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Separate ChangeDetectorTests and ChangePointAggregatorTests.
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‎x-pack/plugin/ml/src/test/java/org/elasticsearch/xpack/ml/aggs/changepoint/ChangeDetectorTests.java‎

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/*
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* Copyright Elasticsearch B.V. and/or licensed to Elasticsearch B.V. under one
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* or more contributor license agreements. Licensed under the Elastic License
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* 2.0; you may not use this file except in compliance with the Elastic License
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* 2.0.
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*/
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package org.elasticsearch.xpack.ml.aggs.changepoint;
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import org.apache.commons.math3.distribution.GammaDistribution;
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import org.apache.commons.math3.distribution.NormalDistribution;
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import org.apache.commons.math3.random.RandomGeneratorFactory;
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import org.elasticsearch.common.Randomness;
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import org.elasticsearch.search.aggregations.AggregatorTestCase;
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import java.util.concurrent.atomic.AtomicInteger;
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import java.util.stream.DoubleStream;
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import static org.hamcrest.Matchers.equalTo;
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import static org.hamcrest.Matchers.greaterThan;
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import static org.hamcrest.Matchers.lessThan;
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public class ChangeDetectorTests extends AggregatorTestCase {
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public void testStationaryFalsePositiveRate() {
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NormalDistribution normal = new NormalDistribution(RandomGeneratorFactory.createRandomGenerator(Randomness.get()), 0, 2);
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int fp = 0;
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for (int i = 0; i < 100; i++) {
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double[] bucketValues = DoubleStream.generate(() -> 10 + normal.sample()).limit(40).toArray();
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ChangeDetector.TestStats test = new ChangeDetector(bucketValues).testForChange(1e-4);
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fp += test.type() == ChangeDetector.Type.STATIONARY ? 0 : 1;
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}
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assertThat(fp, lessThan(10));
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fp = 0;
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GammaDistribution gamma = new GammaDistribution(RandomGeneratorFactory.createRandomGenerator(Randomness.get()), 1, 2);
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for (int i = 0; i < 100; i++) {
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double[] bucketValues = DoubleStream.generate(() -> gamma.sample()).limit(40).toArray();
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ChangeDetector.TestStats test = new ChangeDetector(bucketValues).testForChange(1e-4);
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fp += test.type() == ChangeDetector.Type.STATIONARY ? 0 : 1;
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}
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assertThat(fp, lessThan(10));
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}
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public void testSampledDistributionTestFalsePositiveRate() {
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NormalDistribution normal = new NormalDistribution(RandomGeneratorFactory.createRandomGenerator(Randomness.get()), 0.0, 1.0);
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int fp = 0;
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for (int i = 0; i < 100; i++) {
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double[] bucketValues = DoubleStream.generate(() -> 10 + normal.sample()).limit(5000).toArray();
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ChangeDetector.TestStats test = new ChangeDetector(bucketValues).testForChange(1e-4);
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fp += test.type() == ChangeDetector.Type.STATIONARY ? 0 : 1;
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}
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assertThat(fp, lessThan(10));
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}
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public void testNonStationaryFalsePositiveRate() {
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NormalDistribution normal = new NormalDistribution(RandomGeneratorFactory.createRandomGenerator(Randomness.get()), 0, 2);
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int fp = 0;
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for (int i = 0; i < 100; i++) {
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AtomicInteger j = new AtomicInteger();
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double[] bucketValues = DoubleStream.generate(() -> j.incrementAndGet() + normal.sample()).limit(40).toArray();
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ChangeDetector.TestStats test = new ChangeDetector(bucketValues).testForChange(1e-4);
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fp += test.type() == ChangeDetector.Type.NON_STATIONARY ? 0 : 1;
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}
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assertThat(fp, lessThan(10));
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fp = 0;
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GammaDistribution gamma = new GammaDistribution(RandomGeneratorFactory.createRandomGenerator(Randomness.get()), 1, 2);
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for (int i = 0; i < 100; i++) {
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AtomicInteger j = new AtomicInteger();
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double[] bucketValues = DoubleStream.generate(() -> j.incrementAndGet() + gamma.sample()).limit(40).toArray();
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ChangeDetector.TestStats test = new ChangeDetector(bucketValues).testForChange(1e-4);
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fp += test.type() == ChangeDetector.Type.NON_STATIONARY ? 0 : 1;
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}
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assertThat(fp, lessThan(10));
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}
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public void testStepChangePower() {
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NormalDistribution normal = new NormalDistribution(RandomGeneratorFactory.createRandomGenerator(Randomness.get()), 0, 2);
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int tp = 0;
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for (int i = 0; i < 100; i++) {
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double[] bucketValues = DoubleStream.concat(
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DoubleStream.generate(() -> normal.sample()).limit(20),
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DoubleStream.generate(() -> 10 + normal.sample()).limit(20)
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).toArray();
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ChangeDetector.TestStats test = new ChangeDetector(bucketValues).testForChange(0.05);
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tp += test.type() == ChangeDetector.Type.STEP_CHANGE ? 1 : 0;
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}
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assertThat(tp, greaterThan(80));
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tp = 0;
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GammaDistribution gamma = new GammaDistribution(RandomGeneratorFactory.createRandomGenerator(Randomness.get()), 1, 2);
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for (int i = 0; i < 100; i++) {
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double[] bucketValues = DoubleStream.concat(
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DoubleStream.generate(() -> gamma.sample()).limit(20),
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DoubleStream.generate(() -> 10 + gamma.sample()).limit(20)
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).toArray();
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ChangeDetector.TestStats test = new ChangeDetector(bucketValues).testForChange(0.05);
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tp += test.type() == ChangeDetector.Type.STEP_CHANGE ? 1 : 0;
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}
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assertThat(tp, greaterThan(80));
