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730 lines
25 KiB
Python
730 lines
25 KiB
Python
# Licensed to Elasticsearch B.V. under one or more contributor
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# license agreements. See the NOTICE file distributed with
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# this work for additional information regarding copyright
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# ownership. Elasticsearch B.V. licenses this file to you under
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# the Apache License, Version 2.0 (the "License"); you may
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# not use this file except in compliance with the License.
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# You may obtain a copy of the License at
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#
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# http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing,
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# software distributed under the License is distributed on an
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# "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
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# KIND, either express or implied. See the License for the
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# specific language governing permissions and limitations
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# under the License.
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from typing import Tuple
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import numpy as np
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import pytest
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from eland.ml import MLModel
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from eland.ml.ltr import FeatureLogger, LTRModelConfig, QueryFeatureExtractor
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from eland.ml.transformers import get_model_transformer
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from tests import (
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ES_IS_SERVERLESS,
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ES_TEST_CLIENT,
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ES_VERSION,
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NATIONAL_PARKS_INDEX_NAME,
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)
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try:
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from sklearn import datasets
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from sklearn.ensemble import RandomForestClassifier, RandomForestRegressor
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from sklearn.tree import DecisionTreeClassifier, DecisionTreeRegressor
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HAS_SKLEARN = True
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except ImportError:
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HAS_SKLEARN = False
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try:
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from xgboost import XGBClassifier, XGBRanker, XGBRegressor
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HAS_XGBOOST = True
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except ImportError:
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HAS_XGBOOST = False
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try:
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from lightgbm import LGBMClassifier, LGBMRegressor
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HAS_LIGHTGBM = True
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except ImportError:
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HAS_LIGHTGBM = False
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requires_sklearn = pytest.mark.skipif(
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not HAS_SKLEARN, reason="This test requires 'scikit-learn' package to run"
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)
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requires_xgboost = pytest.mark.skipif(
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not HAS_XGBOOST, reason="This test requires 'xgboost' package to run"
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)
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requires_no_ml_extras = pytest.mark.skipif(
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HAS_SKLEARN or HAS_XGBOOST,
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reason="This test requires 'scikit-learn' and 'xgboost' to not be installed",
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)
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requires_lightgbm = pytest.mark.skipif(
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not HAS_LIGHTGBM, reason="This test requires 'lightgbm' package to run."
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)
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def requires_elasticsearch_version(minimum_version: Tuple[int, int, int]):
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return pytest.mark.skipif(
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ES_VERSION < minimum_version,
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reason=f"This test requires Elasticsearch version {'.'.join(str(v) for v in minimum_version)} or later.",
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)
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def skip_if_multiclass_classifition():
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if ES_VERSION < (7, 7):
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raise pytest.skip(
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"Skipped because multiclass classification "
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"isn't supported on Elasticsearch 7.6"
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)
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def random_rows(data, size):
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return data[np.random.randint(data.shape[0], size=size), :]
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def check_prediction_equality(es_model: MLModel, py_model, test_data):
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# Get some test results
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test_results = py_model.predict(np.asarray(test_data))
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es_results = es_model.predict(test_data)
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np.testing.assert_almost_equal(test_results, es_results, decimal=2)
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def randomize_model_id(prefix, suffix_size=10):
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import random
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import string
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return f"{prefix}-{''.join(random.choices(string.ascii_lowercase, k=suffix_size))}"
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class TestMLModel:
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@requires_no_ml_extras
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def test_import_ml_model_when_dependencies_are_not_available(self):
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from eland.ml import MLModel # noqa: F401
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@requires_sklearn
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def test_unpack_and_raise_errors_in_ingest_simulate(self, mocker):
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# Train model
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training_data = datasets.make_classification(n_features=5)
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classifier = DecisionTreeClassifier()
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classifier.fit(training_data[0], training_data[1])
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# Serialise the models to Elasticsearch
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feature_names = ["f0", "f1", "f2", "f3", "f4"]
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model_id = "test_decision_tree_classifier"
