Data frame analytics dynamically determines the classification field type. This field type then dictates the encoded JSON that is written to Elasticsearch.
Inference needs to know about this field type so that it may provide the EXACT SAME predicted values as analytics.
Here is added a new field `prediction_field_type` which indicates the desired type. Options are: `string` (DEFAULT), `number`, `boolean` (where close_to(1.0) == true, false otherwise).
Analytics provides the default `prediction_field_type` when the model is created from the process.
A new field called `inference_config` is now added to the trained model config object. This new field allows for default inference settings from analytics or some external model builder.
The inference processor can still override whatever is set as the default in the trained model config.
Adds a new `default_field_map` field to trained model config objects.
This allows the model creator to supply field map if it knows that there should be some map for inference to work directly against the training data.
The use case internally is having analytics jobs supply a field mapping for multi-field fields. This allows us to use the model "out of the box" on data where we trained on `foo.keyword` but the `_source` only references `foo`.
This adds machine learning model feature importance calculations to the inference processor.
The new flag in the configuration matches the analytics parameter name: `num_top_feature_importance_values`
Example:
```
"inference": {
"field_mappings": {},
"model_id": "my_model",
"inference_config": {
"regression": {
"num_top_feature_importance_values": 3
}
}
}
```
This will write to the document as follows:
```
"inference" : {
"feature_importance" : {
"FlightTimeMin" : -76.90955548511226,
"FlightDelayType" : 114.13514762158526,
"DistanceMiles" : 13.731580450792187
},
"predicted_value" : 108.33165831875137,
"model_id" : "my_model"
}
```
This is done through calculating the [SHAP values](https://arxiv.org/abs/1802.03888).
It requires that models have populated `number_samples` for each tree node. This is not available to models that were created before 7.7.
Additionally, if the inference config is requesting feature_importance, and not all nodes have been upgraded yet, it will not allow the pipeline to be created. This is to safe-guard in a mixed-version environment where only some ingest nodes have been upgraded.
NOTE: the algorithm is a Java port of the one laid out in ml-cpp: https://github.com/elastic/ml-cpp/blob/master/lib/maths/CTreeShapFeatureImportance.cc
usability blocked by: https://github.com/elastic/ml-cpp/pull/991
