[ML] Data Frame Analytics: Fix feature importance (#61761) (#62541)

- Fixes missing num_top_feature_importance_values parameter for analytics job configurations - Fixes analytics create form to consider feature importance - Fixes missing feature importance fields from results pages
elastic · Apr 4, 2020 · 7884336 · 7884336
1 parent e979b14
commit 7884336
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Showing 9 changed files with 246 additions and 16 deletions.
diff --git a/x-pack/plugins/ml/public/application/data_frame_analytics/common/analytics.ts b/x-pack/plugins/ml/public/application/data_frame_analytics/common/analytics.ts
@@ -33,6 +33,7 @@ interface OutlierAnalysis {
 interface Regression {
   dependent_variable: string;
   training_percent?: number;
+  num_top_feature_importance_values?: number;
   prediction_field_name?: string;
 }
 export interface RegressionAnalysis {
@@ -44,6 +45,7 @@ interface Classification {
   dependent_variable: string;
   training_percent?: number;
   num_top_classes?: string;
+  num_top_feature_importance_values?: number;
   prediction_field_name?: string;
 }
 export interface ClassificationAnalysis {
@@ -65,6 +67,8 @@ export const SEARCH_SIZE = 1000;
 export const TRAINING_PERCENT_MIN = 1;
 export const TRAINING_PERCENT_MAX = 100;
 
+export const NUM_TOP_FEATURE_IMPORTANCE_VALUES_MIN = 0;
+
 export const defaultSearchQuery = {
   match_all: {},
 };
@@ -152,7 +156,7 @@ type AnalysisConfig =
   | ClassificationAnalysis
   | GenericAnalysis;
 
-export const getAnalysisType = (analysis: AnalysisConfig) => {
+export const getAnalysisType = (analysis: AnalysisConfig): string => {
   const keys = Object.keys(analysis);
 
   if (keys.length === 1) {
@@ -162,7 +166,11 @@ export const getAnalysisType = (analysis: AnalysisConfig) => {
   return 'unknown';
 };
 
-export const getDependentVar = (analysis: AnalysisConfig) => {
+export const getDependentVar = (
+  analysis: AnalysisConfig
+):
+  | RegressionAnalysis['regression']['dependent_variable']
+  | ClassificationAnalysis['classification']['dependent_variable'] => {
   let depVar = '';
 
   if (isRegressionAnalysis(analysis)) {
@@ -175,7 +183,11 @@ export const getDependentVar = (analysis: AnalysisConfig) => {
   return depVar;
 };
 
-export const getTrainingPercent = (analysis: AnalysisConfig) => {
+export const getTrainingPercent = (
+  analysis: AnalysisConfig
+):
+  | RegressionAnalysis['regression']['training_percent']
+  | ClassificationAnalysis['classification']['training_percent'] => {
   let trainingPercent;
 
   if (isRegressionAnalysis(analysis)) {
@@ -188,7 +200,11 @@ export const getTrainingPercent = (analysis: AnalysisConfig) => {
   return trainingPercent;
 };
 
-export const getPredictionFieldName = (analysis: AnalysisConfig) => {
+export const getPredictionFieldName = (
+  analysis: AnalysisConfig
+):
+  | RegressionAnalysis['regression']['prediction_field_name']
+  | ClassificationAnalysis['classification']['prediction_field_name'] => {
   // If undefined will be defaulted to dependent_variable when config is created
   let predictionFieldName;
   if (isRegressionAnalysis(analysis) && analysis.regression.prediction_field_name !== undefined) {
@@ -202,6 +218,26 @@ export const getPredictionFieldName = (analysis: AnalysisConfig) => {
   return predictionFieldName;
 };
 
