[ML][Inference] Add support for multi-value leaves to the tree model (#…

…52531) This adds support for multi-value leaves. This is a prerequisite for multi-class boosted tree classification.
elastic · Feb 27, 2020 · e39eade · e39eade
1 parent 2d85e41
commit e39eade
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Showing 26 changed files with 575 additions and 197 deletions.
diff --git a/...igh-level/src/main/java/org/elasticsearch/client/ml/inference/trainedmodel/tree/Tree.java b/...igh-level/src/main/java/org/elasticsearch/client/ml/inference/trainedmodel/tree/Tree.java
@@ -30,6 +30,7 @@
 import java.io.IOException;
 import java.util.ArrayList;
 import java.util.Arrays;
+import java.util.Collections;
 import java.util.List;
 import java.util.Objects;
 import java.util.stream.Collectors;
@@ -225,7 +226,7 @@ public Builder addLeaf(int nodeIndex, double value) {
             for (int i = nodes.size(); i < nodeIndex + 1; i++) {
                 nodes.add(null);
             }
-            nodes.set(nodeIndex, TreeNode.builder(nodeIndex).setLeafValue(value));
+            nodes.set(nodeIndex, TreeNode.builder(nodeIndex).setLeafValue(Collections.singletonList(value)));
             return this;
         }
 

diff --git a/...level/src/main/java/org/elasticsearch/client/ml/inference/trainedmodel/tree/TreeNode.java b/...level/src/main/java/org/elasticsearch/client/ml/inference/trainedmodel/tree/TreeNode.java
@@ -27,6 +27,7 @@
 import org.elasticsearch.common.xcontent.XContentParser;
 
 import java.io.IOException;
+import java.util.List;
 import java.util.Objects;
 
 public class TreeNode implements ToXContentObject {
@@ -61,7 +62,7 @@ public class TreeNode implements ToXContentObject {
         PARSER.declareInt(Builder::setSplitFeature, SPLIT_FEATURE);
         PARSER.declareInt(Builder::setNodeIndex, NODE_INDEX);
         PARSER.declareDouble(Builder::setSplitGain, SPLIT_GAIN);
-        PARSER.declareDouble(Builder::setLeafValue, LEAF_VALUE);
+        PARSER.declareDoubleArray(Builder::setLeafValue, LEAF_VALUE);
         PARSER.declareLong(Builder::setNumberSamples, NUMBER_SAMPLES);
     }
 
@@ -74,7 +75,7 @@ public static Builder fromXContent(XContentParser parser) {
     private final Integer splitFeature;
     private final int nodeIndex;
     private final Double splitGain;
-    private final Double leafValue;
+    private final List<Double> leafValue;
     private final Boolean defaultLeft;
     private final Integer leftChild;
     private final Integer rightChild;
@@ -86,7 +87,7 @@ public static Builder fromXContent(XContentParser parser) {
              Integer splitFeature,
              int nodeIndex,
              Double splitGain,
-             Double leafValue,
+             List<Double> leafValue,
              Boolean defaultLeft,
              Integer leftChild,
              Integer rightChild,
@@ -123,7 +124,7 @@ public Double getSplitGain() {
         return splitGain;
     }
 
-    public Double getLeafValue() {
+    public List<Double> getLeafValue() {
         return leafValue;
     }
 
@@ -212,7 +213,7 @@ public static class Builder {
         private Integer splitFeature;
         private int nodeIndex;
         private Double splitGain;
-        private Double leafValue;
+        private List<Double> leafValue;
         private Boolean defaultLeft;
         private Integer leftChild;
         private Integer rightChild;
@@ -250,7 +251,7 @@ public Builder setSplitGain(Double splitGain) {
             return this;
         }
 
