state = in.readNamedWriteable(TTestState.class);
}
} catch (IOException ex) {
throw new IllegalStateException(ex);
}
DocValueFormat formatter = instance.format();
List<PipelineAggregator> pipelineAggregators = instance.pipelineAggregators();
Map<String, Object> metadata = instance.getMetadata();
switch (between(0, 2)) {
case 0:
name += randomAlphaOfLength(5);
break;
case 1:
state = randomState();
break;
case 2:
if (metadata == null) {
metadata = new HashMap<>(1);
} else {
metadata = new HashMap<>(instance.getMetadata());
}
metadata.put(randomAlphaOfLength(15), randomInt());
break;
default:
throw new AssertionError("Illegal randomisation branch");
}
return new InternalTTest(name, state, formatter, metadata);
}
@Override
protected List<NamedXContentRegistry.Entry> getNamedXContents() {
List<NamedXContentRegistry.Entry> extendedNamedXContents = new ArrayList<>(super.getNamedXContents());
extendedNamedXContents.add(new NamedXContentRegistry.Entry(Aggregation.class,
new ParseField(TTestAggregationBuilder.NAME),
(p, c) -> {
assumeTrue("There is no ParsedTTest yet", false);
return null;
}
));
return extendedNamedXContents;
}
@Override
protected NamedWriteableRegistry getNamedWriteableRegistry() {
List<NamedWriteableRegistry.Entry> entries = new ArrayList<>();
entries.addAll(new SearchModule(Settings.EMPTY, false, emptyList()).getNamedWriteables());
entries.addAll(new AnalyticsPlugin(Settings.EMPTY).getNamedWriteables());
return new NamedWriteableRegistry(entries);
}
}

84
x-pack/plugin/analytics/src/test/java/org/elasticsearch/xpack/analytics/ttest/TTestAggregationBuilderTests.java Normal file
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/*
* Copyright Elasticsearch B.V. and/or licensed to Elasticsearch B.V. under one
* or more contributor license agreements. Licensed under the Elastic License;
* you may not use this file except in compliance with the Elastic License.
*/
package org.elasticsearch.xpack.analytics.ttest;
import org.elasticsearch.common.ParseField;
import org.elasticsearch.common.io.stream.Writeable;
import org.elasticsearch.common.xcontent.NamedXContentRegistry;
import org.elasticsearch.common.xcontent.XContentParser;
import org.elasticsearch.script.Script;
import org.elasticsearch.search.aggregations.AggregatorFactories;
import org.elasticsearch.search.aggregations.BaseAggregationBuilder;
import org.elasticsearch.search.aggregations.support.MultiValuesSourceFieldConfig;
import org.elasticsearch.test.AbstractSerializingTestCase;
import org.junit.Before;
import java.io.IOException;
import static java.util.Collections.singletonList;
import static org.hamcrest.Matchers.hasSize;
public class TTestAggregationBuilderTests extends AbstractSerializingTestCase<TTestAggregationBuilder> {
String aggregationName;
@Before
public void setupName() {
aggregationName = randomAlphaOfLength(10);
}
@Override
protected NamedXContentRegistry xContentRegistry() {
return new NamedXContentRegistry(singletonList(new NamedXContentRegistry.Entry(
BaseAggregationBuilder.class,
new ParseField(TTestAggregationBuilder.NAME),
(p, n) -> TTestAggregationBuilder.PARSER.apply(p, (String) n))));
}
@Override
protected TTestAggregationBuilder doParseInstance(XContentParser parser) throws IOException {
assertSame(XContentParser.Token.START_OBJECT, parser.nextToken());
AggregatorFactories.Builder parsed = AggregatorFactories.parseAggregators(parser);
assertThat(parsed.getAggregatorFactories(), hasSize(1));
assertThat(parsed.getPipelineAggregatorFactories(), hasSize(0));
TTestAggregationBuilder agg = (TTestAggregationBuilder) parsed.getAggregatorFactories().iterator().next();
assertNull(parser.nextToken());
assertNotNull(agg);
return agg;
}
@Override
protected TTestAggregationBuilder createTestInstance() {
MultiValuesSourceFieldConfig aConfig;
if (randomBoolean()) {
aConfig = new MultiValuesSourceFieldConfig.Builder().setFieldName("a_field").build();
} else {
aConfig = new MultiValuesSourceFieldConfig.Builder().setScript(new Script(randomAlphaOfLength(10))).build();
}
MultiValuesSourceFieldConfig bConfig;
if (randomBoolean()) {
bConfig = new MultiValuesSourceFieldConfig.Builder().setFieldName("b_field").build();
} else {
bConfig = new MultiValuesSourceFieldConfig.Builder().setScript(new Script(randomAlphaOfLength(10))).build();
}
TTestAggregationBuilder aggregationBuilder = new TTestAggregationBuilder(aggregationName)
.a(aConfig)
.b(bConfig);
if (randomBoolean()) {
aggregationBuilder.tails(randomIntBetween(1, 2));
}
if (randomBoolean()) {
aggregationBuilder.testType(randomFrom(TTestType.values()));
}
return aggregationBuilder;
}
@Override
protected Writeable.Reader<TTestAggregationBuilder> instanceReader() {
return TTestAggregationBuilder::new;
}
}

550
x-pack/plugin/analytics/src/test/java/org/elasticsearch/xpack/analytics/ttest/TTestAggregatorTests.java Normal file
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@ -0,0 +1,550 @@
/*
* Copyright Elasticsearch B.V. and/or licensed to Elasticsearch B.V. under one
* or more contributor license agreements. Licensed under the Elastic License;
* you may not use this file except in compliance with the Elastic License.
