Commit Graph

7 Commits

Author SHA1 Message Date
István Zoltán Szabó 487b273286 [DOCS] Adds feature importance mapping subsection to inference processor docs (#54190) 2020-03-26 09:26:50 +01:00
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
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
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
David Kyle 289d4f4f4d [ML] Remove stray field from inference docs (#51870)
model_info_field is not a valid option
2020-02-05 10:50:51 +00:00
István Zoltán Szabó 30d1587ad5 [DOCS] Fixes indentation in inference processor code snippet (#51252) 2020-01-21 16:22:16 +01:00
István Zoltán Szabó 501ab83471 [DOCS] Adds inference processor documentation (#50204)
Co-Authored-By: Lisa Cawley <lcawley@elastic.co>
2019-12-19 12:21:04 +01:00