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}
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public void testTrendChangePower() {
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NormalDistribution normal = new NormalDistribution(RandomGeneratorFactory.createRandomGenerator(Randomness.get()), 0, 2);
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int tp = 0;
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for (int i = 0; i < 100; i++) {
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AtomicInteger j = new AtomicInteger();
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double[] bucketValues = DoubleStream.concat(
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DoubleStream.generate(() -> j.incrementAndGet() + normal.sample()).limit(20),
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DoubleStream.generate(() -> 2.0 * j.incrementAndGet() + normal.sample()).limit(20)
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).toArray();
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ChangeDetector.TestStats test = new ChangeDetector(bucketValues).testForChange(0.05);
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tp += test.type() == ChangeDetector.Type.TREND_CHANGE ? 1 : 0;
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}
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assertThat(tp, greaterThan(80));
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tp = 0;
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GammaDistribution gamma = new GammaDistribution(RandomGeneratorFactory.createRandomGenerator(Randomness.get()), 1, 2);
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for (int i = 0; i < 100; i++) {
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AtomicInteger j = new AtomicInteger();
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double[] bucketValues = DoubleStream.concat(
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DoubleStream.generate(() -> j.incrementAndGet() + gamma.sample()).limit(20),
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DoubleStream.generate(() -> 2.0 * j.incrementAndGet() + gamma.sample()).limit(20)
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).toArray();
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ChangeDetector.TestStats test = new ChangeDetector(bucketValues).testForChange(0.05);
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tp += test.type() == ChangeDetector.Type.TREND_CHANGE ? 1 : 0;
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}
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assertThat(tp, greaterThan(80));
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}
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public void testDistributionChangeTestPower() {
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NormalDistribution normal1 = new NormalDistribution(RandomGeneratorFactory.createRandomGenerator(Randomness.get()), 0.0, 1.0);
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NormalDistribution normal2 = new NormalDistribution(RandomGeneratorFactory.createRandomGenerator(Randomness.get()), 0.0, 10.0);
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int tp = 0;
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for (int i = 0; i < 100; i++) {
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double[] bucketValues = DoubleStream.concat(
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DoubleStream.generate(() -> 10 + normal1.sample()).limit(50),
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DoubleStream.generate(() -> 10 + normal2.sample()).limit(50)
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).toArray();
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ChangeDetector.TestStats test = new ChangeDetector(bucketValues).testForChange(0.05);
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tp += test.type() == ChangeDetector.Type.DISTRIBUTION_CHANGE ? 1 : 0;
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}
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assertThat(tp, greaterThan(90));
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}
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public void testMultipleChanges() {
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NormalDistribution normal1 = new NormalDistribution(RandomGeneratorFactory.createRandomGenerator(Randomness.get()), 78.0, 3.0);
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NormalDistribution normal2 = new NormalDistribution(RandomGeneratorFactory.createRandomGenerator(Randomness.get()), 40.0, 6.0);
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NormalDistribution normal3 = new NormalDistribution(RandomGeneratorFactory.createRandomGenerator(Randomness.get()), 1.0, 0.3);
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int tp = 0;
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for (int i = 0; i < 100; i++) {
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double[] bucketValues = DoubleStream.concat(
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DoubleStream.concat(DoubleStream.generate(normal1::sample).limit(7), DoubleStream.generate(normal2::sample).limit(6)),
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DoubleStream.generate(normal3::sample).limit(23)
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).toArray();
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ChangeDetector.TestStats result = new ChangeDetector(bucketValues).testForChange(0.05);
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tp += result.type() == ChangeDetector.Type.TREND_CHANGE ? 1 : 0;
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}
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assertThat(tp, greaterThan(90));
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}
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public void testProblemDistributionChange() {
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double[] bucketValues = new double[] {
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546.3651753325270,
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550.872738079514,
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551.1312487618040,
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550.3323904749380,
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549.2652495378930,
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548.9761274963630,
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549.3433969743010,
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549.0935313531350,
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551.1762550747600,
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551.3772184469220,
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548.6163495094490,
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548.5866591594080,
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546.9364791288570,
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548.1167839989470,
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549.3484016149320,
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550.4242803917040,
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551.2316023050940,
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548.4713993534340,
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546.0254901960780,
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548.4376996805110,
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561.1920529801320,
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557.3930041152260,
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565.8497217068650,
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566.787072243346,
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546.6094890510950,
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530.5905797101450,
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556.7340823970040,
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557.3857677902620,
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543.0754716981130,
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574.3297101449280,
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559.2962962962960,
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549.5202952029520,
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531.7217741935480,
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551.4333333333330,
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557.637168141593,
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545.1880733944950,
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564.6893203883500,
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543.0204081632650,
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571.820809248555,
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541.2589928057550,
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520.4387755102040 };
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ChangeDetector.TestStats result = new ChangeDetector(bucketValues).testForChange(0.05);
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assertThat(result.type(), equalTo(ChangeDetector.Type.DISTRIBUTION_CHANGE));
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}
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}

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