+export const getNumTopFeatureImportanceValues = (
+  analysis: AnalysisConfig
+):
+  | RegressionAnalysis['regression']['num_top_feature_importance_values']
+  | ClassificationAnalysis['classification']['num_top_feature_importance_values'] => {
+  let numTopFeatureImportanceValues;
+  if (
+    isRegressionAnalysis(analysis) &&
+    analysis.regression.num_top_feature_importance_values !== undefined
+  ) {
+    numTopFeatureImportanceValues = analysis.regression.num_top_feature_importance_values;
+  } else if (
+    isClassificationAnalysis(analysis) &&
+    analysis.classification.num_top_feature_importance_values !== undefined
+  ) {
+    numTopFeatureImportanceValues = analysis.classification.num_top_feature_importance_values;
+  }
+  return numTopFeatureImportanceValues;
+};
+
 export const getPredictedFieldName = (
   resultsField: string,
   analysis: AnalysisConfig,

diff --git a/x-pack/plugins/ml/public/application/data_frame_analytics/common/fields.ts b/x-pack/plugins/ml/public/application/data_frame_analytics/common/fields.ts
@@ -7,12 +7,13 @@
 import { getNestedProperty } from '../../util/object_utils';
 import {
   DataFrameAnalyticsConfig,
+  getNumTopFeatureImportanceValues,
   getPredictedFieldName,
   getDependentVar,
   getPredictionFieldName,
 } from './analytics';
 import { Field } from '../../../../common/types/fields';
-import { ES_FIELD_TYPES } from '../../../../../../../src/plugins/data/public';
+import { ES_FIELD_TYPES, KBN_FIELD_TYPES } from '../../../../../../../src/plugins/data/public';
 import { newJobCapsService } from '../../services/new_job_capabilities_service';
 
 export type EsId = string;
@@ -254,14 +255,28 @@ export const getDefaultFieldsFromJobCaps = (
   const dependentVariable = getDependentVar(jobConfig.analysis);
   const type = newJobCapsService.getFieldById(dependentVariable)?.type;
   const predictionFieldName = getPredictionFieldName(jobConfig.analysis);
+  const numTopFeatureImportanceValues = getNumTopFeatureImportanceValues(jobConfig.analysis);
   // default is 'ml'
   const resultsField = jobConfig.dest.results_field;
 
   const defaultPredictionField = `${dependentVariable}_prediction`;
   const predictedField = `${resultsField}.${
     predictionFieldName ? predictionFieldName : defaultPredictionField
   }`;
-  // Only need to add these first two fields if we didn't use dest index pattern to get the fields
+
+  const featureImportanceFields = [];
+
+  if ((numTopFeatureImportanceValues ?? 0) > 0) {
+    featureImportanceFields.push(
+      ...fields.map(d => ({
+        id: `${resultsField}.feature_importance.${d.id}`,
+        name: `${resultsField}.feature_importance.${d.name}`,
+        type: KBN_FIELD_TYPES.NUMBER,
+      }))
+    );
+  }
+
+  // Only need to add these fields if we didn't use dest index pattern to get the fields
   const allFields: any =
     needsDestIndexFields === true
       ? [
@@ -271,16 +286,20 @@ export const getDefaultFieldsFromJobCaps = (
             type: ES_FIELD_TYPES.BOOLEAN,
           },
           { id: predictedField, name: predictedField, type },
+          ...featureImportanceFields,
         ]
       : [];
 
   allFields.push(...fields);
-  // @ts-ignore
-  allFields.sort(({ name: a }, { name: b }) => sortRegressionResultsFields(a, b, jobConfig));
-
-  let selectedFields = allFields
-    .slice(0, DEFAULT_REGRESSION_COLUMNS * 2)
-    .filter((field: any) => field.name === predictedField || !field.name.includes('.keyword'));
+  allFields.sort(({ name: a }: { name: string }, { name: b }: { name: string }) =>
+    sortRegressionResultsFields(a, b, jobConfig)
+  );
+
+  let selectedFields = allFields.filter(
+    (field: any) =>
+      field.name === predictedField ||
+      (!field.name.includes('.keyword') && !field.name.includes('.feature_importance.'))
+  );
 