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test_data = [[0.1, 0.2, 0.3, -0.5, 1.0], [1.6, 2.1, -10, 50, -1.0]]
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es_model = MLModel.import_model(
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ES_TEST_CLIENT,
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model_id,
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classifier,
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feature_names,
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es_if_exists="replace",
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es_compress_model_definition=True,
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)
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# Mock the ingest.simulate API to return an error within {'docs': [...]}
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mock = mocker.patch.object(ES_TEST_CLIENT.ingest, "simulate")
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mock.return_value = {
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"docs": [
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{
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"error": {
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"type": "x_content_parse_exception",
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"reason": "[1:1052] [inference_model_definition] failed to parse field [trained_model]",
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}
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}
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]
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}
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with pytest.raises(RuntimeError) as err:
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es_model.predict(test_data)
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assert repr(err.value) == (
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'RuntimeError("Failed to run prediction for model ID '
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"'test_decision_tree_classifier'\", {'type': 'x_content_parse_exception', "
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"'reason': '[1:1052] [inference_model_definition] failed to parse "
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"field [trained_model]'})"
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)
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@requires_sklearn
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@pytest.mark.parametrize("compress_model_definition", [True, False])
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@pytest.mark.parametrize("multi_class", [True, False])
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def test_decision_tree_classifier(self, compress_model_definition, multi_class):
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# Train model
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training_data = (
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datasets.make_classification(
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n_features=7,
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n_classes=3,
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n_clusters_per_class=2,
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n_informative=6,
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n_redundant=1,
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)
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if multi_class
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else datasets.make_classification(n_features=7)
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)
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classifier = DecisionTreeClassifier()
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classifier.fit(training_data[0], training_data[1])
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# Serialise the models to Elasticsearch
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feature_names = ["f0", "f1", "f2", "f3", "f4", "f5", "f6"]
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model_id = "test_decision_tree_classifier"
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es_model = MLModel.import_model(
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ES_TEST_CLIENT,
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model_id,
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classifier,
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feature_names,
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es_if_exists="replace",
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es_compress_model_definition=compress_model_definition,
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)
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# Get some test results
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check_prediction_equality(
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es_model, classifier, random_rows(training_data[0], 20)
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)
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# Clean up
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es_model.delete_model()
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@requires_sklearn
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@pytest.mark.parametrize("compress_model_definition", [True, False])
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def test_decision_tree_regressor(self, compress_model_definition):
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# Train model
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training_data = datasets.make_regression(n_features=5)
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regressor = DecisionTreeRegressor()
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regressor.fit(training_data[0], training_data[1])
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# Serialise the models to Elasticsearch
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feature_names = ["f0", "f1", "f2", "f3", "f4"]
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model_id = "test_decision_tree_regressor"
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es_model = MLModel.import_model(
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ES_TEST_CLIENT,
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model_id,
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regressor,
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feature_names,
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es_if_exists="replace",
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es_compress_model_definition=compress_model_definition,
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)
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# Get some test results
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check_prediction_equality(
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es_model, regressor, random_rows(training_data[0], 20)
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)
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# Clean up
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es_model.delete_model()
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def _normalize_ltr_score_from_XGBRanker(self, ranker, ltr_model_config, scores):
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"""Normalize the scores of an XGBRanker model as ES implementation of LTR would do.
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Parameters
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----------
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ranker : XGBRanker
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The XGBRanker model to retrieve the minimum score from.
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ltr_model_config : LTRModelConfig
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LTR model config.
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Returns
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-------
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scores : List[float]
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Normalized scores for the model.
