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This adds the logistic_regression output aggregator.

It takes a set of optional weights (that are in the order of the ensemble's models), multiplies the resultant ensemble sub-models' results, and passes it through a sigmoid function. The return of the sigmoid function is assumed to be the probability of class 1. Consequently, the probability of class 0 is 1 - p(class_1).

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Pinging @elastic/ml-core (:ml)


public void testSigmoid() {
double eps = 0.000001;
List<Tuple<Double, Double>> expectations = Arrays.asList(
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Maybe rename to argumentAndExpectedResult or inputAndExpectedOutput? I know it's lengthy but expectations does not really tell what this list is about without looking at the assertion below.

Alternatively, you could get rid of this list and rewrite assertions as:

assertThat(Statistics.sigmoid(0.0), closeTo(0.5, eps));

It's a little bit code duplication but I thinks acceptable in tests.

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LGTM

@benwtrent benwtrent merged commit 4dc58e5 into elastic:feature/ml-inference Oct 18, 2019
@benwtrent benwtrent deleted the feature/ml-inference-add-logistic-regression-output-aggregator branch October 18, 2019 11:00
benwtrent added a commit that referenced this pull request Nov 18, 2019
* [ML][Inference] adds lazy model loader and inference (#47410)

This adds a couple of things:

- A model loader service that is accessible via transport calls. This service will load in models and cache them. They will stay loaded until a processor no longer references them
- A Model class and its first sub-class LocalModel. Used to cache model information and run inference.
- Transport action and handler for requests to infer against a local model
Related Feature PRs: 
* [ML][Inference] Adjust inference configuration option API (#47812)

* [ML][Inference] adds logistic_regression output aggregator (#48075)

* [ML][Inference] Adding read/del trained models (#47882)

* [ML][Inference] Adding inference ingest processor (#47859)

* [ML][Inference] fixing classification inference for ensemble (#48463)

* [ML][Inference] Adding model memory estimations (#48323)

* [ML][Inference] adding more options to inference processor (#48545)

* [ML][Inference] handle string values better in feature extraction (#48584)

* [ML][Inference] Adding _stats endpoint for inference (#48492)

* [ML][Inference] add inference processors and trained models to usage (#47869)

* [ML][Inference] add new flag for optionally including model definition (#48718)

* [ML][Inference] adding license checks (#49056)

* [ML][Inference] Adding memory and compute estimates to inference (#48955)
benwtrent added a commit to benwtrent/elasticsearch that referenced this pull request Nov 18, 2019
* [ML][Inference] adds lazy model loader and inference (elastic#47410)

This adds a couple of things:

- A model loader service that is accessible via transport calls. This service will load in models and cache them. They will stay loaded until a processor no longer references them
- A Model class and its first sub-class LocalModel. Used to cache model information and run inference.
- Transport action and handler for requests to infer against a local model
Related Feature PRs:
* [ML][Inference] Adjust inference configuration option API (elastic#47812)

* [ML][Inference] adds logistic_regression output aggregator (elastic#48075)

* [ML][Inference] Adding read/del trained models (elastic#47882)

* [ML][Inference] Adding inference ingest processor (elastic#47859)

* [ML][Inference] fixing classification inference for ensemble (elastic#48463)

* [ML][Inference] Adding model memory estimations (elastic#48323)

* [ML][Inference] adding more options to inference processor (elastic#48545)

* [ML][Inference] handle string values better in feature extraction (elastic#48584)

* [ML][Inference] Adding _stats endpoint for inference (elastic#48492)

* [ML][Inference] add inference processors and trained models to usage (elastic#47869)

* [ML][Inference] add new flag for optionally including model definition (elastic#48718)

* [ML][Inference] adding license checks (elastic#49056)

* [ML][Inference] Adding memory and compute estimates to inference (elastic#48955)
benwtrent added a commit that referenced this pull request Nov 18, 2019
* [ML] ML Model Inference Ingest Processor (#49052)

* [ML][Inference] adds lazy model loader and inference (#47410)

This adds a couple of things:

- A model loader service that is accessible via transport calls. This service will load in models and cache them. They will stay loaded until a processor no longer references them
- A Model class and its first sub-class LocalModel. Used to cache model information and run inference.
- Transport action and handler for requests to infer against a local model
Related Feature PRs:

* [ML][Inference] Adjust inference configuration option API (#47812)

* [ML][Inference] adds logistic_regression output aggregator (#48075)

* [ML][Inference] Adding read/del trained models (#47882)

* [ML][Inference] Adding inference ingest processor (#47859)

* [ML][Inference] fixing classification inference for ensemble (#48463)

* [ML][Inference] Adding model memory estimations (#48323)

* [ML][Inference] adding more options to inference processor (#48545)

* [ML][Inference] handle string values better in feature extraction (#48584)

* [ML][Inference] Adding _stats endpoint for inference (#48492)

* [ML][Inference] add inference processors and trained models to usage (#47869)

* [ML][Inference] add new flag for optionally including model definition (#48718)

* [ML][Inference] adding license checks (#49056)

* [ML][Inference] Adding memory and compute estimates to inference (#48955)

* fixing version of indexed docs for model inference
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4 participants