*/
package org.elasticsearch.xpack.analytics.ttest;
import org.apache.lucene.document.NumericDocValuesField;
import org.apache.lucene.document.SortedNumericDocValuesField;
import org.apache.lucene.index.DirectoryReader;
import org.apache.lucene.index.IndexReader;
import org.apache.lucene.index.RandomIndexWriter;
import org.apache.lucene.search.IndexSearcher;
import org.apache.lucene.search.MatchAllDocsQuery;
import org.apache.lucene.search.Query;
import org.apache.lucene.store.Directory;
import org.elasticsearch.common.CheckedConsumer;
import org.elasticsearch.common.settings.Settings;
import org.elasticsearch.index.fielddata.ScriptDocValues;
import org.elasticsearch.index.mapper.KeywordFieldMapper;
import org.elasticsearch.index.mapper.MappedFieldType;
import org.elasticsearch.index.mapper.NumberFieldMapper;
import org.elasticsearch.script.MockScriptEngine;
import org.elasticsearch.script.Script;
import org.elasticsearch.script.ScriptEngine;
import org.elasticsearch.script.ScriptModule;
import org.elasticsearch.script.ScriptService;
import org.elasticsearch.script.ScriptType;
import org.elasticsearch.search.aggregations.AggregationBuilder;
import org.elasticsearch.search.aggregations.AggregationExecutionException;
import org.elasticsearch.search.aggregations.AggregatorTestCase;
import org.elasticsearch.search.aggregations.InternalAggregation;
import org.elasticsearch.search.aggregations.bucket.global.GlobalAggregationBuilder;
import org.elasticsearch.search.aggregations.bucket.global.InternalGlobal;
import org.elasticsearch.search.aggregations.bucket.histogram.HistogramAggregationBuilder;
import org.elasticsearch.search.aggregations.bucket.histogram.InternalHistogram;
import org.elasticsearch.search.aggregations.support.AggregationInspectionHelper;
import org.elasticsearch.search.aggregations.support.MultiValuesSourceFieldConfig;
import org.elasticsearch.search.lookup.LeafDocLookup;
import java.io.IOException;
import java.util.Collections;
import java.util.HashMap;
import java.util.Map;
import java.util.function.Consumer;
import java.util.function.Function;
import static java.util.Arrays.asList;
import static java.util.Collections.singleton;
public class TTestAggregatorTests extends AggregatorTestCase {
/**
* Script to return the {@code _value} provided by aggs framework.
*/
public static final String ADD_HALF_SCRIPT = "add_one";
@Override
protected AggregationBuilder createAggBuilderForTypeTest(MappedFieldType fieldType, String fieldName) {
return new TTestAggregationBuilder("foo")
.a(new MultiValuesSourceFieldConfig.Builder().setFieldName(fieldName).build())
.b(new MultiValuesSourceFieldConfig.Builder().setFieldName(fieldName).build());
}
@Override
protected ScriptService getMockScriptService() {
Map<String, Function<Map<String, Object>, Object>> scripts = new HashMap<>();
scripts.put(ADD_HALF_SCRIPT, vars -> {
LeafDocLookup leafDocLookup = (LeafDocLookup) vars.get("doc");
String fieldname = (String) vars.get("fieldname");
ScriptDocValues<?> scriptDocValues = leafDocLookup.get(fieldname);
double val = ((Number) scriptDocValues.get(0)).doubleValue();
if (val == 1) {
val += 0.0000001;
}
return val + 0.5;
});
MockScriptEngine scriptEngine = new MockScriptEngine(MockScriptEngine.NAME,
scripts,
Collections.emptyMap());
Map<String, ScriptEngine> engines = Collections.singletonMap(scriptEngine.getType(), scriptEngine);
return new ScriptService(Settings.EMPTY, engines, ScriptModule.CORE_CONTEXTS);
}
public void testNoMatchingField() throws IOException {
testCase(new MatchAllDocsQuery(), randomFrom(TTestType.values()), iw -> {
iw.addDocument(asList(new NumericDocValuesField("wrong_a", 102), new NumericDocValuesField("wrong_b", 89)));
iw.addDocument(asList(new NumericDocValuesField("wrong_a", 99), new NumericDocValuesField("wrong_b", 93)));
}, tTest -> assertEquals(Double.NaN, tTest.getValue(), 0));
}
public void testNotEnoughRecords() throws IOException {
testCase(new MatchAllDocsQuery(), randomFrom(TTestType.values()), iw -> {
iw.addDocument(asList(new NumericDocValuesField("a", 102), new NumericDocValuesField("b", 89)));
}, tTest -> assertEquals(Double.NaN, tTest.getValue(), 0));
}