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"""
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should_rescore = (
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(ES_VERSION[0] == 8 and ES_VERSION >= (8, 19))
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or (
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ES_VERSION[0] == 9
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and (ES_VERSION[1] >= 1 or (ES_VERSION[1] == 0 and ES_VERSION[2] >= 1))
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)
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or ES_IS_SERVERLESS
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)
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if should_rescore:
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# In 8.19+, 9.0.1 and 9.1, the scores are normalized if there are negative scores
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min_model_score, _ = (
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get_model_transformer(
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ranker, feature_names=ltr_model_config.feature_names
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)
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.transform()
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.bounds()
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)
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if min_model_score < 0:
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scores = [score - min_model_score for score in scores]
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return scores
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@requires_elasticsearch_version((8, 12))
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@requires_xgboost
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@pytest.mark.parametrize("compress_model_definition", [True, False])
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@pytest.mark.parametrize(
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"objective",
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["rank:ndcg", "rank:map", "rank:pairwise"],
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)
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def test_learning_to_rank(self, objective, compress_model_definition):
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X, y = datasets.make_classification(
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n_features=3, n_informative=2, n_redundant=1
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)
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rng = np.random.default_rng()
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qid = rng.integers(0, 3, size=X.shape[0])
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# Sort the inputs based on query index
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sorted_idx = np.argsort(qid)
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X = X[sorted_idx, :]
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y = y[sorted_idx]
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qid = qid[sorted_idx]
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ranker = XGBRanker(objective=objective)
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ranker.fit(X, y, qid=qid)
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# Serialise the models to Elasticsearch
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model_id = randomize_model_id("test_learning_to_rank")
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ltr_model_config = LTRModelConfig(
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feature_extractors=[
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QueryFeatureExtractor(
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feature_name="title_bm25",
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query={"match": {"title": "{{query_string}}"}},
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),
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QueryFeatureExtractor(
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feature_name="description_bm25",
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query={"match": {"description_bm25": "{{query_string}}"}},
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),
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QueryFeatureExtractor(
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feature_name="visitors",
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query={
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"script_score": {
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"query": {"exists": {"field": "visitors"}},
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"script": {"source": 'return doc["visitors"].value;'},
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}
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},
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),
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]
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)
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es_model = MLModel.import_ltr_model(
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ES_TEST_CLIENT,
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model_id,
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ranker,
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ltr_model_config,
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es_compress_model_definition=compress_model_definition,
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)
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# Verify the saved inference config contains the passed LTR config
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response = ES_TEST_CLIENT.ml.get_trained_models(model_id=model_id)
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assert response.meta.status == 200
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assert response.body["count"] == 1
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saved_trained_model_config = response.body["trained_model_configs"][0]
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assert "input" in saved_trained_model_config
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assert "field_names" in saved_trained_model_config["input"]
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if not ES_IS_SERVERLESS and ES_VERSION < (8, 15):
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assert len(saved_trained_model_config["input"]["field_names"]) == 3
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else:
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assert not len(saved_trained_model_config["input"]["field_names"])
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saved_inference_config = saved_trained_model_config["inference_config"]
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assert "learning_to_rank" in saved_inference_config
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assert "feature_extractors" in saved_inference_config["learning_to_rank"]
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saved_feature_extractors = saved_inference_config["learning_to_rank"][
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"feature_extractors"
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]
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assert all(
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feature_extractor.to_dict() in saved_feature_extractors
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for feature_extractor in ltr_model_config.feature_extractors
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)
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# Execute search with rescoring
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search_result = ES_TEST_CLIENT.search(
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index=NATIONAL_PARKS_INDEX_NAME,
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query={"terms": {"_id": ["park_yosemite", "park_everglades"]}},
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rescore={
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"learning_to_rank": {
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"model_id": model_id,
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"params": {"query_string": "yosemite"},
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},
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"window_size": 2,
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},
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)
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# Assert that rescored search result match predition.
