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
..