public void testSameValues() throws IOException {
TTestType tTestType = randomFrom(TTestType.values());
testCase(new MatchAllDocsQuery(), tTestType, iw -> {
iw.addDocument(asList(new NumericDocValuesField("a", 102), new NumericDocValuesField("b", 102)));
iw.addDocument(asList(new NumericDocValuesField("a", 99), new NumericDocValuesField("b", 99)));
iw.addDocument(asList(new NumericDocValuesField("a", 111), new NumericDocValuesField("b", 111)));
iw.addDocument(asList(new NumericDocValuesField("a", 97), new NumericDocValuesField("b", 97)));
iw.addDocument(asList(new NumericDocValuesField("a", 101), new NumericDocValuesField("b", 101)));
}, tTest -> assertEquals(tTestType == TTestType.PAIRED ? Double.NaN : 1, tTest.getValue(), 0));
}
public void testMatchesSortedNumericDocValues() throws IOException {
testCase(new MatchAllDocsQuery(), TTestType.PAIRED, iw -> {
iw.addDocument(asList(new SortedNumericDocValuesField("a", 102), new SortedNumericDocValuesField("b", 89)));
iw.addDocument(asList(new SortedNumericDocValuesField("a", 99), new SortedNumericDocValuesField("b", 93)));
iw.addDocument(asList(new SortedNumericDocValuesField("a", 111), new SortedNumericDocValuesField("b", 72)));
iw.addDocument(asList(new SortedNumericDocValuesField("a", 97), new SortedNumericDocValuesField("b", 98)));
iw.addDocument(asList(new SortedNumericDocValuesField("a", 101), new SortedNumericDocValuesField("b", 102)));
iw.addDocument(asList(new SortedNumericDocValuesField("a", 99), new SortedNumericDocValuesField("b", 98)));
}, tTest -> assertEquals(0.09571844217 * 2, tTest.getValue(), 0.000001));
}
public void testMultiplePairedValues() {
AggregationExecutionException ex = expectThrows(AggregationExecutionException.class, () ->
testCase(new MatchAllDocsQuery(), TTestType.PAIRED, iw -> {
iw.addDocument(asList(new SortedNumericDocValuesField("a", 102), new SortedNumericDocValuesField("a", 103),
new SortedNumericDocValuesField("b", 89)));
iw.addDocument(asList(new SortedNumericDocValuesField("a", 99), new SortedNumericDocValuesField("b", 93)));
}, tTest -> fail("Should have thrown exception"))
);
assertEquals(
"Encountered more than one value for a single document. Use a script to combine multiple values per doc into a single value.",
ex.getMessage());
}
public void testMultipleUnpairedValues() throws IOException {
TTestType tTestType = randomFrom(TTestType.HETEROSCEDASTIC, TTestType.HOMOSCEDASTIC);
testCase(new MatchAllDocsQuery(), tTestType, iw -> {
iw.addDocument(asList(new SortedNumericDocValuesField("a", 102), new SortedNumericDocValuesField("a", 103),
new SortedNumericDocValuesField("b", 89)));
iw.addDocument(asList(new SortedNumericDocValuesField("a", 99), new SortedNumericDocValuesField("b", 93)));
}, tTest -> assertEquals(tTestType == TTestType.HETEROSCEDASTIC ? 0.0607303911 : 0.01718374671, tTest.getValue(), 0.000001));
}
public void testMissingValues() throws IOException {
TTestType tTestType = randomFrom(TTestType.values());
testCase(new MatchAllDocsQuery(), tTestType, iw -> {
iw.addDocument(asList(new SortedNumericDocValuesField("a", 102), new SortedNumericDocValuesField("b", 89)));
iw.addDocument(asList(new SortedNumericDocValuesField("a1", 99), new SortedNumericDocValuesField("b", 93)));
iw.addDocument(asList(new SortedNumericDocValuesField("a", 111), new SortedNumericDocValuesField("b1", 72)));
iw.addDocument(asList(new SortedNumericDocValuesField("a", 97), new SortedNumericDocValuesField("b", 98)));
iw.addDocument(asList(new SortedNumericDocValuesField("a", 101), new SortedNumericDocValuesField("b", 102)));
iw.addDocument(asList(new SortedNumericDocValuesField("a", 99), new SortedNumericDocValuesField("b", 98)));
}, tTest -> {
switch (tTestType) {
case PAIRED:
assertEquals(0.4385093524, tTest.getValue(), 0.000001);
break;
case HOMOSCEDASTIC:
assertEquals(0.1066843841, tTest.getValue(), 0.000001);
break;
case HETEROSCEDASTIC:
assertEquals(0.1068382282, tTest.getValue(), 0.000001);
break;
default:
fail("unknown t-test type " + tTestType);
}
});
}
public void testUnmappedWithMissingField() throws IOException {
TTestType tTestType = randomFrom(TTestType.values());
boolean missA = randomBoolean();
