19af869243
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.
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| dev-tools | ||
| docs | ||
| license-tools | ||
| plugin | ||
| qa | ||
| snapshot-tool | ||
| test | ||
| transport-client | ||
| NOTICE.txt | ||
| README.md | ||
| build.gradle | ||
README.md
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