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

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Oct 21, 2020
Merged

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

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86fdfcc
[ML] Extend default evaluation metrics to all available
dimitris-athanasiou Oct 20, 2020
b56fdfb
Fix integ tests
dimitris-athanasiou Oct 20, 2020
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2 changes: 1 addition & 1 deletion ...a/org/elasticsearch/xpack/core/ml/dataframe/evaluation/classification/Classification.java
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Original file line number Diff line number Diff line change
Expand Up @@ -92,7 +92,7 @@ public Classification(String actualField,
}

private static List<EvaluationMetric> defaultMetrics() {
return Arrays.asList(new MulticlassConfusionMatrix());
return Arrays.asList(new Accuracy(), new MulticlassConfusionMatrix(), new Precision(), new Recall());
}

public Classification(StreamInput in) throws IOException {
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4 changes: 4 additions & 0 deletions .../src/main/java/org/elasticsearch/xpack/core/ml/dataframe/evaluation/regression/Huber.java
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Expand Up @@ -80,6 +80,10 @@ public Huber(StreamInput in) throws IOException {
this.delta = in.readDouble();
}

public Huber() {
this(DEFAULT_DELTA);
}

public Huber(@Nullable Double delta) {
this.delta = delta != null ? delta : DEFAULT_DELTA;
}
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2 changes: 1 addition & 1 deletion ...main/java/org/elasticsearch/xpack/core/ml/dataframe/evaluation/regression/Regression.java
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Expand Up @@ -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.

}

public Regression(StreamInput in) throws IOException {
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9 changes: 9 additions & 0 deletions .../elasticsearch/xpack/core/ml/dataframe/evaluation/classification/ClassificationTests.java
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Expand Up @@ -40,6 +40,7 @@

import static org.elasticsearch.test.hamcrest.OptionalMatchers.isEmpty;
import static org.elasticsearch.test.hamcrest.OptionalMatchers.isPresent;
import static org.hamcrest.Matchers.containsInAnyOrder;
import static org.hamcrest.Matchers.equalTo;
import static org.hamcrest.Matchers.greaterThan;
import static org.hamcrest.Matchers.is;
Expand Down Expand Up @@ -110,6 +111,14 @@ public void testConstructor_GivenEmptyMetrics() {
assertThat(e.getMessage(), equalTo("[classification] must have one or more metrics"));
}

public void testConstructor_GivenDefaultMetrics() {
Classification classification = new Classification("actual", "predicted", null, null);

List<EvaluationMetric> metrics = classification.getMetrics();

assertThat(metrics, containsInAnyOrder(new Accuracy(), new MulticlassConfusionMatrix(), new Precision(), new Recall()));
}

public void testGetFields() {
Classification evaluation = new Classification("foo", "bar", "results", null);
EvaluationFields fields = evaluation.getFields();
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12 changes: 12 additions & 0 deletions ...sticsearch/xpack/core/ml/dataframe/evaluation/outlierdetection/OutlierDetectionTests.java
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Expand Up @@ -25,6 +25,7 @@
import java.util.Collections;
import java.util.List;

import static org.hamcrest.Matchers.containsInAnyOrder;
import static org.hamcrest.Matchers.equalTo;
import static org.hamcrest.Matchers.greaterThan;
import static org.hamcrest.Matchers.is;
Expand Down Expand Up @@ -89,6 +90,17 @@ public void testConstructor_GivenEmptyMetrics() {
assertThat(e.getMessage(), equalTo("[outlier_detection] must have one or more metrics"));
}

public void testConstructor_GivenDefaultMetrics() {
OutlierDetection outlierDetection = new OutlierDetection("actual", "predicted", null);

List<EvaluationMetric> metrics = outlierDetection.getMetrics();

assertThat(metrics, containsInAnyOrder(new AucRoc(false),
new Precision(Arrays.asList(0.25, 0.5, 0.75)),
new Recall(Arrays.asList(0.25, 0.5, 0.75)),
new ConfusionMatrix(Arrays.asList(0.25, 0.5, 0.75))));
}

public void testGetFields() {
OutlierDetection evaluation = new OutlierDetection("foo", "bar", null);
EvaluationFields fields = evaluation.getFields();
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9 changes: 9 additions & 0 deletions ...java/org/elasticsearch/xpack/core/ml/dataframe/evaluation/regression/RegressionTests.java
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Expand Up @@ -25,6 +25,7 @@
import java.util.Collections;
import java.util.List;

import static org.hamcrest.Matchers.containsInAnyOrder;
import static org.hamcrest.Matchers.equalTo;
import static org.hamcrest.Matchers.greaterThan;
import static org.hamcrest.Matchers.is;
Expand Down Expand Up @@ -76,6 +77,14 @@ public void testConstructor_GivenEmptyMetrics() {
assertThat(e.getMessage(), equalTo("[regression] must have one or more metrics"));
}

public void testConstructor_GivenDefaultMetrics() {
Regression regression = new Regression("actual", "predicted", null);

