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Add Boxplot Aggregation (#51948)
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Adds a `boxplot` aggregation that calculates min, max, medium and the first
and the third quartiles of the given data set.

Closes #33112
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imotov authored Feb 7, 2020
1 parent e95cc14 commit c50cfa0
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185 changes: 185 additions & 0 deletions docs/reference/aggregations/metrics/boxplot-aggregation.asciidoc
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[role="xpack"]
[testenv="basic"]
[[search-aggregations-metrics-boxplot-aggregation]]
=== Boxplot Aggregation

A `boxplot` metrics aggregation that computes boxplot of numeric values extracted from the aggregated documents.
These values can be extracted either from specific numeric fields in the documents, or be generated by a provided script.

The `boxplot` aggregation returns essential information for making a https://en.wikipedia.org/wiki/Box_plot[box plot]: minimum, maximum
median, first quartile (25th percentile) and third quartile (75th percentile) values.

==== Syntax

A `boxplot` aggregation looks like this in isolation:

[source,js]
--------------------------------------------------
{
"boxplot": {
"field": "load_time"
}
}
--------------------------------------------------
// NOTCONSOLE

Let's look at a boxplot representing load time:

[source,console]
--------------------------------------------------
GET latency/_search
{
"size": 0,
"aggs" : {
"load_time_boxplot" : {
"boxplot" : {
"field" : "load_time" <1>
}
}
}
}
--------------------------------------------------
// TEST[setup:latency]
<1> The field `load_time` must be a numeric field

The response will look like this:

[source,console-result]
--------------------------------------------------
{
...
"aggregations": {
"load_time_boxplot": {
"min": 0.0,
"max": 990.0,
"q1": 165.0,
"q2": 445.0,
"q3": 725.0
}
}
}
--------------------------------------------------
// TESTRESPONSE[s/\.\.\./"took": $body.took,"timed_out": false,"_shards": $body._shards,"hits": $body.hits,/]

==== Script

The boxplot metric supports scripting. For example, if our load times
are in milliseconds but we want values calculated in seconds, we could use
a script to convert them on-the-fly:

[source,console]
--------------------------------------------------
GET latency/_search
{
"size": 0,
"aggs" : {
"load_time_boxplot" : {
"boxplot" : {
"script" : {
"lang": "painless",
"source": "doc['load_time'].value / params.timeUnit", <1>
"params" : {
"timeUnit" : 1000 <2>
}
}
}
}
}
}
--------------------------------------------------
// TEST[setup:latency]

<1> The `field` parameter is replaced with a `script` parameter, which uses the
script to generate values which percentiles are calculated on
<2> Scripting supports parameterized input just like any other script

This will interpret the `script` parameter as an `inline` script with the `painless` script language and no script parameters. To use a
stored script use the following syntax:

[source,console]
--------------------------------------------------
GET latency/_search
{
"size": 0,
"aggs" : {
"load_time_boxplot" : {
"boxplot" : {
"script" : {
"id": "my_script",
"params": {
"field": "load_time"
}
}
}
}
}
}
--------------------------------------------------
// TEST[setup:latency,stored_example_script]

[[search-aggregations-metrics-boxplot-aggregation-approximation]]
==== Boxplot values are (usually) approximate

The algorithm used by the `boxplot` metric is called TDigest (introduced by
Ted Dunning in
https://github.com/tdunning/t-digest/blob/master/docs/t-digest-paper/histo.pdf[Computing Accurate Quantiles using T-Digests]).

[WARNING]
====
Boxplot as other percentile aggregations are also
https://en.wikipedia.org/wiki/Nondeterministic_algorithm[non-deterministic].
This means you can get slightly different results using the same data.
====

[[search-aggregations-metrics-boxplot-aggregation-compression]]
==== Compression

Approximate algorithms must balance memory utilization with estimation accuracy.
This balance can be controlled using a `compression` parameter:

[source,console]
--------------------------------------------------
GET latency/_search
{
"size": 0,
"aggs" : {
"load_time_boxplot" : {
"boxplot" : {
"field" : "load_time",
"compression" : 200 <1>
}
}
}
}
--------------------------------------------------
// TEST[setup:latency]

<1> Compression controls memory usage and approximation error

include::percentile-aggregation.asciidoc[tags=t-digest]

==== Missing value

The `missing` parameter defines how documents that are missing a value should be treated.
By default they will be ignored but it is also possible to treat them as if they
had a value.

