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[ML] More efficient predictions and fix flaky test #2296

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merged 7 commits into from
Jun 7, 2022

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tveasey
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@tveasey tveasey commented Jun 6, 2022

This changes the way we set up the data frame for prediction since it doesn't need to cache loss derivatives. It also reworks the test for adding trees in incremental training. In particular, it switches measuring the accuracy on the hold out set to use the corrected loss. This is used for selecting the best model. It also prepares the hold data set more carefully to mix in out of domain data.

Closes #2271.

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LGTM. Good catch in the unit test!

lib/maths/analytics/CBoostedTreeFactory.cc Outdated Show resolved Hide resolved
lib/maths/analytics/unittest/CBoostedTreeTest.cc Outdated Show resolved Hide resolved
Comment on lines +1560 to +1563
// We fix the tree topology penalty because its initialization is
// affected by the maxNumNewTrees. Changing the parameter ranges for
// trainIncremental means we can no longer be sure that the hold out
// loss is no larger when we _optionally_ allow adding extra trees.
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Oh, that's a good catch 🚀

tveasey and others added 2 commits June 7, 2022 11:04
Co-authored-by: Valeriy Khakhutskyy <[email protected]>
Co-authored-by: Valeriy Khakhutskyy <[email protected]>
@tveasey tveasey merged commit 111fe10 into elastic:feature/incremental-learning Jun 7, 2022
@tveasey tveasey deleted the fix-test branch June 7, 2022 10:24
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2 participants