[7.x][ML] Extend default evaluation metrics to all available (#63939)

x-pack/plugin/core/src/main/java/org/elasticsearch/xpack/core/ml/dataframe/evaluation/classification/Classification.java

@@ -93,7 +93,7 @@ public Classification(String actualField,
  }
 
  private static List<EvaluationMetric> defaultMetrics() {
- return Arrays.asList(new MulticlassConfusionMatrix());
+ return Arrays.asList(new Accuracy(), new MulticlassConfusionMatrix(), new Precision(), new Recall());
  }
 
  public Classification(StreamInput in) throws IOException {

x-pack/plugin/core/src/main/java/org/elasticsearch/xpack/core/ml/dataframe/evaluation/regression/Huber.java

@@ -80,6 +80,10 @@ public Huber(StreamInput in) throws IOException {
  this.delta = in.readDouble();
  }
 
+ public Huber() {
+ this(DEFAULT_DELTA);
+ }
+
  public Huber(@Nullable Double delta) {
  this.delta = delta != null ? delta : DEFAULT_DELTA;
  }

x-pack/plugin/core/src/main/java/org/elasticsearch/xpack/core/ml/dataframe/evaluation/regression/Regression.java

@@ -76,7 +76,7 @@ public Regression(String actualField, String predictedField, @Nullable List<Eval
  }
 
  private static List<EvaluationMetric> defaultMetrics() {
- return Arrays.asList(new MeanSquaredError(), new RSquared());
+ return Arrays.asList(new MeanSquaredError(), new RSquared(), new Huber());
  }
 
  public Regression(StreamInput in) throws IOException {

x-pack/plugin/core/src/test/java/org/elasticsearch/xpack/core/ml/dataframe/evaluation/classification/ClassificationTests.java

@@ -40,6 +40,7 @@
 
 import static org.elasticsearch.test.hamcrest.OptionalMatchers.isEmpty;
 import static org.elasticsearch.test.hamcrest.OptionalMatchers.isPresent;
+import static org.hamcrest.Matchers.containsInAnyOrder;
 import static org.hamcrest.Matchers.equalTo;
 import static org.hamcrest.Matchers.greaterThan;
 import static org.hamcrest.Matchers.is;
@@ -110,6 +111,14 @@ public void testConstructor_GivenEmptyMetrics() {
  assertThat(e.getMessage(), equalTo("[classification] must have one or more metrics"));
  }
 
+ public void testConstructor_GivenDefaultMetrics() {
+ Classification classification = new Classification("actual", "predicted", null, null);
+
+ List<EvaluationMetric> metrics = classification.getMetrics();
+
+ assertThat(metrics, containsInAnyOrder(new Accuracy(), new MulticlassConfusionMatrix(), new Precision(), new Recall()));
+ }
+
  public void testGetFields() {
  Classification evaluation = new Classification("foo", "bar", "results", null);
  EvaluationFields fields = evaluation.getFields();

x-pack/plugin/core/src/test/java/org/elasticsearch/xpack/core/ml/dataframe/evaluation/outlierdetection/OutlierDetectionTests.java

@@ -25,6 +25,7 @@
 import java.util.Collections;
 import java.util.List;
 
+import static org.hamcrest.Matchers.containsInAnyOrder;
 import static org.hamcrest.Matchers.equalTo;
 import static org.hamcrest.Matchers.greaterThan;
 import static org.hamcrest.Matchers.is;
@@ -89,6 +90,17 @@ public void testConstructor_GivenEmptyMetrics() {
  assertThat(e.getMessage(), equalTo("[outlier_detection] must have one or more metrics"));
  }
 
+ public void testConstructor_GivenDefaultMetrics() {
+ OutlierDetection outlierDetection = new OutlierDetection("actual", "predicted", null);
+
+ List<EvaluationMetric> metrics = outlierDetection.getMetrics();
+
+ assertThat(metrics, containsInAnyOrder(new AucRoc(false),
+ new Precision(Arrays.asList(0.25, 0.5, 0.75)),
+ new Recall(Arrays.asList(0.25, 0.5, 0.75)),
+ new ConfusionMatrix(Arrays.asList(0.25, 0.5, 0.75))));
+ }
+
  public void testGetFields() {
  OutlierDetection evaluation = new OutlierDetection("foo", "bar", null);
  EvaluationFields fields = evaluation.getFields();

x-pack/plugin/core/src/test/java/org/elasticsearch/xpack/core/ml/dataframe/evaluation/regression/RegressionTests.java