[source,console]
--------------------------------------------------
GET latency/_search
{
"size": 0,
"aggs" : {
"grade_boxplot" : {
"boxplot" : {
"field" : "grade",
"missing": 10 <1>
}
}
}
}
--------------------------------------------------
// TEST[setup:latency]

<1> Documents without a value in the `grade` field will fall into the same bucket as documents that have the value `10`.
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Expand Up @@ -285,6 +285,7 @@ GET latency/_search

<1> Compression controls memory usage and approximation error

// tag::[t-digest]
The TDigest algorithm uses a number of "nodes" to approximate percentiles -- the
more nodes available, the higher the accuracy (and large memory footprint) proportional
to the volume of data. The `compression` parameter limits the maximum number of
Expand All @@ -300,6 +301,7 @@ A "node" uses roughly 32 bytes of memory, so under worst-case scenarios (large a
of data which arrives sorted and in-order) the default settings will produce a
TDigest roughly 64KB in size. In practice data tends to be more random and
the TDigest will use less memory.
// tag::[t-digest]

==== HDR Histogram

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Expand Up @@ -378,7 +378,7 @@ public void testGetProperty() throws IOException {
iw.addDocument(singleton(new NumericDocValuesField("number", 7)));
iw.addDocument(singleton(new NumericDocValuesField("number", 1)));
}, (Consumer<InternalGlobal>) global -> {
assertEquals(1.0, global.getDocCount(), 2);
assertEquals(2, global.getDocCount());
assertTrue(AggregationInspectionHelper.hasValue(global));
assertNotNull(global.getAggregations().asMap().get("min"));

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Expand Up @@ -7,12 +7,15 @@

import org.elasticsearch.action.ActionRequest;
import org.elasticsearch.action.ActionResponse;
import org.elasticsearch.common.xcontent.ContextParser;
import org.elasticsearch.index.mapper.Mapper;
import org.elasticsearch.license.XPackLicenseState;
import org.elasticsearch.plugins.ActionPlugin;
import org.elasticsearch.plugins.MapperPlugin;
import org.elasticsearch.plugins.Plugin;
import org.elasticsearch.plugins.SearchPlugin;
import org.elasticsearch.search.aggregations.AggregationBuilder;
import org.elasticsearch.xpack.analytics.boxplot.InternalBoxplot;
import org.elasticsearch.xpack.analytics.mapper.HistogramFieldMapper;
import org.elasticsearch.xpack.core.XPackPlugin;
import org.elasticsearch.xpack.core.action.XPackInfoFeatureAction;
Expand All @@ -21,6 +24,7 @@
import org.elasticsearch.xpack.analytics.action.AnalyticsInfoTransportAction;
import org.elasticsearch.xpack.analytics.action.AnalyticsUsageTransportAction;
import org.elasticsearch.xpack.analytics.action.TransportAnalyticsStatsAction;
import org.elasticsearch.xpack.analytics.boxplot.BoxplotAggregationBuilder;
import org.elasticsearch.xpack.analytics.cumulativecardinality.CumulativeCardinalityPipelineAggregationBuilder;
import org.elasticsearch.xpack.analytics.cumulativecardinality.CumulativeCardinalityPipelineAggregator;
import org.elasticsearch.xpack.analytics.stringstats.InternalStringStats;
Expand Down Expand Up @@ -56,11 +60,16 @@ public List<PipelineAggregationSpec> getPipelineAggregations() {

@Override
public List<AggregationSpec> getAggregations() {
return singletonList(
return Arrays.asList(
new AggregationSpec(
StringStatsAggregationBuilder.NAME,
StringStatsAggregationBuilder::new,
StringStatsAggregationBuilder::parse).addResultReader(InternalStringStats::new)
StringStatsAggregationBuilder::parse).addResultReader(InternalStringStats::new),
new AggregationSpec(
BoxplotAggregationBuilder.NAME,
BoxplotAggregationBuilder::new,
(ContextParser<String, AggregationBuilder>) (p, c) -> BoxplotAggregationBuilder.parse(c, p))
.addResultReader(InternalBoxplot::new)
);
}

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/*
* Copyright Elasticsearch B.V. and/or licensed to Elasticsearch B.V. under one
* or more contributor license agreements. Licensed under the Elastic License;
* you may not use this file except in compliance with the Elastic License.
*/

package org.elasticsearch.xpack.analytics.boxplot;

import org.elasticsearch.search.aggregations.metrics.NumericMetricsAggregation;

public interface Boxplot extends NumericMetricsAggregation.MultiValue {

/**
* @return The minimum value of all aggregated values.
*/
double getMin();

/**
* @return The maximum value of all aggregated values.
*/
double getMax();

/**
* @return The first quartile of all aggregated values.
*/
double getQ1();

/**
* @return The second quartile of all aggregated values.
*/
double getQ2();

/**
* @return The third quartile of all aggregated values.
*/
double getQ3();

/**
* @return The minimum value of all aggregated values as a String.
*/
String getMinAsString();

/**
* @return The maximum value of all aggregated values as a String.
*/
String getMaxAsString();

/**
* @return The first quartile of all aggregated values as a String.
*/
String getQ1AsString();

/**
* @return The second quartile of all aggregated values as a String.
*/
String getQ2AsString();

/**
* @return The third quartile of all aggregated values as a String.
*/
String getQ3AsString();

}
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