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[7.x] [ML] calculate feature importance for multi-class results (#1071) #1075

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Merged
merged 1 commit into from
Mar 23, 2020
Merged

[7.x] [ML] calculate feature importance for multi-class results (#1071) #1075

merged 1 commit into from
Mar 23, 2020

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benwtrent
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Backports the following commits to 7.x:

Feature importance is already calculated for multi-class models. This commit adjusts the output sent to ES so that multi-class importance can be explored.

Feature importance objects are now mapped as follows
(logistic) Regression:
```
{
   "feature_name": "feature_0",
   "importance": -1.3
}
```
Multi-class [class names are `foo`, `bar`, `baz`]
```
{ 
   “feature_name”: “feature_0”, 
   “importance”: 2.0, // sum(abs()) of class importances
   “foo”: 1.0, 
   “bar”: 0.5, 
   “baz”: -0.5 
},
```
Java side change: elastic/elasticsearch#53803
@benwtrent benwtrent merged commit e764ffe into elastic:7.x Mar 23, 2020
@benwtrent benwtrent deleted the backport/7.x/pr-1071 branch March 23, 2020 17:47
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