   if (selectedFields.length > DEFAULT_REGRESSION_COLUMNS) {
     selectedFields = selectedFields.slice(0, DEFAULT_REGRESSION_COLUMNS);

diff --git a/...frame_analytics/pages/analytics_management/components/analytics_list/action_clone.test.ts b/...frame_analytics/pages/analytics_management/components/analytics_list/action_clone.test.ts
@@ -25,6 +25,7 @@ describe('Analytics job clone action', () => {
           classification: {
             dependent_variable: 'y',
             num_top_classes: 2,
+            num_top_feature_importance_values: 4,
             prediction_field_name: 'y_prediction',
             training_percent: 2,
             randomize_seed: 6233212276062807000,
@@ -90,6 +91,7 @@ describe('Analytics job clone action', () => {
             prediction_field_name: 'stab_prediction',
             training_percent: 20,
             randomize_seed: -2228827740028660200,
+            num_top_feature_importance_values: 4,
           },
         },
         analyzed_fields: {
@@ -120,6 +122,7 @@ describe('Analytics job clone action', () => {
           classification: {
             dependent_variable: 'y',
             num_top_classes: 2,
+            num_top_feature_importance_values: 4,
             prediction_field_name: 'y_prediction',
             training_percent: 2,
             randomize_seed: 6233212276062807000,
@@ -188,6 +191,7 @@ describe('Analytics job clone action', () => {
             prediction_field_name: 'stab_prediction',
             training_percent: 20,
             randomize_seed: -2228827740028660200,
+            num_top_feature_importance_values: 4,
           },
         },
         analyzed_fields: {
@@ -218,6 +222,7 @@ describe('Analytics job clone action', () => {
             dependent_variable: 'y',
             training_percent: 71,
             max_trees: 1500,
+            num_top_feature_importance_values: 4,
           },
         },
         model_memory_limit: '400mb',
@@ -243,6 +248,7 @@ describe('Analytics job clone action', () => {
             dependent_variable: 'y',
             training_percent: 71,
             maximum_number_trees: 1500,
+            num_top_feature_importance_values: 4,
           },
         },
         model_memory_limit: '400mb',

diff --git a/...ata_frame_analytics/pages/analytics_management/components/analytics_list/action_clone.tsx b/...ata_frame_analytics/pages/analytics_management/components/analytics_list/action_clone.tsx
@@ -11,7 +11,10 @@ import { i18n } from '@kbn/i18n';
 import { DeepReadonly } from '../../../../../../../common/types/common';
 import { DataFrameAnalyticsConfig, isOutlierAnalysis } from '../../../../common';
 import { isClassificationAnalysis, isRegressionAnalysis } from '../../../../common/analytics';
-import { CreateAnalyticsFormProps } from '../../hooks/use_create_analytics_form';
+import {
+  CreateAnalyticsFormProps,
+  DEFAULT_NUM_TOP_FEATURE_IMPORTANCE_VALUES,
+} from '../../hooks/use_create_analytics_form';
 import { State } from '../../hooks/use_create_analytics_form/state';
 import { DataFrameAnalyticsListRow } from './common';
 
@@ -97,6 +100,8 @@ const getAnalyticsJobMeta = (config: CloneDataFrameAnalyticsConfig): AnalyticsJo
             },
             num_top_feature_importance_values: {
               optional: true,
+              defaultValue: DEFAULT_NUM_TOP_FEATURE_IMPORTANCE_VALUES,
+              formKey: 'numTopFeatureImportanceValues',
             },
             class_assignment_objective: {
               optional: true,
@@ -164,6 +169,8 @@ const getAnalyticsJobMeta = (config: CloneDataFrameAnalyticsConfig): AnalyticsJo
             },
             num_top_feature_importance_values: {
               optional: true,
+              defaultValue: DEFAULT_NUM_TOP_FEATURE_IMPORTANCE_VALUES,
+              formKey: 'numTopFeatureImportanceValues',
             },
             randomize_seed: {
               optional: true,