boolean missB = missA == false || randomBoolean(); // at least one of the fields should be missing
MappedFieldType fieldType1 = new NumberFieldMapper.NumberFieldType(NumberFieldMapper.NumberType.INTEGER);
fieldType1.setName(missA ? "not_a" : "a");
MappedFieldType fieldType2 = new NumberFieldMapper.NumberFieldType(NumberFieldMapper.NumberType.INTEGER);
fieldType2.setName(missB ? "not_b" : "b");
TTestAggregationBuilder aggregationBuilder = new TTestAggregationBuilder("t_test")
.a(new MultiValuesSourceFieldConfig.Builder().setFieldName("a").setMissing(100).build())
.b(new MultiValuesSourceFieldConfig.Builder().setFieldName("b").setMissing(100).build())
.testType(tTestType);
testCase(aggregationBuilder, new MatchAllDocsQuery(), iw -> {
iw.addDocument(asList(new NumericDocValuesField("a", 102), new NumericDocValuesField("b", 89)));
iw.addDocument(asList(new NumericDocValuesField("a", 99), new NumericDocValuesField("b", 93)));
}, (Consumer<InternalTTest>) tTest -> {
if (missA && missB) {
assertEquals(Double.NaN, tTest.getValue(), 0);
} else {
if (missA) {
switch (tTestType) {
case PAIRED:
assertEquals(0.1392089745, tTest.getValue(), 0.000001);
break;
case HOMOSCEDASTIC:
assertEquals(0.04600190799, tTest.getValue(), 0.000001);
break;
case HETEROSCEDASTIC:
assertEquals(0.1392089745, tTest.getValue(), 0.000001);
break;
default:
fail("unknown t-test type " + tTestType);
}
} else {
switch (tTestType) {
case PAIRED:
assertEquals(0.7951672353, tTest.getValue(), 0.000001);
break;
case HOMOSCEDASTIC:
assertEquals(0.7705842661, tTest.getValue(), 0.000001);
break;
case HETEROSCEDASTIC:
assertEquals(0.7951672353, tTest.getValue(), 0.000001);
break;
default:
fail("unknown t-test type " + tTestType);
}
}
}
}, fieldType1, fieldType2);
}
public void testUnsupportedType() {
TTestType tTestType = randomFrom(TTestType.values());
boolean wrongA = randomBoolean();
boolean wrongB = wrongA == false || randomBoolean(); // at least one of the fields should have unsupported type
MappedFieldType fieldType1;
if (wrongA) {
fieldType1 = new KeywordFieldMapper.KeywordFieldType();
fieldType1.setHasDocValues(true);
} else {
fieldType1 = new NumberFieldMapper.NumberFieldType(NumberFieldMapper.NumberType.INTEGER);
}
fieldType1.setName("a");
MappedFieldType fieldType2;
if (wrongB) {
fieldType2 = new KeywordFieldMapper.KeywordFieldType();
fieldType2.setHasDocValues(true);
} else {
fieldType2 = new NumberFieldMapper.NumberFieldType(NumberFieldMapper.NumberType.INTEGER);
}
fieldType2.setName("b");
TTestAggregationBuilder aggregationBuilder = new TTestAggregationBuilder("t_test")
.a(new MultiValuesSourceFieldConfig.Builder().setFieldName("a").build())
.b(new MultiValuesSourceFieldConfig.Builder().setFieldName("b").build())
.testType(tTestType);
IllegalArgumentException ex = expectThrows(IllegalArgumentException.class, () ->
testCase(aggregationBuilder, new MatchAllDocsQuery(), iw -> {
iw.addDocument(asList(new SortedNumericDocValuesField("a", 102), new SortedNumericDocValuesField("a", 103),
new SortedNumericDocValuesField("b", 89)));
iw.addDocument(asList(new SortedNumericDocValuesField("a", 99), new SortedNumericDocValuesField("b", 93)));
}, tTest -> fail("Should have thrown exception"), fieldType1, fieldType2)
);
assertEquals(
"Expected numeric type on field [" + (wrongA ? "a" : "b") + "], but got [keyword]",
ex.getMessage());
}
public void testBadMissingField() {
TTestType tTestType = randomFrom(TTestType.values());
boolean missA = randomBoolean();
boolean missB = missA == false || randomBoolean(); // at least one of the fields should be have bad missing
MappedFieldType fieldType1 = new NumberFieldMapper.NumberFieldType(NumberFieldMapper.NumberType.INTEGER);
fieldType1.setName("a");
MultiValuesSourceFieldConfig.Builder a = new MultiValuesSourceFieldConfig.Builder().setFieldName("a");
if (missA) {
a.setMissing("bad_number");
}
MappedFieldType fieldType2 = new NumberFieldMapper.NumberFieldType(NumberFieldMapper.NumberType.INTEGER);
fieldType2.setName("b");
MultiValuesSourceFieldConfig.Builder b = new MultiValuesSourceFieldConfig.Builder().setFieldName("b");
if (missB) {
b.setMissing("bad_number");
}