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doc_scores = [hit["_score"] for hit in search_result["hits"]["hits"]]
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feature_logger = FeatureLogger(
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ES_TEST_CLIENT, NATIONAL_PARKS_INDEX_NAME, ltr_model_config
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)
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expected_scores = sorted(
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[
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ranker.predict(np.asarray([doc_features]))[0]
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for _, doc_features in feature_logger.extract_features(
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{"query_string": "yosemite"}, ["park_yosemite", "park_everglades"]
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).items()
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],
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reverse=True,
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)
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expected_scores = self._normalize_ltr_score_from_XGBRanker(
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ranker, ltr_model_config, expected_scores
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)
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np.testing.assert_almost_equal(expected_scores, doc_scores, decimal=2)
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# Verify prediction is not supported for LTR
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try:
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es_model.predict([0])
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except NotImplementedError:
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pass
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# Clean up
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ES_TEST_CLIENT.cluster.health(
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index=".ml-*", wait_for_active_shards="all"
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) # Added to prevent flakiness in the test
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es_model.delete_model()
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@requires_sklearn
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@pytest.mark.parametrize("compress_model_definition", [True, False])
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def test_random_forest_classifier(self, compress_model_definition):
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# Train model
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training_data = datasets.make_classification(n_features=5)
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classifier = RandomForestClassifier()
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classifier.fit(training_data[0], training_data[1])
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# Serialise the models to Elasticsearch
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feature_names = ["f0", "f1", "f2", "f3", "f4"]
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model_id = "test_random_forest_classifier"
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es_model = MLModel.import_model(
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ES_TEST_CLIENT,
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model_id,
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classifier,
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feature_names,
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es_if_exists="replace",
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es_compress_model_definition=compress_model_definition,
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)
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# Get some test results
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check_prediction_equality(
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es_model, classifier, random_rows(training_data[0], 20)
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)
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# Clean up
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es_model.delete_model()
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@requires_sklearn
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@pytest.mark.parametrize("compress_model_definition", [True, False])
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def test_random_forest_regressor(self, compress_model_definition):
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# Train model
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training_data = datasets.make_regression(n_features=5)
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regressor = RandomForestRegressor()
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regressor.fit(training_data[0], training_data[1])
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# Serialise the models to Elasticsearch
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feature_names = ["f0", "f1", "f2", "f3", "f4"]
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model_id = "test_random_forest_regressor"
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es_model = MLModel.import_model(
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ES_TEST_CLIENT,
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model_id,
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regressor,
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feature_names,
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es_if_exists="replace",
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es_compress_model_definition=compress_model_definition,
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)
