225 Commits

Author SHA1 Message Date
Benjamin Trent
c5c7ee9d73
[7.x] [ML] Start gathering and storing inference stats (#53429) (#54738)
* [ML] Start gathering and storing inference stats (#53429)

This PR enables stats on inference to be gathered and stored in the `.ml-stats-*` indices.

Each node + model_id will have its own running stats document and these will later be summed together when returning _stats to the user.

`.ml-stats-*` is ILM managed (when possible). So, at any point the underlying index could change. This means that a stats document that is read in and then later updated will actually be a new doc in a new index. This complicates matters as this means that having a running knowledge of seq_no and primary_term is complicated and almost impossible. This is because we don't know the latest index name.

We should also strive for throughput, as this code sits in the middle of an ingest pipeline (or even a query).
2020-04-13 08:15:46 -04:00
Przemysław Witek
17101d86d9
[7.x] Do not execute ML CRUD actions when upgrade mode is enabled (#54437) (#55049) 2020-04-10 16:07:11 +02:00
Ryan Ernst
37795d259a
Remove guava from transitive compile classpath (#54309) (#54695)
Guava was removed from Elasticsearch many years ago, but remnants of it
remain due to transitive dependencies. When a dependency pulls guava
into the compile classpath, devs can inadvertently begin using methods
from guava without realizing it. This commit moves guava to a runtime
dependency in the modules that it is needed.

Note that one special case is the html sanitizer in watcher. The third
party dep uses guava in the PolicyFactory class signature. However, only
calling a method on the PolicyFactory actually causes the class to be
loaded, a reference alone does not trigger compilation to look at the
class implementation. There we utilize a MethodHandle for invoking the
relevant method at runtime, where guava will continue to exist.
2020-04-07 23:20:17 -07:00
David Roberts
df4ae79b41
[TEST] Unmute CategorizationIT.testNumMatchesAndCategoryPreference (#54868)
Should work again now that https://github.com/elastic/ml-cpp/issues/1121
is resolved.

Backport of #54768
2020-04-07 11:04:31 +01:00
David Roberts
470aa9a5f1 [TEST] Mute CategorizationIT.testNumMatchesAndCategoryPreference (#54717)
The test results are affected by the off-by-one error that is
fixed by https://github.com/elastic/ml-cpp/pull/1122

This test can be unmuted once that fix is merged and has been
built into ml-cpp snapshots.
2020-04-03 14:40:47 +01:00
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 ad3a3b1af984bc051e7af01b50d1f4c78120e44d.
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 c4d91143acc8edaf2895b1d464510e92eb7e16a2.
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