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[ML] fix distribution change check for change_point aggregation #86423

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benwtrent
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There are certain scenarios where using apache math's built in ksTest check fails.

When strict is true, it requires the probability to be expressed as an inequality and typically causes 0 to be the pvalue calculated. This is most likely due to numerical resolution problems.

switching to strict: false fixes this. We only want to return that a change point is a distribution change if no only change type could be found or other change type pValues were large.

@benwtrent benwtrent added >bug :ml Machine learning v8.3.0 labels May 4, 2022
@benwtrent benwtrent requested a review from tveasey May 4, 2022 11:35
@elasticmachine elasticmachine added the Team:ML Meta label for the ML team label May 4, 2022
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Pinging @elastic/ml-core (Team:ML)

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Hi @benwtrent, I've created a changelog YAML for you.

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10000 is very safe regarding switching over to approximate KS; I would think 1000 is also indistinguishable. That said all looks fine to me and happy to stick to this since you've tested.

@benwtrent benwtrent merged commit 27387a1 into elastic:master May 9, 2022
@benwtrent benwtrent deleted the feature/ml-change-point-agg-bugfix branch May 9, 2022 15:44
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4 participants