TTestAggregationBuilder aggregationBuilder = new TTestAggregationBuilder("t_test").a(a.build()).b(b.build()).testType(tTestType);
NumberFormatException ex = expectThrows(NumberFormatException.class, () ->
testCase(aggregationBuilder, new MatchAllDocsQuery(), iw -> {
iw.addDocument(asList(new SortedNumericDocValuesField("a", 102), new SortedNumericDocValuesField("b", 89)));
iw.addDocument(asList(new SortedNumericDocValuesField("a", 99), new SortedNumericDocValuesField("b", 93)));
}, tTest -> fail("Should have thrown exception"), fieldType1, fieldType2)
);
assertEquals("For input string: \"bad_number\"", ex.getMessage());
}
public void testUnmappedWithBadMissingField() {
TTestType tTestType = randomFrom(TTestType.values());
boolean missA = randomBoolean();
boolean missB = missA == false || randomBoolean(); // at least one of the fields should be have bad missing
MappedFieldType fieldType1 = new NumberFieldMapper.NumberFieldType(NumberFieldMapper.NumberType.INTEGER);
fieldType1.setName("a");
MultiValuesSourceFieldConfig.Builder a = new MultiValuesSourceFieldConfig.Builder();
if (missA) {
a.setFieldName("not_a").setMissing("bad_number");
} else {
a.setFieldName("a");
}
MappedFieldType fieldType2 = new NumberFieldMapper.NumberFieldType(NumberFieldMapper.NumberType.INTEGER);
MultiValuesSourceFieldConfig.Builder b = new MultiValuesSourceFieldConfig.Builder();
if (missB) {
b.setFieldName("not_b").setMissing("bad_number");
} else {
b.setFieldName("b");
}
TTestAggregationBuilder aggregationBuilder = new TTestAggregationBuilder("t_test").a(a.build()).b(b.build()).testType(tTestType);
NumberFormatException ex = expectThrows(NumberFormatException.class, () ->
testCase(aggregationBuilder, new MatchAllDocsQuery(), iw -> {
iw.addDocument(asList(new SortedNumericDocValuesField("a", 102), new SortedNumericDocValuesField("b", 89)));
iw.addDocument(asList(new SortedNumericDocValuesField("a", 99), new SortedNumericDocValuesField("b", 93)));
}, tTest -> fail("Should have thrown exception"), fieldType1, fieldType2)
);
assertEquals("For input string: \"bad_number\"", ex.getMessage());
}
public void testEmptyBucket() throws IOException {
TTestType tTestType = randomFrom(TTestType.values());
MappedFieldType fieldType1 = new NumberFieldMapper.NumberFieldType(NumberFieldMapper.NumberType.INTEGER);
fieldType1.setName("a");
MappedFieldType fieldType2 = new NumberFieldMapper.NumberFieldType(NumberFieldMapper.NumberType.INTEGER);
fieldType2.setName("b");
MappedFieldType fieldTypePart = new NumberFieldMapper.NumberFieldType(NumberFieldMapper.NumberType.INTEGER);
fieldTypePart.setName("part");
HistogramAggregationBuilder histogram = new HistogramAggregationBuilder("histo").field("part").interval(10).minDocCount(0)
.subAggregation(new TTestAggregationBuilder("t_test")
.a(new MultiValuesSourceFieldConfig.Builder().setFieldName("a").build())
.b(new MultiValuesSourceFieldConfig.Builder().setFieldName("b").build())
.testType(tTestType));
testCase(histogram, new MatchAllDocsQuery(), iw -> {
iw.addDocument(asList(new NumericDocValuesField("a", 102), new NumericDocValuesField("b", 89),
new NumericDocValuesField("part", 1)));
iw.addDocument(asList(new NumericDocValuesField("a", 99), new NumericDocValuesField("b", 93),
new NumericDocValuesField("part", 1)));
iw.addDocument(asList(new NumericDocValuesField("a", 111), new NumericDocValuesField("b", 72),
new NumericDocValuesField("part", 1)));
iw.addDocument(asList(new NumericDocValuesField("a", 97), new NumericDocValuesField("b", 98),
new NumericDocValuesField("part", 21)));
iw.addDocument(asList(new NumericDocValuesField("a", 101), new NumericDocValuesField("b", 102),
new NumericDocValuesField("part", 21)));
iw.addDocument(asList(new NumericDocValuesField("a", 99), new NumericDocValuesField("b", 98),
new NumericDocValuesField("part", 21)));
}, (Consumer<InternalHistogram>) histo -> {
assertEquals(3, histo.getBuckets().size());
assertNotNull(histo.getBuckets().get(0).getAggregations().asMap().get("t_test"));
InternalTTest tTest = (InternalTTest) histo.getBuckets().get(0).getAggregations().asMap().get("t_test");
assertEquals(tTestType == TTestType.PAIRED ? 0.1939778614 :
tTestType == TTestType.HOMOSCEDASTIC ? 0.05878871029 : 0.07529006595, tTest.getValue(), 0.000001);
