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Supported Algorithms

ML Commons supports various algorithms to help train and predict machine learning (ML) models or test data-driven predictions without a model. This page outlines the algorithms supported by the ML Commons plugin and the API operations they support.

Common limitation

Except for the Localization algorithm, all of the following algorithms can only support retrieving 10,000 documents from an index as an input.

K-Means

K-Means is a simple and popular unsupervised clustering ML algorithm built on top of Tribuo library. K-Means will randomly choose centroids, then calculate iteratively to optimize the position of the centroids until each observation belongs to the cluster with the nearest mean.

Parameters

Parameter Type Description Default Value
centroids integer The number of clusters in which to group the generated data 2
iterations integer The number of iterations to perform against the data until a mean generates 10
distance_type enum, such as EUCLIDEAN, COSINE, or L1 The type of measurement from which to measure the distance between centroids EUCLIDEAN

APIs

Example

The following example uses the Iris Data index to train K-Means synchronously.

POST /_plugins/_ml/_train/kmeans
{
    "parameters": {
        "centroids": 3,
        "iterations": 10,
        "distance_type": "COSINE"
    },
    "input_query": {
        "_source": ["petal_length_in_cm", "petal_width_in_cm"],
        "size": 10000
    },
    "input_index": [
        "iris_data"
    ]
}

Limitations

The training process supports multi-threads, but the number of threads should be less than half of the number of CPUs.

Linear regression

Linear regression maps the linear relationship between inputs and outputs. In ML Commons, the linear regression algorithm is adopted from the public machine learning library Tribuo, which offers multidimensional linear regression models. The model supports the linear optimizer in training, including popular approaches like Linear Decay, SQRT_DECAY, ADA, ADAM, and RMS_DROP.

Parameters

Parameter Type Description Default Value
learningRate Double The rate of speed at which the gradient moves during descent 0.01
momentumFactor Double The medium-term from which the regressor rises or falls 0
epsilon Double The criteria used to identify a linear model 1.00E-06
beta1 Double The estimated exponential decay for the moment 0.9
beta2 Double The estimated exponential decay for the moment 0.99
decayRate Double The rate at which the model decays exponentially 0.9
momentumType MomentumType The defined Stochastic Gradient Descent (SDG) momentum type that helps accelerate gradient vectors in the right directions, leading to a fast convergence STANDARD
optimizerType OptimizerType The optimizer used in the model SIMPLE_SGD

APIs

Example

The following example creates a new prediction based on the previously trained linear regression model.

Request

POST _plugins/_ml/_predict/LINEAR_REGRESSION/ROZs-38Br5eVE0lTsoD9
{
  "parameters": {
    "target": "price"
  },
  "input_data": {
    "column_metas": [
      {
        "name": "A",
        "column_type": "DOUBLE"
      },
      {
        "name": "B",
        "column_type": "DOUBLE"
      }
    ],
    "rows": [
      {
        "values": [
          {
            "column_type": "DOUBLE",
            "value": 3
          },
          {
            "column_type": "DOUBLE",
            "value": 5
          }
        ]
      }
    ]
  }
}

Response

{
  "status": "COMPLETED",
  "prediction_result": {
    "column_metas": [
      {
        "name": "price",
        "column_type": "DOUBLE"
      }
    ],
    "rows": [
      {
        "values": [
          {
            "column_type": "DOUBLE",
            "value": 17.25701855310131
          }
        ]
      }
    ]
  }
}

Limitations

ML Commons only supports the linear Stochastic gradient trainer or optimizer, which cannot effectively map the non-linear relationships in trained data. When used with complicated datasets, the linear Stochastic trainer might cause some convergence problems and inaccurate results.

RCF

Random Cut Forest (RCF) is a probabilistic data structure used primarily for unsupervised anomaly detection. Its use also extends to density estimation and forecasting. OpenSearch leverages RCF for anomaly detection. ML Commons supports two new variants of RCF for different use cases:

  • Batch RCF: Detects anomalies in non-time series data.
  • Fixed in time (FIT) RCF: Detects anomalies in time series data.