-        public Builder setLeafValue(Double leafValue) {
+        public Builder setLeafValue(List<Double> leafValue) {
             this.leafValue = leafValue;
             return this;
         }

diff --git a/.../src/test/java/org/elasticsearch/client/ml/inference/trainedmodel/tree/TreeNodeTests.java b/.../src/test/java/org/elasticsearch/client/ml/inference/trainedmodel/tree/TreeNodeTests.java
@@ -23,6 +23,7 @@
 import org.elasticsearch.test.AbstractXContentTestCase;
 
 import java.io.IOException;
+import java.util.Collections;
 
 public class TreeNodeTests extends AbstractXContentTestCase<TreeNode> {
 
@@ -48,7 +49,7 @@ protected TreeNode createTestInstance() {
     public static TreeNode createRandomLeafNode(double internalValue) {
         return TreeNode.builder(randomInt(100))
             .setDefaultLeft(randomBoolean() ? null : randomBoolean())
-            .setLeafValue(internalValue)
+            .setLeafValue(Collections.singletonList(internalValue))
             .setNumberSamples(randomNonNegativeLong())
             .build();
     }
@@ -60,7 +61,7 @@ public static TreeNode.Builder createRandom(int nodeIndex,
                                                 Integer featureIndex,
                                                 Operator operator) {
         return TreeNode.builder(nodeIndex)
-            .setLeafValue(left == null ? randomDouble() : null)
+            .setLeafValue(left == null ? Collections.singletonList(randomDouble()) : null)
             .setDefaultLeft(randomBoolean() ? null : randomBoolean())
             .setLeftChild(left)
             .setRightChild(right)

diff --git a/.../src/main/java/org/elasticsearch/xpack/core/ml/inference/results/RawInferenceResults.java b/.../src/main/java/org/elasticsearch/xpack/core/ml/inference/results/RawInferenceResults.java
@@ -5,43 +5,51 @@
  */
 package org.elasticsearch.xpack.core.ml.inference.results;
 
-import org.elasticsearch.common.io.stream.StreamInput;
 import org.elasticsearch.common.io.stream.StreamOutput;
 import org.elasticsearch.ingest.IngestDocument;
 
 import java.io.IOException;
+import java.util.Arrays;
 import java.util.Map;
 import java.util.Objects;
 
-public class RawInferenceResults extends SingleValueInferenceResults {
+public class RawInferenceResults implements InferenceResults {
 
     public static final String NAME = "raw";
 
-    public RawInferenceResults(double value, Map<String, Double> featureImportance) {
-        super(value, featureImportance);
+    private final double[] value;
+    private final Map<String, Double> featureImportance;
+
+    public RawInferenceResults(double[] value, Map<String, Double> featureImportance) {
+        this.value = value;
+        this.featureImportance = featureImportance;
+    }
+
+    public double[] getValue() {
+        return value;
     }
 
-    public RawInferenceResults(StreamInput in) throws IOException {
-        super(in);
+    public Map<String, Double> getFeatureImportance() {
+        return featureImportance;
     }
 
     @Override
     public void writeTo(StreamOutput out) throws IOException {
-        super.writeTo(out);
+        throw new UnsupportedOperationException("[raw] does not support wire serialization");
     }
 
     @Override
     public boolean equals(Object object) {
         if (object == this) { return true; }
         if (object == null || getClass() != object.getClass()) { return false; }
         RawInferenceResults that = (RawInferenceResults) object;
-        return Objects.equals(value(), that.value())
-            && Objects.equals(getFeatureImportance(), that.getFeatureImportance());
+        return Arrays.equals(value, that.value)
+            && Objects.equals(featureImportance, that.featureImportance);
     }
 
     @Override
     public int hashCode() {
-        return Objects.hash(value(), getFeatureImportance());
+        return Objects.hash(Arrays.hashCode(value), featureImportance);
     }
 