assertNotNull(histo.getBuckets().get(1).getAggregations().asMap().get("t_test"));
tTest = (InternalTTest) histo.getBuckets().get(1).getAggregations().asMap().get("t_test");
assertEquals(Double.NaN, tTest.getValue(), 0.000001);
assertNotNull(histo.getBuckets().get(2).getAggregations().asMap().get("t_test"));
tTest = (InternalTTest) histo.getBuckets().get(2).getAggregations().asMap().get("t_test");
assertEquals(tTestType == TTestType.PAIRED ? 0.6666666667 :
tTestType == TTestType.HOMOSCEDASTIC ? 0.8593081179 : 0.8594865044, tTest.getValue(), 0.000001);
}, fieldType1, fieldType2, fieldTypePart);
}
@AwaitsFix(bugUrl = "https://github.com/elastic/elasticsearch/issues/54365")
public void testFormatter() throws IOException {
TTestType tTestType = randomFrom(TTestType.values());
MappedFieldType fieldType1 = new NumberFieldMapper.NumberFieldType(NumberFieldMapper.NumberType.INTEGER);
fieldType1.setName("a");
MappedFieldType fieldType2 = new NumberFieldMapper.NumberFieldType(NumberFieldMapper.NumberType.INTEGER);
fieldType2.setName("b");
TTestAggregationBuilder aggregationBuilder = new TTestAggregationBuilder("t_test")
.a(new MultiValuesSourceFieldConfig.Builder().setFieldName("a").build())
.b(new MultiValuesSourceFieldConfig.Builder().setFieldName("b").build())
.testType(tTestType).format("0.00%");
testCase(aggregationBuilder, new MatchAllDocsQuery(), iw -> {
iw.addDocument(asList(new NumericDocValuesField("a", 102), new NumericDocValuesField("b", 89)));
iw.addDocument(asList(new NumericDocValuesField("a", 99), new NumericDocValuesField("b", 93)));
iw.addDocument(asList(new NumericDocValuesField("a", 111), new NumericDocValuesField("b", 72)));
}, (Consumer<InternalTTest>) tTest -> {
assertEquals(tTestType == TTestType.PAIRED ? 0.1939778614 :
tTestType == TTestType.HOMOSCEDASTIC ? 0.05878871029 : 0.07529006595, tTest.getValue(), 0.000001);
assertEquals(tTestType == TTestType.PAIRED ? "19.40%" :
tTestType == TTestType.HOMOSCEDASTIC ? "5.88%" : "7.53%", tTest.getValueAsString());
}, fieldType1, fieldType2);
}
public void testGetProperty() throws IOException {
MappedFieldType fieldType1 = new NumberFieldMapper.NumberFieldType(NumberFieldMapper.NumberType.INTEGER);
fieldType1.setName("a");
MappedFieldType fieldType2 = new NumberFieldMapper.NumberFieldType(NumberFieldMapper.NumberType.INTEGER);
fieldType2.setName("b");
GlobalAggregationBuilder globalBuilder = new GlobalAggregationBuilder("global")
.subAggregation(new TTestAggregationBuilder("t_test")
.a(new MultiValuesSourceFieldConfig.Builder().setFieldName("a").build())
.b(new MultiValuesSourceFieldConfig.Builder().setFieldName("b").build())
.testType(TTestType.PAIRED));
testCase(globalBuilder, new MatchAllDocsQuery(), iw -> {
iw.addDocument(asList(new NumericDocValuesField("a", 102), new NumericDocValuesField("b", 89)));
iw.addDocument(asList(new NumericDocValuesField("a", 99), new NumericDocValuesField("b", 93)));
iw.addDocument(asList(new NumericDocValuesField("a", 111), new NumericDocValuesField("b", 72)));
}, (Consumer<InternalGlobal>) global -> {
assertEquals(3, global.getDocCount());
assertTrue(AggregationInspectionHelper.hasValue(global));
assertNotNull(global.getAggregations().asMap().get("t_test"));
InternalTTest tTest = (InternalTTest) global.getAggregations().asMap().get("t_test");
assertEquals(tTest, global.getProperty("t_test"));
assertEquals(0.1939778614, (Double) global.getProperty("t_test.value"), 0.000001);
}, fieldType1, fieldType2);
}
public void testScript() throws IOException {
boolean fieldInA = randomBoolean();
TTestType tTestType = randomFrom(TTestType.values());
MappedFieldType fieldType = new NumberFieldMapper.NumberFieldType(NumberFieldMapper.NumberType.INTEGER);
fieldType.setName("field");
MultiValuesSourceFieldConfig a = new MultiValuesSourceFieldConfig.Builder().setFieldName("field").build();
MultiValuesSourceFieldConfig b = new MultiValuesSourceFieldConfig.Builder().setScript(
new Script(ScriptType.INLINE, MockScriptEngine.NAME, ADD_HALF_SCRIPT, Collections.singletonMap("fieldname", "field"))).build();
TTestAggregationBuilder aggregationBuilder = new TTestAggregationBuilder("t_test").
