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Add WeightedAvg metric aggregation #31037

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4 changes: 2 additions & 2 deletions docs/build.gradle
Original file line number Diff line number Diff line change
Expand Up @@ -379,9 +379,9 @@ buildRestTests.setups['exams'] = '''
refresh: true
body: |
{"index":{}}
{"grade": 100}
{"grade": 100, "weight": 2}
{"index":{}}
{"grade": 50}'''
{"grade": 50, "weight": 3}'''

buildRestTests.setups['stored_example_script'] = '''
# Simple script to load a field. Not really a good example, but a simple one.
Expand Down
2 changes: 2 additions & 0 deletions docs/reference/aggregations/metrics.asciidoc
Original file line number Diff line number Diff line change
Expand Up @@ -13,6 +13,8 @@ bucket aggregations (some bucket aggregations enable you to sort the returned bu

include::metrics/avg-aggregation.asciidoc[]

include::metrics/weighted-avg-aggregation.asciidoc[]

include::metrics/cardinality-aggregation.asciidoc[]

include::metrics/extendedstats-aggregation.asciidoc[]
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202 changes: 202 additions & 0 deletions docs/reference/aggregations/metrics/weighted-avg-aggregation.asciidoc
Original file line number Diff line number Diff line change
@@ -0,0 +1,202 @@
[[search-aggregations-metrics-weight-avg-aggregation]]
=== Weighted Avg Aggregation

A `single-value` metrics aggregation that computes the weighted average of numeric values that are extracted from the aggregated documents.
These values can be extracted either from specific numeric fields in the documents.

When calculating a regular average, each datapoint has an equal "weight" ... it contributes equally to the final value. Weighted averages,
on the other hand, weight each datapoint differently. The amount that each datapoint contributes to the final value is extracted from the
document, or provided by a script.

As a formula, a weighted average is the `∑(value * weight) / ∑(weight)`

A regular average can be thought of as a weighted average where every value has an implicit weight of `1`.

.`weighted_avg` Parameters
|===
|Parameter Name |Description |Required |Default Value
|`value` | The configuration for the field or script that provides the values |Required |
|`weight` | The configuration for the field or script that provides the weights |Required |
|`format` | The numeric response formatter |Optional |
|`value_type` | A hint about the values for pure scripts or unmapped fields |Optional |
|===

The `value` and `weight` objects have per-field specific configuration:

.`value` Parameters
|===
|Parameter Name |Description |Required |Default Value
|`field` | The field that values should be extracted from |Required |
|`missing` | A value to use if the field is missing entirely |Optional |
|`script` | A script which provides the values for the document. This is mutually exclusive with `field` |Optional
|===

.`weight` Parameters
|===
|Parameter Name |Description |Required |Default Value
|`field` | The field that weights should be extracted from |Required |
|`missing` | A weight to use if the field is missing entirely |Optional |
|`script` | A script which provides the weights for the document. This is mutually exclusive with `field` |Optional
|===


==== Examples

If our documents have a `"grade"` field that holds a 0-100 numeric score, and a `"weight"` field which holds an arbitrary numeric weight,
we can calculate the weighted average using:

[source,js]
--------------------------------------------------
POST /exams/_search
{
"size": 0,
"aggs" : {
"weighted_grade": {
"weighted_avg": {
"value": {
"field": "grade"
},
"weight": {
"field": "weight"
}
}
}
}
}
--------------------------------------------------
// CONSOLE
// TEST[setup:exams]

Which yields a response like:

[source,js]
--------------------------------------------------
{
...
"aggregations": {
"weighted_grade": {
"value": 70.0
}
}
}
--------------------------------------------------
// TESTRESPONSE[s/\.\.\./"took": $body.took,"timed_out": false,"_shards": $body._shards,"hits": $body.hits,/]


While multiple values-per-field are allowed, only one weight is allowed. If the aggregation encounters
a document that has more than one weight (e.g. the weight field is a multi-valued field) it will throw an exception.
If you have this situation, you will need to specify a `script` for the weight field, and use the script
to combine the multiple values into a single value to be used.

This single weight will be applied independently to each value extracted from the `value` field.

