Commit Graph

220 Commits

Author SHA1 Message Date
Benjamin Trent 6e73f67f3b
[ML] unmute categorization test for native backport (#54679) 2020-04-02 17:08:19 -04:00
Benjamin Trent 7fe38935f6
[ML] add training_percent to analytics process params (#54605) (#54678)
This adds training_percent parameter to the analytics process for Classification and Regression. This parameter is then used to give more accurate memory estimations.

See native side pr: elastic/ml-cpp#1111
2020-04-02 17:08:06 -04:00
Benjamin Trent 4a1610265f
[7.x] [ML] add new inference_config field to trained model config (#54421) (#54647)
* [ML] add new inference_config field to trained model config (#54421)

A new field called `inference_config` is now added to the trained model config object. This new field allows for default inference settings from analytics or some external model builder.

The inference processor can still override whatever is set as the default in the trained model config.

* fixing for backport
2020-04-02 12:25:10 -04:00
Benjamin Trent 65233383f6
[7.x] [ML] prefer secondary authorization header for data[feed|frame] authz (#54121) (#54645)
* [ML] prefer secondary authorization header for data[feed|frame] authz (#54121)

Secondary authorization headers are to be used to facilitate Kibana spaces support + ML jobs/datafeeds.

Now on PUT/Update/Preview datafeed, and PUT data frame analytics the secondary authorization is preferred over the primary (if provided).

closes https://github.com/elastic/elasticsearch/issues/53801

* fixing for backport
2020-04-02 11:20:25 -04:00
Benjamin Trent eb31be0e71
[7.x] [ML] add num_matches and preferred_to_categories to category defintion objects (#54214) (#54639)
* [ML] add num_matches and preferred_to_categories to category defintion objects (#54214)

This adds two new fields to category definitions.

- `num_matches` indicating how many documents have been seen by this category
- `preferred_to_categories` indicating which other categories this particular category supersedes when messages are categorized.

These fields are only guaranteed to be up to date after a `_flush` or `_close`

native change: https://github.com/elastic/ml-cpp/pull/1062

* adjusting for backport
2020-04-02 09:09:19 -04:00
Jason Tedor 5fcda57b37
Rename MetaData to Metadata in all of the places (#54519)
This is a simple naming change PR, to fix the fact that "metadata" is a
single English word, and for too long we have not followed general
naming conventions for it. We are also not consistent about it, for
example, METADATA instead of META_DATA if we were trying to be
consistent with MetaData (although METADATA is correct when considered
in the context of "metadata"). This was a simple find and replace across
the code base, only taking a few minutes to fix this naming issue
forever.
2020-03-31 17:24:38 -04:00
Dimitris Athanasiou 6d96ca9bc8
[7.x][ML] Reenable classification and regression integ tests (#54489) (#54494)
Relates #54401

Backport of #54489
2020-03-31 17:50:08 +03:00
Dimitris Athanasiou b4b54efa73
[7.x][ML] Hyperparameter names should match config (#54401) (#54435)
Java side of elastic/ml-cpp#1096

Backport of #54401
2020-03-30 23:32:40 +03:00
Przemysław Witek d40afc7871
[7.x] Do not fail Evaluate API when the actual and predicted fields' types differ (#54255) (#54319) 2020-03-27 10:05:19 +01:00
Dimitris Athanasiou cc981fa377
[7.x][ML] Get ML filters size should default to 100 (#54207) (#54278)
When get filters is called without setting the `size`
paramter only up to 10 filters are returned. However,
100 filters should be returned. This commit fixes this
and adds an integ test to guard it.

It seems this was accidentally broken in #39976.

Closes #54206

Backport of #54207
2020-03-26 17:51:43 +02:00
Mark Vieira 7728ccd920
Encore consistent compile options across all projects (#54120)
(cherry picked from commit ddd068a7e92dc140774598664efdc15155ab05c2)
2020-03-25 08:24:21 -07:00
Dimitris Athanasiou ba09a778dc
[7.x][ML] Unmute classification cardinality integ test (#54165) (#54173)
Adjusts test to work for new cardinality limit.

Backport of #54165
2020-03-25 15:00:34 +02:00
Dimitris Athanasiou 5ce7c99e74
[7.x][ML] Data frame analytics data counts (#53998) (#54031)
This commit instruments data frame analytics
with stats for the data that are being analyzed.
In particular, we count training docs, test docs,
and skipped docs.

In order to account docs with missing values as skipped
docs for analyses that do not support missing values,
this commit changes the extractor so that it only ignores
docs with missing values when it collects the data summary,
which is used to estimate memory usage.

