elasticsearch/docs/reference/ml/anomaly-detection
Valeriy Khakhutskyy 95758e88a2
[ML] Explain anomaly score factors (#90675)
This PR surfaces new information about the impact of the factors on the initial anomaly score in the anomaly record:

- single bucket impact is determined by the deviation between actual and typical in the current bucket
- multi-bucket impact is determined by the deviation between actual and typical in the past 12 buckets
- anomaly characteristics are statistical properties of the current anomaly compared to the historical observations
- high variance penalty is the reduction of anomaly score in the buckets with large confidence intervals.
- incomplete bucket penalty is the reduction of anomaly score in the buckets with fewer samples than historically expected.

Additionally, we compute lower- and upper-confidence bounds and the typical value for the anomaly records. This improves the explainability of the cases where the model plot is not activated with only a slight overhead in performance (1-2%).
2022-10-12 16:57:06 +02:00
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apis [ML] Explain anomaly score factors (#90675) 2022-10-12 16:57:06 +02:00
functions [DOCS] Adds note to time_of_week function about how values are calculated (#87871) 2022-06-22 10:22:49 +02:00
ml-configuring-aggregations.asciidoc [DOCS] Simplifies composite aggregation recommendation (#89878) 2022-09-07 17:54:05 +02:00
ml-configuring-alerts.asciidoc [DOCS] Resizes anomaly detection screenshot properly. (#89544) 2022-08-23 16:38:15 +02:00
ml-configuring-categories.asciidoc [DOCS] Remove testenv annotations from doc snippet tests (#80023) 2021-11-05 18:38:50 -04:00
ml-configuring-detector-custom-rules.asciidoc [DOCS] Fixes links to machine learning concepts (#75194) 2021-07-09 13:09:03 -07:00
ml-configuring-populations.asciidoc [DOCS] Clarifies terminology in Performing population analysis page. (#74237) 2021-06-18 09:03:38 +02:00
ml-configuring-transform.asciidoc [DOCS] Fix typo in anomaly detection example (#87668) 2022-06-14 14:34:33 -07:00
ml-configuring-url.asciidoc [DOCS] Replaces index pattern in ML docs (#77041) 2021-09-01 10:26:06 -07:00
ml-delayed-data-detection.asciidoc [DOCS] Anomaly detection: Visualize delayed data (#75098) 2021-07-13 18:06:07 -07:00