This example show how a single document with multiple values will be averaged with a single weight:

[source,js]
--------------------------------------------------
POST /exams/_doc?refresh
{
"grade": [1, 2, 3],
"weight": 2
}

POST /exams/_search
{
"size": 0,
"aggs" : {
"weighted_grade": {
"weighted_avg": {
"value": {
"field": "grade"
},
"weight": {
"field": "weight"
}
}
}
}
}
--------------------------------------------------
// CONSOLE
// TEST

The three values (`1`, `2`, and `3`) will be included as independent values, all with the weight of `2`:

[source,js]
--------------------------------------------------
{
...
"aggregations": {
"weighted_grade": {
"value": 2.0
}
}
}
--------------------------------------------------
// TESTRESPONSE[s/\.\.\./"took": $body.took,"timed_out": false,"_shards": $body._shards,"hits": $body.hits,/]

The aggregation returns `2.0` as the result, which matches what we would expect when calculating by hand:
`((1*2) + (2*2) + (3*2)) / (2+2+2) == 2`

==== Script

Both the value and the weight can be derived from a script, instead of a field. As a simple example, the following
will add one to the grade and weight in the document using a script:

[source,js]
--------------------------------------------------
POST /exams/_search
{
"size": 0,
"aggs" : {
"weighted_grade": {
"weighted_avg": {
"value": {
"script": "doc.grade.value + 1"
},
"weight": {
"script": "doc.weight.value + 1"
}
}
}
}
}
--------------------------------------------------
// CONSOLE
// TEST[setup:exams]


==== Missing values

The `missing` parameter defines how documents that are missing a value should be treated.
The default behavior is different for `value` and `weight`:

By default, if the `value` field is missing the document is ignored and the aggregation moves on to the next document.
If the `weight` field is missing, it is assumed to have a weight of `1` (like a normal average).

Both of these defaults can be overridden with the `missing` parameter:

[source,js]
--------------------------------------------------
POST /exams/_search
{
"size": 0,
"aggs" : {
"weighted_grade": {
"weighted_avg": {
"value": {
"field": "grade",
"missing": 2
},
"weight": {
"field": "weight",
"missing": 3
}
}
}
}
}
--------------------------------------------------
// CONSOLE
// TEST[setup:exams]

Original file line number Diff line number Diff line change
Expand Up @@ -26,7 +26,7 @@
import org.elasticsearch.search.aggregations.AggregationBuilder;
import org.elasticsearch.search.aggregations.AggregatorFactories;
import org.elasticsearch.search.aggregations.AggregatorFactory;
import org.elasticsearch.search.aggregations.support.MultiValuesSourceAggregationBuilder;
import org.elasticsearch.search.aggregations.support.ArrayValuesSourceAggregationBuilder;
import org.elasticsearch.search.aggregations.support.ValueType;
import org.elasticsearch.search.aggregations.support.ValuesSource;
import org.elasticsearch.search.aggregations.support.ValuesSource.Numeric;
Expand All @@ -38,7 +38,7 @@
import java.util.Map;

public class MatrixStatsAggregationBuilder
extends MultiValuesSourceAggregationBuilder.LeafOnly<ValuesSource.Numeric, MatrixStatsAggregationBuilder> {
extends ArrayValuesSourceAggregationBuilder.LeafOnly<ValuesSource.Numeric, MatrixStatsAggregationBuilder> {
public static final String NAME = "matrix_stats";

private MultiValueMode multiValueMode = MultiValueMode.AVG;
Expand Down
Original file line number Diff line number Diff line change
Expand Up @@ -30,7 +30,7 @@
import org.elasticsearch.search.aggregations.LeafBucketCollectorBase;
import org.elasticsearch.search.aggregations.metrics.MetricsAggregator;
import org.elasticsearch.search.aggregations.pipeline.PipelineAggregator;
import org.elasticsearch.search.aggregations.support.MultiValuesSource.NumericMultiValuesSource;
import org.elasticsearch.search.aggregations.support.ArrayValuesSource.NumericArrayValuesSource;
import org.elasticsearch.search.aggregations.support.ValuesSource;
import org.elasticsearch.search.internal.SearchContext;

Expand All @@ -43,7 +43,7 @@
**/
final class MatrixStatsAggregator extends MetricsAggregator {
/** Multiple ValuesSource with field names */
private final NumericMultiValuesSource valuesSources;
private final NumericArrayValuesSource valuesSources;

/** array of descriptive stats, per shard, needed to compute the correlation */
ObjectArray<RunningStats> stats;
Expand All @@ -53,7 +53,7 @@ final class MatrixStatsAggregator extends MetricsAggregator {
Map<String,Object> metaData) throws IOException {
super(name, context, parent, pipelineAggregators, metaData);
if (valuesSources != null && !valuesSources.isEmpty()) {
this.valuesSources = new NumericMultiValuesSource(valuesSources, multiValueMode);
this.valuesSources = new NumericArrayValuesSource(valuesSources, multiValueMode);
stats = context.bigArrays().newObjectArray(1);
} else {
this.valuesSources = null;
Expand Down
Original file line number Diff line number Diff line change
Expand Up @@ -23,7 +23,7 @@
import org.elasticsearch.search.aggregations.AggregatorFactories;
import org.elasticsearch.search.aggregations.AggregatorFactory;
import org.elasticsearch.search.aggregations.pipeline.PipelineAggregator;
import org.elasticsearch.search.aggregations.support.MultiValuesSourceAggregatorFactory;
import org.elasticsearch.search.aggregations.support.ArrayValuesSourceAggregatorFactory;
import org.elasticsearch.search.aggregations.support.ValuesSource;
import org.elasticsearch.search.aggregations.support.ValuesSourceConfig;
import org.elasticsearch.search.internal.SearchContext;
Expand All @@ -33,7 +33,7 @@
import java.util.Map;

