Refactor change point detection #114289
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Refactor change point detection #114289
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tveasey
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...ugin/ml/src/main/java/org/elasticsearch/xpack/ml/aggs/changepoint/ChangePointAggregator.java
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| * ChangeDetector and SpikeAndDipDetector on it. This is the main entrypoint | ||
| * of change point detection. | ||
| */ | ||
| public class ChangePointDetector { |
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I know it is in keeping with the aggregation name, but I think we can do better on the naming. For me something like point of interest is better.
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| public class ChangePointDetector { | |
| public class PointOfInterestDetector { |
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Not sure if "point of interest" is that much better. E.g. it doesn't capture (non-)stationary that well.
Given that the agg is called "Change Point Aggregation" right now, I'd rather keep it like this. If we decide the ES|QL variant will be called differently (suggestions are welcome!), we can always rename it then.
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* Move change detection code to separate class * Uniformize ChangeDetector and SkipeAndDipDetector * Separate ChangeDetectorTests and ChangePointAggregatorTests. * Public entrypoint for change point detection * Move p-value computation to ChangeDetector * Move main entrypoint to a separate file
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* Move change detection code to separate class * Uniformize ChangeDetector and SkipeAndDipDetector * Separate ChangeDetectorTests and ChangePointAggregatorTests. * Public entrypoint for change point detection * Move p-value computation to ChangeDetector * Move main entrypoint to a separate file
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* Move change detection code to separate class * Uniformize ChangeDetector and SkipeAndDipDetector * Separate ChangeDetectorTests and ChangePointAggregatorTests. * Public entrypoint for change point detection * Move p-value computation to ChangeDetector * Move main entrypoint to a separate file
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* Refactor change point detection (#114289) * Move change detection code to separate class * Uniformize ChangeDetector and SkipeAndDipDetector * Separate ChangeDetectorTests and ChangePointAggregatorTests. * Public entrypoint for change point detection * Move p-value computation to ChangeDetector * Move main entrypoint to a separate file * Fix change point detection for uncertain non-stationary distributions. (#119578) * Fix change point detection for uncertain non-stationary distributions. * Replace -1 by ChangeType.NO_CHANGE_POINT
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* Refactor change point detection (#114289) * Move change detection code to separate class * Uniformize ChangeDetector and SkipeAndDipDetector * Separate ChangeDetectorTests and ChangePointAggregatorTests. * Public entrypoint for change point detection * Move p-value computation to ChangeDetector * Move main entrypoint to a separate file * Fix change point detection for uncertain non-stationary distributions. (#119578) * Fix change point detection for uncertain non-stationary distributions. * Replace -1 by ChangeType.NO_CHANGE_POINT
elasticsearchmachine
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* Refactor change point detection (#114289) * Move change detection code to separate class * Uniformize ChangeDetector and SkipeAndDipDetector * Separate ChangeDetectorTests and ChangePointAggregatorTests. * Public entrypoint for change point detection * Move p-value computation to ChangeDetector * Move main entrypoint to a separate file * Fix change point detection for uncertain non-stationary distributions. (#119578) * Fix change point detection for uncertain non-stationary distributions. * Replace -1 by ChangeType.NO_CHANGE_POINT
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Jan 22, 2025
* Refactor change point detection (elastic#114289) * Move change detection code to separate class * Uniformize ChangeDetector and SkipeAndDipDetector * Separate ChangeDetectorTests and ChangePointAggregatorTests. * Public entrypoint for change point detection * Move p-value computation to ChangeDetector * Move main entrypoint to a separate file * Fix change point detection for uncertain non-stationary distributions. (elastic#119578) * Fix change point detection for uncertain non-stationary distributions. * Replace -1 by ChangeType.NO_CHANGE_POINT
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The main change is moving change detection to a separate class (out of the aggregator), and creating a single entrypoint for change point detection (
ChangePointAggregator::getChangeType), where an ES|QL implementation can hook into. Futhermore, I refactored a bit to make change detection and spike-and-dip detection more uniform.