@@ -25,6 +25,7 @@
 import java.util.Collections;
 import java.util.List;
 
+import static org.hamcrest.Matchers.containsInAnyOrder;
 import static org.hamcrest.Matchers.equalTo;
 import static org.hamcrest.Matchers.greaterThan;
 import static org.hamcrest.Matchers.is;
@@ -76,6 +77,14 @@ public void testConstructor_GivenEmptyMetrics() {
  assertThat(e.getMessage(), equalTo("[regression] must have one or more metrics"));
  }
 
+ public void testConstructor_GivenDefaultMetrics() {
+ Regression regression = new Regression("actual", "predicted", null);
+
+ List<EvaluationMetric> metrics = regression.getMetrics();
+
+ assertThat(metrics, containsInAnyOrder(new Huber(), new MeanSquaredError(), new RSquared()));
+ }
+
  public void testGetFields() {
  Regression evaluation = new Regression("foo", "bar", null);
  EvaluationFields fields = evaluation.getFields();

x-pack/plugin/ml/qa/native-multi-node-tests/src/javaRestTest/java/org/elasticsearch/xpack/ml/integration/ClassificationEvaluationIT.java

@@ -33,6 +33,7 @@
 import static java.util.stream.Collectors.toList;
 import static org.hamcrest.Matchers.closeTo;
 import static org.hamcrest.Matchers.contains;
+import static org.hamcrest.Matchers.containsInAnyOrder;
 import static org.hamcrest.Matchers.containsString;
 import static org.hamcrest.Matchers.empty;
 import static org.hamcrest.Matchers.equalTo;
@@ -82,7 +83,13 @@ public void testEvaluate_DefaultMetrics() {
  assertThat(evaluateDataFrameResponse.getEvaluationName(), equalTo(Classification.NAME.getPreferredName()));
  assertThat(
  evaluateDataFrameResponse.getMetrics().stream().map(EvaluationMetricResult::getMetricName).collect(toList()),
- contains(MulticlassConfusionMatrix.NAME.getPreferredName()));
+ containsInAnyOrder(
+ MulticlassConfusionMatrix.NAME.getPreferredName(),
+ Accuracy.NAME.getPreferredName(),
+ Precision.NAME.getPreferredName(),
+ Recall.NAME.getPreferredName()
+ )
+ );
  }
 
  public void testEvaluate_AllMetrics() {

x-pack/plugin/ml/qa/native-multi-node-tests/src/javaRestTest/java/org/elasticsearch/xpack/ml/integration/RegressionEvaluationIT.java

@@ -25,6 +25,7 @@
 import static java.util.stream.Collectors.toList;
 import static org.hamcrest.Matchers.closeTo;
 import static org.hamcrest.Matchers.contains;
+import static org.hamcrest.Matchers.containsInAnyOrder;
 import static org.hamcrest.Matchers.equalTo;
 import static org.hamcrest.Matchers.hasSize;
 
@@ -53,7 +54,12 @@ public void testEvaluate_DefaultMetrics() {
  assertThat(evaluateDataFrameResponse.getEvaluationName(), equalTo(Regression.NAME.getPreferredName()));
  assertThat(
  evaluateDataFrameResponse.getMetrics().stream().map(EvaluationMetricResult::getMetricName).collect(toList()),
- contains(MeanSquaredError.NAME.getPreferredName(), RSquared.NAME.getPreferredName()));
+ containsInAnyOrder(
+ MeanSquaredError.NAME.getPreferredName(),
+ RSquared.NAME.getPreferredName(),
+ Huber.NAME.getPreferredName()
+ )
+ );
  }
 
  public void testEvaluate_AllMetrics() {

x-pack/plugin/src/test/resources/rest-api-spec/test/ml/evaluate_data_frame.yml

@@ -938,6 +938,10 @@ setup:
  }
 
  - is_true: classification.multiclass_confusion_matrix
+ - is_true: classification.accuracy
+ - is_true: classification.precision
+ - is_true: classification.recall
+ - is_false: classification.auc_roc
 ---
 "Test classification given missing actual_field":
  - do:
@@ -1104,8 +1108,8 @@ setup:
 
  - match: { regression.mse.value: 28.67749840974834 }
  - match: { regression.r_squared.value: 0.8551031778603486 }
+ - match: { regression.huber.value: 1.9205280586939963 }
  - is_false: regression.msle.value
- - is_false: regression.huber.value
 ---
 "Test regression given missing actual_field":
  - do: