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[7.12][ML] Fix a bug in upgrade from pre 6.3 state for the lat_long function #1684

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Jan 20, 2021
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[7.12][ML] Fix a bug in upgrade from pre 6.3 state for the lat_long function #1684

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2 changes: 2 additions & 0 deletions docs/CHANGELOG.asciidoc
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Original file line number Diff line number Diff line change
Expand Up @@ -36,6 +36,8 @@
if the time series has non-diurnal seasonality. (See {ml-pull}1634[#1634].)
* Compute importance of hyperparameters optimized in the fine parameter tuning step.
(See {ml-pull}1627[#1627].)
* Correct upgrade for pre-6.3 state for lat_long anomaly anomaly detectors. (See
{ml-pull}1681[#1681].)

== {es} version 7.11.0

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6 changes: 6 additions & 0 deletions include/maths/CTimeSeriesModel.h
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Expand Up @@ -214,6 +214,9 @@ class MATHS_EXPORT CUnivariateTimeSeriesModel : public CModel {

//! Get the residual model.
const CPrior& residualModel() const;

//! Get the decay rate controllers.
const TDecayRateController2Ary* decayRateControllers() const;
//@}

private:
Expand Down Expand Up @@ -681,6 +684,9 @@ class MATHS_EXPORT CMultivariateTimeSeriesModel : public CModel {

//! Get the residual model.
const CMultivariatePrior& residualModel() const;

//! Get the decay rate controllers.
const TDecayRateController2Ary* decayRateControllers() const;
//@}

private:
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12 changes: 11 additions & 1 deletion lib/maths/CTimeSeriesModel.cc
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Expand Up @@ -1451,6 +1451,11 @@ const CPrior& CUnivariateTimeSeriesModel::residualModel() const {
return *m_ResidualModel;
}

const CUnivariateTimeSeriesModel::TDecayRateController2Ary*
CUnivariateTimeSeriesModel::decayRateControllers() const {
return m_Controllers.get();
}

CUnivariateTimeSeriesModel::CUnivariateTimeSeriesModel(const CUnivariateTimeSeriesModel& other,
std::size_t id,
bool isForForecast)
Expand Down Expand Up @@ -2751,7 +2756,7 @@ bool CMultivariateTimeSeriesModel::acceptRestoreTraverser(const SModelRestorePar
RESTORE_SETUP_TEARDOWN(
CONTROLLER_OLD_TAG,
m_Controllers = std::make_unique<TDecayRateController2Ary>(),
core::CPersistUtils::restore(CONTROLLER_6_3_TAG, *m_Controllers, traverser),
core::CPersistUtils::restore(CONTROLLER_OLD_TAG, *m_Controllers, traverser),
/**/)
RESTORE_SETUP_TEARDOWN(
TREND_OLD_TAG, m_TrendModel.push_back(TDecompositionPtr()),
Expand Down Expand Up @@ -2849,6 +2854,11 @@ const CMultivariatePrior& CMultivariateTimeSeriesModel::residualModel() const {
return *m_ResidualModel;
}

const CMultivariateTimeSeriesModel::TDecayRateController2Ary*
CMultivariateTimeSeriesModel::decayRateControllers() const {
return m_Controllers.get();
}

CMultivariateTimeSeriesModel::EUpdateResult
CMultivariateTimeSeriesModel::updateTrend(const CModelAddSamplesParams& params,
const TTimeDouble2VecSizeTrVec& samples) {
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12 changes: 11 additions & 1 deletion lib/maths/unittest/CTimeSeriesModelTest.cc
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Expand Up @@ -1762,7 +1762,7 @@ BOOST_AUTO_TEST_CASE(testPersist) {
// TODO LOG_DEBUG(<< "Correlates");
}

BOOST_AUTO_TEST_CASE(testUpgrade) {
BOOST_AUTO_TEST_CASE(testUpgradeFrom6p2) {
// Test upgrade is minimally disruptive. We test the upgraded model
// predicted confidence intervals verses the values we obtain from
// the previous model. Note the confidence interval depends on both
Expand Down Expand Up @@ -1830,6 +1830,11 @@ BOOST_AUTO_TEST_CASE(testUpgrade) {
boost::lexical_cast<double>(interval[j]), 0.0001);
}
}
BOOST_TEST_REQUIRE(restoredModel.decayRateControllers() != nullptr);
BOOST_TEST_REQUIRE((*restoredModel.decayRateControllers())[0].checks() != 0);
BOOST_TEST_REQUIRE((*restoredModel.decayRateControllers())[1].checks() != 0);
BOOST_TEST_REQUIRE((*restoredModel.decayRateControllers())[0].dimension() == 1);
BOOST_TEST_REQUIRE((*restoredModel.decayRateControllers())[1].dimension() == 1);
}

LOG_DEBUG(<< "Multivariate");
Expand Down Expand Up @@ -1879,6 +1884,11 @@ BOOST_AUTO_TEST_CASE(testUpgrade) {
boost::lexical_cast<double>(interval[j]), 0.0001);
}
}
BOOST_TEST_REQUIRE(restoredModel.decayRateControllers() != nullptr);
BOOST_TEST_REQUIRE((*restoredModel.decayRateControllers())[0].checks() != 0);
BOOST_TEST_REQUIRE((*restoredModel.decayRateControllers())[1].checks() != 0);
BOOST_TEST_REQUIRE((*restoredModel.decayRateControllers())[0].dimension() == 3);
BOOST_TEST_REQUIRE((*restoredModel.decayRateControllers())[1].dimension() == 3);
}
}

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