Parameters

Batch RCF

Parameter Type Description Default Value
number_of_trees integer The number of trees in the forest 30
sample_size integer The same size used by the stream samplers in the forest 256
output_after integer The number of points required by stream samplers before results return 32
training_data_size integer The size of your training data Dataset size
anomaly_score_threshold double The threshold of the anomaly score 1.0

Fit RCF

All parameters are optional except time_field.

Parameter Type Description Default Value
number_of_trees integer The number of trees in the forest 30
shingle_size integer A shingle, or a consecutive sequence of the most recent records 8
sample_size integer The sample size used by stream samplers in the forest 256
output_after integer The number of points required by stream samplers before results return 32
time_decay double The decay factor used by stream samplers in the forest 0.0001
anomaly_rate double The anomaly rate 0.005
time_field string (Required) The time filed for RCF to use as time series data N/A
date_format string The date and time format for the time_field field “yyyy-MM-ddHH:mm:ss”
time_zone string The time zone for the time_field field “UTC”

APIs

Limitations

For FIT RCF, you can train the model with historical data and store the trained model in your index. The model will be deserialized and predict new data points when using the Predict API. However, the model in the index will not be refreshed with new data, because the model is fixed in time.

Anomaly Localization

The Anomaly Localization algorithm finds subset level-information for aggregate data (for example, aggregated over time) that demonstrates the activity of interest, such as spikes, drops, changes, or anomalies. Localization can be applied in different scenarios, such as data exploration or root cause analysis, to expose the contributors driving the activity of interest in the aggregate data.

Parameters

All parameters are required except filter_query and anomaly_start.

Parameter Type Description Default Value
index_name String The data collection to analyze N/A
attribute_field_names List The fields for entity keys N/A
aggregations List The fields and aggregation for values N/A
time_field_name String The timestamp field null
start_time Long The beginning of the time range 0
end_time Long The end of the time range 0
min_time_interval Long The minimum time interval/scale for analysis 0
num_outputs integer The maximum number of values from localization/slicing 0
filter_query Long (Optional) Reduces the collection of data for analysis Optional.empty()
anomaly_star QueryBuilder (Optional) The time after which the data will be analyzed Optional.empty()

Example

The following example executes Anomaly Localization against an RCA index.

Request

POST /_plugins/_ml/_execute/anomaly_localization
{
  "index_name": "rca-index",
  "attribute_field_names": [
    "attribute"
  ],
  "aggregations": [
    {
      "sum": {
        "sum": {
          "field": "value"
        }
      }
    }
  ],
  "time_field_name": "timestamp",
  "start_time": 1620630000000,
  "end_time": 1621234800000,
  "min_time_interval": 86400000,
  "num_outputs": 10
}

Response

The API responds with the sum of the contribution and base values per aggregation, every time the algorithm executes in the specified time interval.

{
  "results" : [
    {
      "name" : "sum",
      "result" : {
        "buckets" : [
          {
            "start_time" : 1620630000000,
            "end_time" : 1620716400000,
            "overall_aggregate_value" : 65.0
          },
          {
            "start_time" : 1620716400000,
            "end_time" : 1620802800000,
            "overall_aggregate_value" : 75.0,
            "entities" : [
              {
                "key" : [
                  "attr0"
                ],
                "contribution_value" : 1.0,
                "base_value" : 2.0,
                "new_value" : 3.0
              },
              {
                "key" : [
                  "attr1"
                ],
                "contribution_value" : 1.0,
                "base_value" : 3.0,
                "new_value" : 4.0
              },
              {
                ...
              },
             {
                "key" : [
                  "attr8"
                ],
                "contribution_value" : 6.0,
                "base_value" : 10.0,
                "new_value" : 16.0
              },
              {
                "key" : [
                  "attr9"
                ],
                "contribution_value" : 6.0,
                "base_value" : 11.0,
                "new_value" : 17.0
              }
            ]
          }
        ]
      }
    }
  ]
}

Limitations

The Localization algorithm can only be executed directly. Therefore, it cannot be used with the ML Commons Train and Predict APIs.