     @Override

diff --git a/...rc/main/java/org/elasticsearch/xpack/core/ml/inference/trainedmodel/InferenceHelpers.java b/...rc/main/java/org/elasticsearch/xpack/core/ml/inference/trainedmodel/InferenceHelpers.java
@@ -26,30 +26,29 @@ private InferenceHelpers() { }
     /**
      * @return Tuple of the highest scored index and the top classes
      */
-    public static Tuple<Integer, List<ClassificationInferenceResults.TopClassEntry>> topClasses(List<Double> probabilities,
+    public static Tuple<Integer, List<ClassificationInferenceResults.TopClassEntry>> topClasses(double[] probabilities,
                                                                                                 List<String> classificationLabels,
                                                                                                 @Nullable double[] classificationWeights,
                                                                                                 int numToInclude) {
 
-        if (classificationLabels != null && probabilities.size() != classificationLabels.size()) {
+        if (classificationLabels != null && probabilities.length != classificationLabels.size()) {
             throw ExceptionsHelper
                 .serverError(
                     "model returned classification probabilities of size [{}] which is not equal to classification labels size [{}]",
                     null,
-                    probabilities.size(),
+                    probabilities.length,
                     classificationLabels.size());
         }
 
-        List<Double> scores = classificationWeights == null ?
+        double[] scores = classificationWeights == null ?
             probabilities :
-            IntStream.range(0, probabilities.size())
-                .mapToDouble(i -> probabilities.get(i) * classificationWeights[i])
-                .boxed()
-                .collect(Collectors.toList());
+            IntStream.range(0, probabilities.length)
+                .mapToDouble(i -> probabilities[i] * classificationWeights[i])
+                .toArray();
 
-        int[] sortedIndices = IntStream.range(0, probabilities.size())
+        int[] sortedIndices = IntStream.range(0, scores.length)
             .boxed()
-            .sorted(Comparator.comparing(scores::get).reversed())
+            .sorted(Comparator.comparing(i -> scores[(Integer)i]).reversed())
             .mapToInt(i -> i)
             .toArray();
 
@@ -59,14 +58,14 @@ public static Tuple<Integer, List<ClassificationInferenceResults.TopClassEntry>>
 
         List<String> labels = classificationLabels == null ?
             // If we don't have the labels we should return the top classification values anyways, they will just be numeric
-            IntStream.range(0, probabilities.size()).boxed().map(String::valueOf).collect(Collectors.toList()) :
+            IntStream.range(0, probabilities.length).boxed().map(String::valueOf).collect(Collectors.toList()) :
             classificationLabels;
 
-        int count = numToInclude < 0 ? probabilities.size() : Math.min(numToInclude, probabilities.size());
+        int count = numToInclude < 0 ? probabilities.length : Math.min(numToInclude, probabilities.length);
         List<ClassificationInferenceResults.TopClassEntry> topClassEntries = new ArrayList<>(count);
         for(int i = 0; i < count; i++) {
             int idx = sortedIndices[i];
-            topClassEntries.add(new ClassificationInferenceResults.TopClassEntry(labels.get(idx), probabilities.get(idx), scores.get(idx)));
+            topClassEntries.add(new ClassificationInferenceResults.TopClassEntry(labels.get(idx), probabilities[idx], scores[idx]));
         }
 
         return Tuple.tuple(sortedIndices[0], topClassEntries);

diff --git a/...re/src/main/java/org/elasticsearch/xpack/core/ml/inference/trainedmodel/TrainedModel.java b/...re/src/main/java/org/elasticsearch/xpack/core/ml/inference/trainedmodel/TrainedModel.java
@@ -6,6 +6,7 @@
 package org.elasticsearch.xpack.core.ml.inference.trainedmodel;
 