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# Get some test results
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check_prediction_equality(
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es_model, regressor, random_rows(training_data[0], 20)
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)
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match = f"Trained machine learning model {model_id} already exists"
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with pytest.raises(ValueError, match=match):
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MLModel.import_model(
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ES_TEST_CLIENT,
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model_id,
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regressor,
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feature_names,
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es_if_exists="fail",
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es_compress_model_definition=compress_model_definition,
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)
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# Clean up
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es_model.delete_model()
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@requires_xgboost
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@pytest.mark.parametrize("compress_model_definition", [True, False])
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@pytest.mark.parametrize("multi_class", [True, False])
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def test_xgb_classifier(self, compress_model_definition, multi_class):
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# test both multiple and binary classification
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if multi_class:
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skip_if_multiclass_classifition()
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training_data = datasets.make_classification(
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n_features=5, n_classes=3, n_informative=3
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)
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classifier = XGBClassifier(
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booster="gbtree", objective="multi:softmax", use_label_encoder=False
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)
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else:
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training_data = datasets.make_classification(n_features=5)
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classifier = XGBClassifier(booster="gbtree", use_label_encoder=False)
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# Train model
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classifier.fit(training_data[0], training_data[1])
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# Serialise the models to Elasticsearch
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feature_names = ["f0", "f1", "f2", "f3", "f4"]
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model_id = "test_xgb_classifier"
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es_model = MLModel.import_model(
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ES_TEST_CLIENT,
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model_id,
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classifier,
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feature_names,
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es_if_exists="replace",
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es_compress_model_definition=compress_model_definition,
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)
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# Get some test results
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check_prediction_equality(
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es_model, classifier, random_rows(training_data[0], 20)
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)
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# Clean up
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es_model.delete_model()
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@requires_xgboost
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@pytest.mark.parametrize(
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"objective", ["multi:softmax", "multi:softprob", "binary:logistic"]
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)
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@pytest.mark.parametrize("booster", ["gbtree", "dart"])
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|
def test_xgb_classifier_objectives_and_booster(self, objective, booster):
|
|
# test both multiple and binary classification
|
|
if objective.startswith("multi"):
|
|
skip_if_multiclass_classifition()
|
|
training_data = datasets.make_classification(
|
|
n_features=5, n_classes=3, n_informative=3
|
|
)
|
|
classifier = XGBClassifier(
|
|
booster=booster, objective=objective, use_label_encoder=False
|
|
)
|
|
else:
|
|
training_data = datasets.make_classification(n_features=5)
|
|
classifier = XGBClassifier(
|
|
booster=booster, objective=objective, use_label_encoder=False
|
|
)
|
|
|
|
# Train model
|
|
classifier.fit(training_data[0], training_data[1])
|
|
|
|
# Serialise the models to Elasticsearch
|
|
feature_names = ["feature0", "feature1", "feature2", "feature3", "feature4"]
|
|
model_id = "test_xgb_classifier"
|
|
|
|
es_model = MLModel.import_model(
|
|
ES_TEST_CLIENT, model_id, classifier, feature_names, es_if_exists="replace"
|
|
)
|
|
# Get some test results
|
|
check_prediction_equality(
|
|
es_model, classifier, random_rows(training_data[0], 20)
|
|
)
|
|
|
|
# Clean up
|
|