List<EvaluationMetric> metrics = regression.getMetrics();

assertThat(metrics, containsInAnyOrder(new Huber(), new MeanSquaredError(), new RSquared()));
}

public void testGetFields() {
Regression evaluation = new Regression("foo", "bar", null);
EvaluationFields fields = evaluation.getFields();
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9 changes: 8 additions & 1 deletion .../javaRestTest/java/org/elasticsearch/xpack/ml/integration/ClassificationEvaluationIT.java
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Expand Up @@ -32,6 +32,7 @@
import static java.util.stream.Collectors.toList;
import static org.hamcrest.Matchers.closeTo;
import static org.hamcrest.Matchers.contains;
import static org.hamcrest.Matchers.containsInAnyOrder;
import static org.hamcrest.Matchers.containsString;
import static org.hamcrest.Matchers.empty;
import static org.hamcrest.Matchers.equalTo;
Expand Down Expand Up @@ -81,7 +82,13 @@ public void testEvaluate_DefaultMetrics() {
assertThat(evaluateDataFrameResponse.getEvaluationName(), equalTo(Classification.NAME.getPreferredName()));
assertThat(
evaluateDataFrameResponse.getMetrics().stream().map(EvaluationMetricResult::getMetricName).collect(toList()),
contains(MulticlassConfusionMatrix.NAME.getPreferredName()));
containsInAnyOrder(
MulticlassConfusionMatrix.NAME.getPreferredName(),
Accuracy.NAME.getPreferredName(),
Precision.NAME.getPreferredName(),
Recall.NAME.getPreferredName()
)
);
}

public void testEvaluate_AllMetrics() {
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8 changes: 7 additions & 1 deletion .../src/javaRestTest/java/org/elasticsearch/xpack/ml/integration/RegressionEvaluationIT.java
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Expand Up @@ -24,6 +24,7 @@
import static java.util.stream.Collectors.toList;
import static org.hamcrest.Matchers.closeTo;
import static org.hamcrest.Matchers.contains;
import static org.hamcrest.Matchers.containsInAnyOrder;
import static org.hamcrest.Matchers.equalTo;
import static org.hamcrest.Matchers.hasSize;

Expand Down Expand Up @@ -52,7 +53,12 @@ public void testEvaluate_DefaultMetrics() {
assertThat(evaluateDataFrameResponse.getEvaluationName(), equalTo(Regression.NAME.getPreferredName()));
assertThat(
evaluateDataFrameResponse.getMetrics().stream().map(EvaluationMetricResult::getMetricName).collect(toList()),
contains(MeanSquaredError.NAME.getPreferredName(), RSquared.NAME.getPreferredName()));
containsInAnyOrder(
MeanSquaredError.NAME.getPreferredName(),
RSquared.NAME.getPreferredName(),
Huber.NAME.getPreferredName()
)
);
}

public void testEvaluate_AllMetrics() {
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6 changes: 5 additions & 1 deletion x-pack/plugin/src/test/resources/rest-api-spec/test/ml/evaluate_data_frame.yml
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Expand Up @@ -938,6 +938,10 @@ setup:
}

- is_true: classification.multiclass_confusion_matrix
- is_true: classification.accuracy
- is_true: classification.precision
- is_true: classification.recall
- is_false: classification.auc_roc
---
"Test classification given missing actual_field":
- do:
Expand Down Expand Up @@ -1104,8 +1108,8 @@ setup:

- match: { regression.mse.value: 28.67749840974834 }
- match: { regression.r_squared.value: 0.8551031778603486 }
- match: { regression.huber.value: 1.9205280586939963 }
- is_false: regression.msle.value
- is_false: regression.huber.value
---
"Test regression given missing actual_field":
- do:
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