 import org.apache.lucene.util.Accountable;
+import org.elasticsearch.Version;
 import org.elasticsearch.common.Nullable;
 import org.elasticsearch.common.io.stream.NamedWriteable;
 import org.elasticsearch.xpack.core.ml.inference.results.InferenceResults;
@@ -62,4 +63,8 @@ public interface TrainedModel extends NamedXContentObject, NamedWriteable, Accou
      * @return A {@code Map<String, Double>} mapping each featureName to its importance
      */
     Map<String, Double> featureImportance(Map<String, Object> fields, Map<String, String> featureDecoder);
+
+    default Version getMinimalCompatibilityVersion() {
+        return Version.V_7_6_0;
+    }
 }
diff --git a/...c/main/java/org/elasticsearch/xpack/core/ml/inference/trainedmodel/ensemble/Ensemble.java b/...c/main/java/org/elasticsearch/xpack/core/ml/inference/trainedmodel/ensemble/Ensemble.java
@@ -8,6 +8,7 @@
 import org.apache.lucene.util.Accountable;
 import org.apache.lucene.util.Accountables;
 import org.apache.lucene.util.RamUsageEstimator;
+import org.elasticsearch.Version;
 import org.elasticsearch.common.Nullable;
 import org.elasticsearch.common.ParseField;
 import org.elasticsearch.common.collect.Tuple;
@@ -20,7 +21,6 @@
 import org.elasticsearch.xpack.core.ml.inference.results.InferenceResults;
 import org.elasticsearch.xpack.core.ml.inference.results.RawInferenceResults;
 import org.elasticsearch.xpack.core.ml.inference.results.RegressionInferenceResults;
-import org.elasticsearch.xpack.core.ml.inference.results.SingleValueInferenceResults;
 import org.elasticsearch.xpack.core.ml.inference.trainedmodel.ClassificationConfig;
 import org.elasticsearch.xpack.core.ml.inference.trainedmodel.InferenceConfig;
 import org.elasticsearch.xpack.core.ml.inference.trainedmodel.InferenceHelpers;
@@ -139,19 +139,20 @@ public InferenceResults infer(Map<String, Object> fields, InferenceConfig config
             throw ExceptionsHelper.badRequestException(
                 "Cannot infer using configuration for [{}] when model target_type is [{}]", config.getName(), targetType.toString());
         }
-        List<Double> inferenceResults = new ArrayList<>(this.models.size());
+        double[][] inferenceResults = new double[this.models.size()][];
         List<Map<String, Double>> featureInfluence = new ArrayList<>();
+        int i = 0;
         NullInferenceConfig subModelInferenceConfig = new NullInferenceConfig(config.requestingImportance());
-        this.models.forEach(model -> {
+        for (TrainedModel model : models) {
             InferenceResults result = model.infer(fields, subModelInferenceConfig, Collections.emptyMap());
-            assert result instanceof SingleValueInferenceResults;
-            SingleValueInferenceResults inferenceResult = (SingleValueInferenceResults) result;
-            inferenceResults.add(inferenceResult.value());
+            assert result instanceof RawInferenceResults;
+            RawInferenceResults inferenceResult = (RawInferenceResults) result;
+            inferenceResults[i++] = inferenceResult.getValue();
             if (config.requestingImportance()) {
                 featureInfluence.add(inferenceResult.getFeatureImportance());
             }
-        });
-        List<Double> processed = outputAggregator.processValues(inferenceResults);
+        }
+        double[] processed = outputAggregator.processValues(inferenceResults);
         return buildResults(processed, featureInfluence, config, featureDecoderMap);
     }
 
@@ -160,13 +161,13 @@ public TargetType targetType() {
         return targetType;
     }
 
-    private InferenceResults buildResults(List<Double> processedInferences,
+    private InferenceResults buildResults(double[] processedInferences,
                                           List<Map<String, Double>> featureInfluence,
                                           InferenceConfig config,
                                           Map<String, String> featureDecoderMap) {
         // Indicates that the config is useless and the caller just wants the raw value
         if (config instanceof NullInferenceConfig) {
-            return new RawInferenceResults(outputAggregator.aggregate(processedInferences),
+            return new RawInferenceResults(new double[] {outputAggregator.aggregate(processedInferences)},
                 InferenceHelpers.decodeFeatureImportances(featureDecoderMap, mergeFeatureImportances(featureInfluence)));
         }
         switch(targetType) {
@@ -176,7 +177,7 @@ private InferenceResults buildResults(List<Double> processedInferences,
                     InferenceHelpers.decodeFeatureImportances(featureDecoderMap, mergeFeatureImportances(featureInfluence)));
             case CLASSIFICATION:
                 ClassificationConfig classificationConfig = (ClassificationConfig) config;
-                assert classificationWeights == null || processedInferences.size() == classificationWeights.length;
+                assert classificationWeights == null || processedInferences.length == classificationWeights.length;
                 // Adjust the probabilities according to the thresholds
                 Tuple<Integer, List<ClassificationInferenceResults.TopClassEntry>> topClasses = InferenceHelpers.topClasses(
                     processedInferences,
@@ -356,6 +357,11 @@ public Collection<Accountable> getChildResources() {
         return Collections.unmodifiableCollection(accountables);
     }
 