final class MatrixStatsAggregatorFactory
extends MultiValuesSourceAggregatorFactory<ValuesSource.Numeric, MatrixStatsAggregatorFactory> {
extends ArrayValuesSourceAggregatorFactory<ValuesSource.Numeric, MatrixStatsAggregatorFactory> {

private final MultiValueMode multiValueMode;

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Original file line number Diff line number Diff line change
Expand Up @@ -21,14 +21,14 @@
import org.elasticsearch.common.ParseField;
import org.elasticsearch.common.xcontent.XContentParser;
import org.elasticsearch.search.MultiValueMode;
import org.elasticsearch.search.aggregations.support.MultiValuesSourceParser.NumericValuesSourceParser;
import org.elasticsearch.search.aggregations.support.ArrayValuesSourceParser.NumericValuesSourceParser;
import org.elasticsearch.search.aggregations.support.ValueType;
import org.elasticsearch.search.aggregations.support.ValuesSourceType;

import java.io.IOException;
import java.util.Map;

import static org.elasticsearch.search.aggregations.support.MultiValuesSourceAggregationBuilder.MULTIVALUE_MODE_FIELD;
import static org.elasticsearch.search.aggregations.support.ArrayValuesSourceAggregationBuilder.MULTIVALUE_MODE_FIELD;

public class MatrixStatsParser extends NumericValuesSourceParser {

Expand Down
Original file line number Diff line number Diff line change
Expand Up @@ -28,13 +28,13 @@
/**
* Class to encapsulate a set of ValuesSource objects labeled by field name
*/
public abstract class MultiValuesSource <VS extends ValuesSource> {
public abstract class ArrayValuesSource<VS extends ValuesSource> {
protected MultiValueMode multiValueMode;
protected String[] names;
protected VS[] values;

public static class NumericMultiValuesSource extends MultiValuesSource<ValuesSource.Numeric> {
public NumericMultiValuesSource(Map<String, ValuesSource.Numeric> valuesSources, MultiValueMode multiValueMode) {
public static class NumericArrayValuesSource extends ArrayValuesSource<ValuesSource.Numeric> {
public NumericArrayValuesSource(Map<String, ValuesSource.Numeric> valuesSources, MultiValueMode multiValueMode) {
super(valuesSources, multiValueMode);
if (valuesSources != null) {
this.values = valuesSources.values().toArray(new ValuesSource.Numeric[0]);
Expand All @@ -51,8 +51,8 @@ public NumericDoubleValues getField(final int ordinal, LeafReaderContext ctx) th
}
}

public static class BytesMultiValuesSource extends MultiValuesSource<ValuesSource.Bytes> {
public BytesMultiValuesSource(Map<String, ValuesSource.Bytes> valuesSources, MultiValueMode multiValueMode) {
public static class BytesArrayValuesSource extends ArrayValuesSource<ValuesSource.Bytes> {
public BytesArrayValuesSource(Map<String, ValuesSource.Bytes> valuesSources, MultiValueMode multiValueMode) {
super(valuesSources, multiValueMode);
this.values = valuesSources.values().toArray(new ValuesSource.Bytes[0]);
}
Expand All @@ -62,14 +62,14 @@ public Object getField(final int ordinal, LeafReaderContext ctx) throws IOExcept
}
}

public static class GeoPointValuesSource extends MultiValuesSource<ValuesSource.GeoPoint> {
public static class GeoPointValuesSource extends ArrayValuesSource<ValuesSource.GeoPoint> {
public GeoPointValuesSource(Map<String, ValuesSource.GeoPoint> valuesSources, MultiValueMode multiValueMode) {
super(valuesSources, multiValueMode);
this.values = valuesSources.values().toArray(new ValuesSource.GeoPoint[0]);
}
}

private MultiValuesSource(Map<String, ?> valuesSources, MultiValueMode multiValueMode) {
private ArrayValuesSource(Map<String, ?> valuesSources, MultiValueMode multiValueMode) {
if (valuesSources != null) {
this.names = valuesSources.keySet().toArray(new String[0]);
}
Expand Down
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