Backport of #53998
2020-03-24 11:30:43 +02:00
Benjamin Trent 19af869243
[ML] adds multi-class feature importance support (#53803) (#54024)
Adds multi-class feature importance calculation. 

Feature importance objects are now mapped as follows
(logistic) Regression:
```
{
   "feature_name": "feature_0",
   "importance": -1.3
}
```
Multi-class [class names are `foo`, `bar`, `baz`]
```
{ 
   “feature_name”: “feature_0”, 
   “importance”: 2.0, // sum(abs()) of class importances
   “foo”: 1.0, 
   “bar”: 0.5, 
   “baz”: -0.5 
},
```

For users to get the full benefit of aggregating and searching for feature importance, they should update their index mapping as follows (before turning this option on in their pipelines)
```
 "ml.inference.feature_importance": {
          "type": "nested",
          "dynamic": true,
          "properties": {
            "feature_name": {
              "type": "keyword"
            },
            "importance": {
              "type": "double"
            }
          }
        }
```
The mapping field name is as follows
`ml.<inference.target_field>.<inference.tag>.feature_importance`
if `inference.tag` is not provided in the processor definition, it is not part of the field path.
`inference.target_field` is defaulted to `ml.inference`.
//cc @lcawl ^ Where should we document this?

If this makes it in for 7.7, there shouldn't be any feature_importance at inference BWC worries as 7.7 is the first version to have it.
2020-03-23 18:49:07 -04:00
Benjamin Trent d276058c6c
[ML] adjusting feature importance mapping for multi-class support (#53821) (#54013)
Feature importance storage format is changing to encompass multi-class.

Feature importance objects are now mapped as follows
(logistic) Regression:
```
{
   "feature_name": "feature_0",
   "importance": -1.3
}
```
Multi-class [class names are `foo`, `bar`, `baz`]
```
{
   “feature_name”: “feature_0”,
   “importance”: 2.0, // sum(abs()) of class importances
   “foo”: 1.0,
   “bar”: 0.5,
   “baz”: -0.5
},
```

This change adjusts the mapping creation for analytics so that the field is mapped as a `nested` type.

Native side change: https://github.com/elastic/ml-cpp/pull/1071
2020-03-23 15:50:12 -04:00
Przemysław Witek 88c5d520b3
[7.x] Verify that the field is aggregatable before attempting cardinality aggregation (#53874) (#54004) 2020-03-23 19:36:33 +01:00
Przemysław Witek a68071dbba
[7.x] Delete empty .ml-state* indices during nightly maintenance task. (#53587) (#53849) 2020-03-20 13:08:36 +01:00
Przemysław Witek ec13c093df
Make ML index aliases hidden (#53160) (#53710) 2020-03-18 10:28:45 +01:00
Przemysław Witek 376b2ae735
[7.x] Make classification evaluation metrics work when there is field mapping type mismatch (#53458) (#53601) 2020-03-16 15:38:56 +01:00
Dimitris Athanasiou 94da4ca3fc
[7.x][ML] Extend classification to support multiple classes (#53539) (#53597)
Prepares classification analysis to support more than just
two classes. It introduces a new parameter to the process config
which dictates the `num_classes` to the process. It also
changes the max classes limit to `30` provisionally.

Backport of #53539
2020-03-16 15:00:54 +02:00
Benjamin Trent 4e43ede735
[ML] renaming inference processor field field_mappings to new name field_map (#53433) (#53502)
This renames the `inference` processor configuration field `field_mappings` to `field_map`.

`field_mappings` is now deprecated.
2020-03-13 15:40:57 -04:00
Tom Veasey 690099553c
[7.x][ML] Adds the class_assignment_objective parameter to classification (#53552)
Adds a new parameter for classification that enables choosing whether to assign labels to
maximise accuracy or to maximise the minimum class recall.

Fixes #52427.
2020-03-13 17:35:51 +00:00
Benjamin Trent 89668c5ea0
[ML][Inference] adds new default_field_map field to trained models (#53294) (#53419)
Adds a new `default_field_map` field to trained model config objects.

This allows the model creator to supply field map if it knows that there should be some map for inference to work directly against the training data.

The use case internally is having analytics jobs supply a field mapping for multi-field fields. This allows us to use the model "out of the box" on data where we trained on `foo.keyword` but the `_source` only references `foo`.
2020-03-11 13:49:39 -04:00
Przemysław Witek 8c4c19d310
Perform evaluation in multiple steps when necessary (#53295) (#53409) 2020-03-11 15:36:38 +01:00
Przemysław Witek 063957b7d8
Simplify "refresh" calls. (#53385) (#53393) 2020-03-11 12:26:11 +01:00
Dimitris Athanasiou 0fd0516d0d
[7.x][ML] Rename data frame analytics maximum_number_trees to max_trees (#53300) (#53390)
Deprecates `maximum_number_trees` parameter of classification and
regression and replaces it with `max_trees`.