a(fieldInA ? a : b).b(fieldInA ? b : a).testType(tTestType);
testCase(aggregationBuilder, new MatchAllDocsQuery(), iw -> {
iw.addDocument(singleton(new NumericDocValuesField("field", 1)));
iw.addDocument(singleton(new NumericDocValuesField("field", 2)));
iw.addDocument(singleton(new NumericDocValuesField("field", 3)));
}, (Consumer<InternalTTest>) tTest -> {
assertEquals(tTestType == TTestType.PAIRED ? 0 : 0.5733922538, tTest.getValue(), 0.000001);
}, fieldType);
}
public void testPaired() throws IOException {
MappedFieldType fieldType1 = new NumberFieldMapper.NumberFieldType(NumberFieldMapper.NumberType.INTEGER);
fieldType1.setName("a");
MappedFieldType fieldType2 = new NumberFieldMapper.NumberFieldType(NumberFieldMapper.NumberType.INTEGER);
fieldType2.setName("b");
TTestAggregationBuilder aggregationBuilder = new TTestAggregationBuilder("t_test")
.a(new MultiValuesSourceFieldConfig.Builder().setFieldName("a").build())
.b(new MultiValuesSourceFieldConfig.Builder().setFieldName("b").build())
.testType(TTestType.PAIRED);
int tails = randomIntBetween(1, 2);
if (tails == 1 || randomBoolean()) {
aggregationBuilder.tails(tails);
}
testCase(aggregationBuilder, new MatchAllDocsQuery(), iw -> {
iw.addDocument(asList(new NumericDocValuesField("a", 102), new NumericDocValuesField("b", 89)));
iw.addDocument(asList(new NumericDocValuesField("a", 99), new NumericDocValuesField("b", 93)));
iw.addDocument(asList(new NumericDocValuesField("a", 111), new NumericDocValuesField("b", 72)));
iw.addDocument(asList(new NumericDocValuesField("a", 97), new NumericDocValuesField("b", 98)));
iw.addDocument(asList(new NumericDocValuesField("a", 101), new NumericDocValuesField("b", 102)));
iw.addDocument(asList(new NumericDocValuesField("a", 99), new NumericDocValuesField("b", 98)));
}, (Consumer<InternalTTest>) ttest -> {
assertEquals(0.09571844217 * tails, ttest.getValue(), 0.00001);
}, fieldType1, fieldType2);
}
public void testHomoscedastic() throws IOException {
MappedFieldType fieldType1 = new NumberFieldMapper.NumberFieldType(NumberFieldMapper.NumberType.INTEGER);
fieldType1.setName("a");
MappedFieldType fieldType2 = new NumberFieldMapper.NumberFieldType(NumberFieldMapper.NumberType.INTEGER);
fieldType2.setName("b");
TTestAggregationBuilder aggregationBuilder = new TTestAggregationBuilder("t_test")
.a(new MultiValuesSourceFieldConfig.Builder().setFieldName("a").build())
.b(new MultiValuesSourceFieldConfig.Builder().setFieldName("b").build())
.testType(TTestType.HOMOSCEDASTIC);
int tails = randomIntBetween(1, 2);
if (tails == 1 || randomBoolean()) {
aggregationBuilder.tails(tails);
}
testCase(aggregationBuilder, new MatchAllDocsQuery(), iw -> {
iw.addDocument(asList(new NumericDocValuesField("a", 102), new NumericDocValuesField("b", 89)));
iw.addDocument(asList(new NumericDocValuesField("a", 99), new NumericDocValuesField("b", 93)));
iw.addDocument(asList(new NumericDocValuesField("a", 111), new NumericDocValuesField("b", 72)));
iw.addDocument(asList(new NumericDocValuesField("a", 97), new NumericDocValuesField("b", 98)));
iw.addDocument(asList(new NumericDocValuesField("a", 101), new NumericDocValuesField("b", 102)));
iw.addDocument(asList(new NumericDocValuesField("a", 99), new NumericDocValuesField("b", 98)));
}, (Consumer<InternalTTest>) ttest -> {
assertEquals(0.03928288693 * tails, ttest.getValue(), 0.00001);
}, fieldType1, fieldType2);
}
public void testHeteroscedastic() throws IOException {
MappedFieldType fieldType1 = new NumberFieldMapper.NumberFieldType(NumberFieldMapper.NumberType.INTEGER);
fieldType1.setName("a");
MappedFieldType fieldType2 = new NumberFieldMapper.NumberFieldType(NumberFieldMapper.NumberType.INTEGER);
fieldType2.setName("b");
TTestAggregationBuilder aggregationBuilder = new TTestAggregationBuilder("t_test")
.a(new MultiValuesSourceFieldConfig.Builder().setFieldName("a").build())
.b(new MultiValuesSourceFieldConfig.Builder().setFieldName("b").build());
if (randomBoolean()) {
aggregationBuilder.testType(TTestType.HETEROSCEDASTIC);
}
int tails = randomIntBetween(1, 2);
if (tails == 1 || randomBoolean()) {
aggregationBuilder.tails(tails);
}
testCase(aggregationBuilder, new MatchAllDocsQuery(), iw -> {
iw.addDocument(asList(new NumericDocValuesField("a", 102), new NumericDocValuesField("b", 89)));
iw.addDocument(asList(new NumericDocValuesField("a", 99), new NumericDocValuesField("b", 93)));
iw.addDocument(asList(new NumericDocValuesField("a", 111), new NumericDocValuesField("b", 72)));
iw.addDocument(asList(new NumericDocValuesField("a", 97), new NumericDocValuesField("b", 98)));
iw.addDocument(asList(new NumericDocValuesField("a", 101), new NumericDocValuesField("b", 102)));