+    @Override
+    public Version getMinimalCompatibilityVersion() {
+        return models.stream().map(TrainedModel::getMinimalCompatibilityVersion).max(Version::compareTo).orElse(Version.V_7_6_0);
+    }
+
     public static class Builder {
         private List<String> featureNames;
         private List<TrainedModel> trainedModels;

diff --git a/...a/org/elasticsearch/xpack/core/ml/inference/trainedmodel/ensemble/LogisticRegression.java b/...a/org/elasticsearch/xpack/core/ml/inference/trainedmodel/ensemble/LogisticRegression.java
@@ -19,9 +19,9 @@
 import java.util.Arrays;
 import java.util.List;
 import java.util.Objects;
-import java.util.stream.IntStream;
 
 import static org.elasticsearch.xpack.core.ml.inference.utils.Statistics.sigmoid;
+import static org.elasticsearch.xpack.core.ml.inference.utils.Statistics.softMax;
 
 public class LogisticRegression implements StrictlyParsedOutputAggregator, LenientlyParsedOutputAggregator {
 
@@ -78,31 +78,39 @@ public Integer expectedValueSize() {
     }
 
     @Override
-    public List<Double> processValues(List<Double> values) {
+    public double[] processValues(double[][] values) {
         Objects.requireNonNull(values, "values must not be null");
-        if (weights != null && values.size() != weights.length) {
+        if (weights != null && values.length != weights.length) {
             throw new IllegalArgumentException("values must be the same length as weights.");
         }
-        double summation = weights == null ?
-            values.stream().mapToDouble(Double::valueOf).sum() :
-            IntStream.range(0, weights.length).mapToDouble(i -> values.get(i) * weights[i]).sum();
-        double probOfClassOne = sigmoid(summation);
+        double[] sumOnAxis1 = new double[values[0].length];
+        for (int j = 0; j < values.length; j++) {
+            double[] value = values[j];
+            double weight = weights == null ? 1.0 : weights[j];
+            for(int i = 0; i < value.length; i++) {
+                if (i >= sumOnAxis1.length) {
+                    throw new IllegalArgumentException("value entries must have the same dimensions");
+                }
+                sumOnAxis1[i] += (value[i] * weight);
+            }
+        }
+        if (sumOnAxis1.length > 1) {
+            return softMax(sumOnAxis1);
+        }
+
+        double probOfClassOne = sigmoid(sumOnAxis1[0]);
         assert 0.0 <= probOfClassOne && probOfClassOne <= 1.0;
-        return Arrays.asList(1.0 - probOfClassOne, probOfClassOne);
+        return new double[] {1.0 - probOfClassOne, probOfClassOne};
     }
 
     @Override
-    public double aggregate(List<Double> values) {
+    public double aggregate(double[] values) {
         Objects.requireNonNull(values, "values must not be null");
-        assert values.size() == 2;
         int bestValue = 0;
         double bestProb = Double.NEGATIVE_INFINITY;
-        for (int i = 0; i < values.size(); i++) {
-            if (values.get(i) == null) {
-                throw new IllegalArgumentException("values must not contain null values");
-            }
-            if (values.get(i) > bestProb) {
-                bestProb = values.get(i);
+        for (int i = 0; i < values.length; i++) {
+            if (values[i] > bestProb) {
+                bestProb = values[i];
                 bestValue = i;
             }
         }