Backport of #53300
2020-03-11 12:45:27 +02:00
Przemysław Witek d54d7f2be0
[7.x] Implement ILM policy for .ml-state* indices (#52356) (#53327) 2020-03-10 14:24:18 +01:00
Benjamin Trent 856d9bfbc1
[ML] fixing data frame analysis test when two jobs are started in succession quickly (#53192) (#53332)
A previous change (#53029) is causing analysis jobs to wait for certain indices to be made available. While this it is good for jobs to wait, they could fail early on _start. 

This change will cause the persistent task to continually retry node assignment when the failure is due to shards not being available.

If the shards are not available by the time `timeout` is reached by the predicate, it is treated as a _start failure and the task is canceled. 

For tasks seeking a new assignment after a node failure, that behavior is unchanged.


closes #53188
2020-03-10 08:30:47 -04:00
Mayya Sharipova f96ad5c32d Mute testSingleNumericFeatureAndMixedTrainingAndNonTrainingRows 2020-03-06 12:48:05 -05:00
Mark Vieira 09a3f45880
Mute ClassificationIT.testTwoJobsWithSameRandomizeSeedUseSameTrainingSet
Signed-off-by: Mark Vieira <portugee@gmail.com>
2020-03-06 07:38:04 -08:00
James Baiera 01f00df5cd
Mute RegressionIT.testTwoJobsWithSameRandomizeSeedUseSameTrainingSet 2020-03-06 07:37:57 -08:00
Dimitris Athanasiou 9abf537527
[7.x][ML] Improve DF analytics audits and logging (#53179) (#53218)
Adds audits for when the job starts reindexing, loading data,
analyzing, writing results. Also adds some info logging.

Backport of #53179
2020-03-06 13:47:27 +02:00
Benjamin Trent af0b1c2860
[ML] Fix minor race condition in dataframe analytics _stop (#53029) (#53164)
Tests have been periodically failing due to a race condition on checking a recently `STOPPED` task's state. The `.ml-state` index is not created until the task has already been transitioned to `STARTED`. This allows the `_start` API call to return. But, if a user (or test) immediately attempts to `_stop` that job, the job could stop and the task removed BEFORE the `.ml-state|stats` indices are created/updated.

This change moves towards the task cleaning up itself in its main execution thread. `stop` flips the flag of the task to `isStopping` and now we check `isStopping` at every necessary method. Allowing the task to gracefully stop.

closes #53007
2020-03-05 09:59:18 -05:00
Yang Wang 70814daa86
Allow _rollup_search with read privilege (#52043) (#53047)
Currently _rollup_search requires manage privilege to access. It should really be
a read only operation. This PR changes the requirement to be read indices privilege.

Resolves: #50245
2020-03-03 22:29:54 +11:00
Mark Vieira f8396e8d15
Mute RunDataFrameAnalyticsIT.testStopOutlierDetectionWithEnoughDocumentsToScroll
Signed-off-by: Mark Vieira <portugee@gmail.com>
2020-03-02 09:21:55 -08:00
Benjamin Trent 19a6c5d980
[7.x] [ML][Inference] Add support for multi-value leaves to the tree model (#52531) (#52901)
* [ML][Inference] Add support for multi-value leaves to the tree model (#52531)

This adds support for multi-value leaves. This is a prerequisite for multi-class boosted tree classification.
2020-02-27 14:05:28 -05:00
Benjamin Trent eac38e9847
[ML] Add indices_options to datafeed config and update (#52793) (#52905)
This adds a new configurable field called `indices_options`. This allows users to create or update the indices_options used when a datafeed reads from an index.

This is necessary for the following use cases:
 - Reading from frozen indices
 - Allowing certain indices in multiple index patterns to not exist yet

These index options are available on datafeed creation and update. Users may specify them as URL parameters or within the configuration object.

closes https://github.com/elastic/elasticsearch/issues/48056
2020-02-27 13:43:25 -05:00
David Kyle d8bdf31110 Revert "Mute RunDataFrameAnalyticsIT.testOutlierDetectionStopAndRestart"
This reverts commit ad3a3b1af9.
2020-02-27 12:38:13 +00:00
David Kyle ad3a3b1af9 Mute RunDataFrameAnalyticsIT.testOutlierDetectionStopAndRestart 2020-02-26 14:31:00 +00:00
David Kyle de3d674bb7 Revert "Mute RunDataFrameAnalyticsIT.testOutlierDetectionStopAndRestart"
This reverts commit c4d91143ac.
2020-02-24 15:22:49 +00:00
Benjamin Trent afd90647c9
[ML] Adds feature importance to option to inference processor (#52218) (#52666)
This adds machine learning model feature importance calculations to the inference processor.