iw.addDocument(asList(new NumericDocValuesField("a", 99), new NumericDocValuesField("b", 98)));
}, (Consumer<InternalTTest>) ttest -> {
assertEquals(0.04538666214 * tails, ttest.getValue(), 0.00001);
}, fieldType1, fieldType2);
}
private void testCase(Query query, TTestType type,
CheckedConsumer<RandomIndexWriter, IOException> buildIndex,
Consumer<InternalTTest> verify) throws IOException {
MappedFieldType fieldType1 = new NumberFieldMapper.NumberFieldType(NumberFieldMapper.NumberType.INTEGER);
fieldType1.setName("a");
MappedFieldType fieldType2 = new NumberFieldMapper.NumberFieldType(NumberFieldMapper.NumberType.INTEGER);
fieldType2.setName("b");
TTestAggregationBuilder aggregationBuilder = new TTestAggregationBuilder("t_test")
.a(new MultiValuesSourceFieldConfig.Builder().setFieldName("a").build())
.b(new MultiValuesSourceFieldConfig.Builder().setFieldName("b").build());
if (type != TTestType.HETEROSCEDASTIC || randomBoolean()) {
aggregationBuilder.testType(type);
}
testCase(aggregationBuilder, query, buildIndex, verify, fieldType1, fieldType2);
}
private <T extends AggregationBuilder, V extends InternalAggregation> void testCase(
T aggregationBuilder, Query query,
CheckedConsumer<RandomIndexWriter, IOException> buildIndex,
Consumer<V> verify, MappedFieldType... fieldType) throws IOException {
try (Directory directory = newDirectory()) {
RandomIndexWriter indexWriter = new RandomIndexWriter(random(), directory);
buildIndex.accept(indexWriter);
indexWriter.close();
try (IndexReader indexReader = DirectoryReader.open(directory)) {
IndexSearcher indexSearcher = newSearcher(indexReader, true, true);
V agg = searchAndReduce(indexSearcher, query, aggregationBuilder, fieldType);
verify.accept(agg);
}
}
}
}

18
x-pack/plugin/core/src/main/java/org/elasticsearch/xpack/core/analytics/action/AnalyticsStatsAction.java
View File

@ -114,19 +114,22 @@ public class AnalyticsStatsAction extends ActionType<AnalyticsStatsAction.Respon
static final ParseField CUMULATIVE_CARDINALITY_USAGE = new ParseField("cumulative_cardinality_usage");
static final ParseField STRING_STATS_USAGE = new ParseField("string_stats_usage");
static final ParseField TOP_METRICS_USAGE = new ParseField("top_metrics_usage");
static final ParseField T_TEST_USAGE = new ParseField("t_test_usage");
private final long boxplotUsage;
private final long cumulativeCardinalityUsage;
private final long stringStatsUsage;
private final long topMetricsUsage;
private final long ttestUsage;
public NodeResponse(DiscoveryNode node, long boxplotUsage, long cumulativeCardinalityUsage, long stringStatsUsage,
long topMetricsUsage) {
long topMetricsUsage, long ttestUsage) {
super(node);
this.boxplotUsage = boxplotUsage;
this.cumulativeCardinalityUsage = cumulativeCardinalityUsage;
this.stringStatsUsage = stringStatsUsage;
this.topMetricsUsage = topMetricsUsage;
this.ttestUsage = ttestUsage;
}
public NodeResponse(StreamInput in) throws IOException {
@ -144,6 +147,11 @@ public class AnalyticsStatsAction extends ActionType<AnalyticsStatsAction.Respon
topMetricsUsage = 0;
stringStatsUsage = 0;
}
if (in.getVersion().onOrAfter(Version.V_7_8_0)) {
ttestUsage = in.readVLong();
} else {
ttestUsage = 0;
}
}
@Override
@ -157,6 +165,9 @@ public class AnalyticsStatsAction extends ActionType<AnalyticsStatsAction.Respon
out.writeVLong(stringStatsUsage);
out.writeVLong(topMetricsUsage);
}
if (out.getVersion().onOrAfter(Version.V_7_8_0)) {
out.writeVLong(ttestUsage);
}
}
@Override
@ -166,6 +177,7 @@ public class AnalyticsStatsAction extends ActionType<AnalyticsStatsAction.Respon
builder.field(CUMULATIVE_CARDINALITY_USAGE.getPreferredName(), cumulativeCardinalityUsage);
builder.field(STRING_STATS_USAGE.getPreferredName(), stringStatsUsage);
builder.field(TOP_METRICS_USAGE.getPreferredName(), topMetricsUsage);
builder.field(T_TEST_USAGE.getPreferredName(), ttestUsage);
builder.endObject();
return builder;
}
@ -185,5 +197,9 @@ public class AnalyticsStatsAction extends ActionType<AnalyticsStatsAction.Respon
public long getTopMetricsUsage() {
return topMetricsUsage;
}
public long getTTestUsage() {
return topMetricsUsage;
}
}
}

3
x-pack/plugin/transform/src/main/java/org/elasticsearch/xpack/transform/transforms/pivot/Aggregations.java
View File

@ -78,7 +78,8 @@ public final class Aggregations {
"string_stats", // https://github.com/elastic/elasticsearch/issues/51925
"terms", // https://github.com/elastic/elasticsearch/issues/51073
"top_hits",
"top_metrics" // https://github.com/elastic/elasticsearch/issues/52236
"top_metrics", // https://github.com/elastic/elasticsearch/issues/52236
"t_test" // https://github.com/elastic/elasticsearch/issues/54503
);
private Aggregations() {}