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[ML] Extend default evaluation metrics to all available #63939

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dimitris-athanasiou
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This commit extends the set of default metrics for the
data frame analytics evaluation API to all available metrics.
The motivation is that if the user skips setting an explicit
set of metrics, they get most of the evaluation offering.

This commit extends the set of default metrics for the
data frame analytics evaluation API to all available metrics.
The motivation is that if the user skips setting an explicit
set of metrics, they get most of the evaluation offering.
@elasticmachine
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Pinging @elastic/ml-core (:ml)

@dimitris-athanasiou
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@szabosteve Perhaps it would be worth adding to our docs an explanation about which metrics are included by default. If you agree let's discuss it offline.

@dimitris-athanasiou dimitris-athanasiou merged commit 5f4f8b2 into elastic:master Oct 21, 2020
@dimitris-athanasiou dimitris-athanasiou deleted the extend-default-metrics-to-all-available branch October 21, 2020 06:00
dimitris-athanasiou added a commit to dimitris-athanasiou/elasticsearch that referenced this pull request Oct 21, 2020
…#63939)

This commit extends the set of default metrics for the
data frame analytics evaluation API to all available metrics.
The motivation is that if the user skips setting an explicit
set of metrics, they get most of the evaluation offering.

Backport of elastic#63939
dimitris-athanasiou added a commit that referenced this pull request Oct 21, 2020
…#63965)

This commit extends the set of default metrics for the
data frame analytics evaluation API to all available metrics.
The motivation is that if the user skips setting an explicit
set of metrics, they get most of the evaluation offering.

Backport of #63939
pugnascotia pushed a commit to pugnascotia/elasticsearch that referenced this pull request Oct 21, 2020
This commit extends the set of default metrics for the
data frame analytics evaluation API to all available metrics.
The motivation is that if the user skips setting an explicit
set of metrics, they get most of the evaluation offering.
@@ -76,7 +76,7 @@ public Regression(String actualField, String predictedField, @Nullable List<Eval
}

private static List<EvaluationMetric> defaultMetrics() {
return Arrays.asList(new MeanSquaredError(), new RSquared());
return Arrays.asList(new MeanSquaredError(), new RSquared(), new Huber());
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Was it on purpose not to include MSLE here? Is it because we cannot set offset automagically for the user?

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It was intentional indeed. The reason is because we cannot calculate MSLE for negative values.

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5 participants