diff --git a/...ics/pages/analytics_management/components/create_analytics_form/create_analytics_form.tsx b/...ics/pages/analytics_management/components/create_analytics_form/create_analytics_form.tsx
@@ -10,6 +10,7 @@ import {
   EuiComboBox,
   EuiComboBoxOptionOption,
   EuiForm,
+  EuiFieldNumber,
   EuiFieldText,
   EuiFormRow,
   EuiLink,
@@ -41,6 +42,7 @@ import {
   ANALYSIS_CONFIG_TYPE,
   DfAnalyticsExplainResponse,
   FieldSelectionItem,
+  NUM_TOP_FEATURE_IMPORTANCE_VALUES_MIN,
   TRAINING_PERCENT_MIN,
   TRAINING_PERCENT_MAX,
 } from '../../../../common/analytics';
@@ -83,6 +85,8 @@ export const CreateAnalyticsForm: FC<CreateAnalyticsFormProps> = ({ actions, sta
     maxDistinctValuesError,
     modelMemoryLimit,
     modelMemoryLimitValidationResult,
+    numTopFeatureImportanceValues,
+    numTopFeatureImportanceValuesValid,
     previousJobType,
     previousSourceIndex,
     sourceIndex,
@@ -645,6 +649,54 @@ export const CreateAnalyticsForm: FC<CreateAnalyticsFormProps> = ({ actions, sta
                   data-test-subj="mlAnalyticsCreateJobFlyoutTrainingPercentSlider"
                 />
               </EuiFormRow>
+              {/* num_top_feature_importance_values */}
+              <EuiFormRow
+                label={i18n.translate(
+                  'xpack.ml.dataframe.analytics.create.numTopFeatureImportanceValuesLabel',
+                  {
+                    defaultMessage: 'Feature importance values',
+                  }
+                )}
+                helpText={i18n.translate(
+                  'xpack.ml.dataframe.analytics.create.numTopFeatureImportanceValuesHelpText',
+                  {
+                    defaultMessage:
+                      'Specify the maximum number of feature importance values per document to return.',
+                  }
+                )}
+                isInvalid={numTopFeatureImportanceValuesValid === false}
+                error={[
+                  ...(numTopFeatureImportanceValuesValid === false
+                    ? [
+                        <Fragment>
+                          {i18n.translate(
+                            'xpack.ml.dataframe.analytics.create.numTopFeatureImportanceValuesErrorText',
+                            {
+                              defaultMessage:
+                                'Invalid maximum number of feature importance values.',
+                            }
+                          )}
+                        </Fragment>,
+                      ]
+                    : []),
+                ]}
+              >
+                <EuiFieldNumber
+                  aria-label={i18n.translate(
+                    'xpack.ml.dataframe.analytics.create.numTopFeatureImportanceValuesInputAriaLabel',
+                    {
+                      defaultMessage: 'Maximum number of feature importance values per document.',
+                    }
+                  )}
+                  data-test-subj="mlAnalyticsCreateJobFlyoutnumTopFeatureImportanceValuesInput"
+                  disabled={false}
+                  isInvalid={numTopFeatureImportanceValuesValid === false}
+                  min={NUM_TOP_FEATURE_IMPORTANCE_VALUES_MIN}
+                  onChange={e => setFormState({ numTopFeatureImportanceValues: +e.target.value })}
+                  step={1}
+                  value={numTopFeatureImportanceValues}
+                />
+              </EuiFormRow>
             </Fragment>
           )}
           <EuiFormRow

diff --git a/.../data_frame_analytics/pages/analytics_management/hooks/use_create_analytics_form/index.ts b/.../data_frame_analytics/pages/analytics_management/hooks/use_create_analytics_form/index.ts
@@ -4,4 +4,5 @@
  * you may not use this file except in compliance with the Elastic License.
  */
 
+export { DEFAULT_NUM_TOP_FEATURE_IMPORTANCE_VALUES } from './state';
 export { useCreateAnalyticsForm, CreateAnalyticsFormProps } from './use_create_analytics_form';