The new flag in the configuration matches the analytics parameter name: `num_top_feature_importance_values`
Example:
```
"inference": {
   "field_mappings": {},
   "model_id": "my_model",
   "inference_config": {
      "regression": {
         "num_top_feature_importance_values": 3
      }
   }
}
```

This will write to the document as follows:
```
"inference" : {
   "feature_importance" : {
      "FlightTimeMin" : -76.90955548511226,
      "FlightDelayType" : 114.13514762158526,
      "DistanceMiles" : 13.731580450792187
   },
   "predicted_value" : 108.33165831875137,
   "model_id" : "my_model"
}
```

This is done through calculating the [SHAP values](https://arxiv.org/abs/1802.03888).

It requires that models have populated `number_samples` for each tree node. This is not available to models that were created before 7.7.

Additionally, if the inference config is requesting feature_importance, and not all nodes have been upgraded yet, it will not allow the pipeline to be created. This is to safe-guard in a mixed-version environment where only some ingest nodes have been upgraded.

NOTE: the algorithm is a Java port of the one laid out in ml-cpp: https://github.com/elastic/ml-cpp/blob/master/lib/maths/CTreeShapFeatureImportance.cc

usability blocked by: https://github.com/elastic/ml-cpp/pull/991
2020-02-21 18:42:31 -05:00
Jack Conradson c4d91143ac Mute RunDataFrameAnalyticsIT.testOutlierDetectionStopAndRestart
Relates: #52654
2020-02-21 09:32:19 -08:00
Przemysław Witek b84e8db7b5
[7.x] Rename .ml-state index to .ml-state-000001 to support rollover (#52510) (#52595) 2020-02-21 08:55:59 +01:00
Benjamin Trent 2a5c181dda
[ML][Inference] don't return inflated definition when storing trained models (#52573) (#52580)
When `PUT` is called to store a trained model, it is useful to return the newly create model config. But, it is NOT useful to return the inflated definition.

These definitions can be large and returning the inflated definition causes undo work on the server and client side.

Co-authored-by: Elastic Machine <elasticmachine@users.noreply.github.com>
2020-02-20 19:47:29 -05:00
Benjamin Trent 013d5c2d24
[ML] Adds support for a global calendar via `_all` (#50372) (#52578)
This adds `_all` to Calendar searches. This enables users to supply the `_all` string in the `job_ids` array when creating a Calendar. That calendar will now be applied to all jobs (existing and newly created).

Closes #45013

Co-authored-by: Elastic Machine <elasticmachine@users.noreply.github.com>
2020-02-20 17:22:59 -05:00
Przemysław Witek 7cd997df84
[ML] Make ml internal indices hidden (#52423) (#52509) 2020-02-19 14:02:32 +01:00
Dimitris Athanasiou ad56802ac6
[7.x][ML] Refactor ML mappings and templates into JSON resources (#51… (#52353)
ML mappings and index templates have so far been created
programmatically. While this had its merits due to static typing,
there is consensus it would be clear to maintain those in json files.
In addition, we are going to adding ILM policies to these indices
and the component for a plugin to register ILM policies is
`IndexTemplateRegistry`. It expects the templates to be in resource
json files.

For the above reasons this commit refactors ML mappings and index
templates into json resource files that are registered via
`MlIndexTemplateRegistry`.

Backport of #51765
2020-02-14 17:16:06 +02:00
David Roberts 473468d763 [ML] Better error when persistent task assignment disabled (#52014)
Changes the misleading error message when attempting to open
a job while the "cluster.persistent_tasks.allocation.enable"
setting is set to "none" to a clearer message that names the
setting.

Closes #51956
2020-02-11 15:23:21 +00:00
Benjamin Trent 846f87a26e
[ML] allow close/stop for jobs/datafeeds with missing configs (#51888) (#51997)
If the configs are removed (by some horrific means), we should still allow tasks to be cleaned up easily.

Datafeeds and jobs with missing configs are now visible in their respective _stats calls and can be stopped/closed.
2020-02-06 12:10:18 -05:00
Benjamin Trent 1380dd439a
[7.x] [ML][Inference] Fix weighted mode definition (#51648) (#51695)
* [ML][Inference] Fix weighted mode definition (#51648)

Weighted mode inaccurately assumed that the "max value" of the input values would be the maximum class value. This does not make sense. 

Weighted Mode should know how many classes there are. Hence the new parameter `num_classes`. This indicates what the maximum class value to be expected.
2020-01-30 15:33:25 -05:00