es_model.delete_model()
|
|
|
|
@requires_xgboost
|
|
@pytest.mark.parametrize("compress_model_definition", [True, False])
|
|
@pytest.mark.parametrize(
|
|
"objective",
|
|
["rank:ndcg", "rank:map", "rank:pairwise"],
|
|
)
|
|
def test_xgb_ranker(self, compress_model_definition, objective):
|
|
X, y = datasets.make_classification(n_features=5)
|
|
rng = np.random.default_rng()
|
|
qid = rng.integers(0, 3, size=X.shape[0])
|
|
|
|
# Sort the inputs based on query index
|
|
sorted_idx = np.argsort(qid)
|
|
X = X[sorted_idx, :]
|
|
y = y[sorted_idx]
|
|
qid = qid[sorted_idx]
|
|
|
|
ranker = XGBRanker(objective=objective)
|
|
ranker.fit(X, y, qid=qid)
|
|
|
|
# Serialise the models to Elasticsearch
|
|
feature_names = ["f0", "f1", "f2", "f3", "f4"]
|
|
model_id = "test_xgb_ranker"
|
|
|
|
es_model = MLModel.import_model(
|
|
ES_TEST_CLIENT,
|
|
model_id,
|
|
ranker,
|
|
feature_names,
|
|
es_if_exists="replace",
|
|
es_compress_model_definition=compress_model_definition,
|
|
)
|
|
|
|
# Get some test results
|
|
check_prediction_equality(es_model, ranker, random_rows(X, 20))
|
|
|
|
# Clean up
|
|
es_model.delete_model()
|
|
|
|
@requires_xgboost
|
|
@pytest.mark.parametrize("compress_model_definition", [True, False])
|
|
@pytest.mark.parametrize(
|
|
"objective",
|
|
[
|
|
"reg:squarederror",
|
|
"reg:squaredlogerror",
|
|
"reg:linear",
|
|
"reg:logistic",
|
|
"reg:pseudohubererror",
|
|
],
|
|
)
|
|
@pytest.mark.parametrize("booster", ["gbtree", "dart"])
|
|
def test_xgb_regressor(self, compress_model_definition, objective, booster):
|
|
# Train model
|
|
training_data = datasets.make_regression(n_features=5)
|
|
regressor = XGBRegressor(objective=objective, booster=booster)
|
|
regressor.fit(
|
|
training_data[0],
|
|
np.exp(training_data[1] - np.max(training_data[1]))
|
|
/ sum(np.exp(training_data[1])),
|
|
)
|
|
|
|
# Serialise the models to Elasticsearch
|
|
feature_names = ["f0", "f1", "f2", "f3", "f4"]
|
|
model_id = "test_xgb_regressor"
|
|
|
|
es_model = MLModel.import_model(
|
|
ES_TEST_CLIENT,
|
|
model_id,
|
|
regressor,
|
|
feature_names,
|
|
es_if_exists="replace",
|
|
es_compress_model_definition=compress_model_definition,
|
|
)
|
|
# Get some test results
|
|
check_prediction_equality(
|
|
es_model, regressor, random_rows(training_data[0], 20)
|
|
)
|
|
|
|
# Clean up
|
|
es_model.delete_model()
|
|
|
|
@requires_xgboost
|
|
def test_predict_single_feature_vector(self):
|
|
# Train model
|
|
training_data = datasets.make_regression(n_features=1)
|
|
regressor = XGBRegressor()
|
|
regressor.fit(training_data[0], training_data[1])
|
|
|
|
# Get some test results
|
|
test_data = [[0.1]]
|
|
test_results = regressor.predict(np.asarray(test_data))
|
|
|
|
# Serialise the models to Elasticsearch
|
|
feature_names = ["f0"]
|
|
model_id = "test_xgb_regressor"
|
|
|
|
es_model = MLModel.import_model(
|
|
ES_TEST_CLIENT, model_id, regressor, feature_names, es_if_exists="replace"
|
|
)
|
|
|
|
# Single feature
|
|
es_results = es_model.predict(test_data[0])
|
|
|
|
np.testing.assert_almost_equal(test_results, es_results, decimal=2)
|
|
|
|
# Clean up
|
|
es_model.delete_model()
|
|
|
|
@requires_lightgbm
|
|
@pytest.mark.parametrize("compress_model_definition", [True, False])
|
|
@pytest.mark.parametrize(
|
|
"objective",
|
|
["regression", "regression_l1", "huber", "fair", "quantile", "mape"],
|
|
)
|
|
@pytest.mark.parametrize("booster", ["gbdt", "rf", "dart", "goss"])
|
|
def test_lgbm_regressor(self, compress_model_definition, objective, booster):
|
|
# Train model
|
|
training_data = datasets.make_regression(n_features=5)
|
|
if booster == "rf":
|
|
regressor = LGBMRegressor(
|
|
boosting_type=booster,
|
|
objective=objective,
|
|
bagging_fraction=0.5,
|
|
bagging_freq=3,
|
|
)
|
|
else:
|
|
regressor = LGBMRegressor(boosting_type=booster, objective=objective)
|
|
regressor.fit(training_data[0], training_data[1])
|
|
|
|
# Serialise the models to Elasticsearch
|
|
feature_names = ["Column_0", "Column_1", "Column_2", "Column_3", "Column_4"]
|
|
model_id = "test_lgbm_regressor"
|
|
|
|
es_model = MLModel.import_model(
|
|
ES_TEST_CLIENT,
|
|
model_id,
|
|
regressor,
|
|
feature_names,
|
|
es_if_exists="replace",
|
|
es_compress_model_definition=compress_model_definition,
|
|
)
|
|
# Get some test results
|
|
check_prediction_equality(
|
|
es_model, regressor, random_rows(training_data[0], 20)
|
|
)
|
|
|
|
# Clean up
|
|
es_model.delete_model()
|
|
|
|
@requires_lightgbm
|
|
@pytest.mark.parametrize("compress_model_definition", [True, False])
|
|
@pytest.mark.parametrize("objective", ["binary", "multiclass", "multiclassova"])
|
|
@pytest.mark.parametrize("booster", ["gbdt", "dart", "goss"])
|
|
def test_lgbm_classifier_objectives_and_booster(
|
|
self, compress_model_definition, objective, booster
|
|
):
|
|
# test both multiple and binary classification
|
|
if objective.startswith("multi"):
|
|
skip_if_multiclass_classifition()
|
|
training_data = datasets.make_classification(
|
|
n_features=5, n_classes=3, n_informative=3
|
|
)
|
|
classifier = LGBMClassifier(boosting_type=booster, objective=objective)
|
|
else:
|
|
training_data = datasets.make_classification(n_features=5)
|
|
classifier = LGBMClassifier(boosting_type=booster, objective=objective)
|
|
|
|
# Train model
|
|
classifier.fit(training_data[0], training_data[1])
|
|
|
|
# Serialise the models to Elasticsearch
|
|
feature_names = ["Column_0", "Column_1", "Column_2", "Column_3", "Column_4"]
|
|
model_id = "test_lgbm_classifier"
|
|
|
|
es_model = MLModel.import_model(
|
|
ES_TEST_CLIENT,
|
|
model_id,
|
|
classifier,
|
|
feature_names,
|
|
es_if_exists="replace",
|
|
es_compress_model_definition=compress_model_definition,
|
|
)
|
|
|
|
check_prediction_equality(
|
|
es_model, classifier, random_rows(training_data[0], 20)
|
|
)
|
|
|
|
# Clean up
|
|
es_model.delete_model()
|