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With this PR we will be able to store the feature importance baselines explicitly in the model_metadata. Being able baseline to retrieve the baselines will significantly simplify UI code related to the feature importance visualization.

Classification

"feature_importance_baseline": {
    "classes": [
        {
            "class_name": "foo",
            "baseline": 0.123
        },
        {
            "class_name": "bar",
            "baseline": -0.123
        }
    ]
}

Regression

"feature_importance_baseline" : {
    "baseline": 0.123
}

This is not a user-facing change, hence I mark it as a non-issue.

@valeriy42
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\ping @benwtrent

benwtrent added a commit to elastic/elasticsearch that referenced this pull request Oct 5, 2020
this adds the new field `feature_importance_baseline` and allows it to be optionally be included in the model's metadata.

Related to: elastic/ml-cpp#1522
benwtrent added a commit to benwtrent/elasticsearch that referenced this pull request Oct 5, 2020
…ic#63172)

this adds the new field `feature_importance_baseline` and allows it to be optionally be included in the model's metadata.

Related to: elastic/ml-cpp#1522
@benwtrent
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Java related PR: elastic/elasticsearch#63172

Verified formatting all works :)

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@tveasey tveasey left a comment

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This all looks good. I still feel we could unify binary and multiclass code paths by pushing some logic into CTreeShapFeatureImportance, but we can explore that in a separate change. I made a couple of purely cosmetic suggestions, which I'll address since I'm taking over getting this merged, but this is basically LGTM.

benwtrent added a commit to elastic/elasticsearch that referenced this pull request Oct 5, 2020
… (#63237)

this adds the new field `feature_importance_baseline` and allows it to be optionally be included in the model's metadata.

Related to: elastic/ml-cpp#1522
@tveasey tveasey merged commit 3fc14ae into elastic:master Oct 5, 2020
tveasey pushed a commit to tveasey/ml-cpp-1 that referenced this pull request Oct 5, 2020
With this PR we will be able to store the feature importance baselines explicitly in the model_metadata. Being able baseline 
to retrieve the baselines will significantly simplify UI code related to the feature importance visualization.
@valeriy42 valeriy42 deleted the store-baseline branch October 12, 2020 08:21
@valeriy42
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Thank you for getting this PR merged @tveasey 🙏

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3 participants