{"action":"created","issue":{"url":"https://api.github.com/repos/elastic/ml-cpp/issues/24","repository_url":"https://api.github.com/repos/elastic/ml-cpp","labels_url":"https://api.github.com/repos/elastic/ml-cpp/issues/24/labels{/name}","comments_url":"https://api.github.com/repos/elastic/ml-cpp/issues/24/comments","events_url":"https://api.github.com/repos/elastic/ml-cpp/issues/24/events","html_url":"https://github.com/elastic/ml-cpp/issues/24","id":308507633,"node_id":"MDU6SXNzdWUzMDg1MDc2MzM=","number":24,"title":"[ML] Bad values for the variance scale","user":{"login":"tveasey","id":7591487,"node_id":"MDQ6VXNlcjc1OTE0ODc=","avatar_url":"https://avatars3.githubusercontent.com/u/7591487?v=4","gravatar_id":"","url":"https://api.github.com/users/tveasey","html_url":"https://github.com/tveasey","followers_url":"https://api.github.com/users/tveasey/followers","following_url":"https://api.github.com/users/tveasey/following{/other_user}","gists_url":"https://api.github.com/users/tveasey/gists{/gist_id}","starred_url":"https://api.github.com/users/tveasey/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/tveasey/subscriptions","organizations_url":"https://api.github.com/users/tveasey/orgs","repos_url":"https://api.github.com/users/tveasey/repos","events_url":"https://api.github.com/users/tveasey/events{/privacy}","received_events_url":"https://api.github.com/users/tveasey/received_events","type":"User","site_admin":false},"labels":[{"id":865918316,"node_id":"MDU6TGFiZWw4NjU5MTgzMTY=","url":"https://api.github.com/repos/elastic/ml-cpp/labels/:ml","name":":ml","color":"009800","default":false},{"id":842691206,"node_id":"MDU6TGFiZWw4NDI2OTEyMDY=","url":"https://api.github.com/repos/elastic/ml-cpp/labels/%3Ebug","name":">bug","color":"d73a4a","default":false},{"id":918285303,"node_id":"MDU6TGFiZWw5MTgyODUzMDM=","url":"https://api.github.com/repos/elastic/ml-cpp/labels/affects-results","name":"affects-results","color":"d93f0b","default":false}],"state":"open","locked":false,"assignee":{"login":"hendrikmuhs","id":7126422,"node_id":"MDQ6VXNlcjcxMjY0MjI=","avatar_url":"https://avatars3.githubusercontent.com/u/7126422?v=4","gravatar_id":"","url":"https://api.github.com/users/hendrikmuhs","html_url":"https://github.com/hendrikmuhs","followers_url":"https://api.github.com/users/hendrikmuhs/followers","following_url":"https://api.github.com/users/hendrikmuhs/following{/other_user}","gists_url":"https://api.github.com/users/hendrikmuhs/gists{/gist_id}","starred_url":"https://api.github.com/users/hendrikmuhs/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/hendrikmuhs/subscriptions","organizations_url":"https://api.github.com/users/hendrikmuhs/orgs","repos_url":"https://api.github.com/users/hendrikmuhs/repos","events_url":"https://api.github.com/users/hendrikmuhs/events{/privacy}","received_events_url":"https://api.github.com/users/hendrikmuhs/received_events","type":"User","site_admin":false},"assignees":[{"login":"hendrikmuhs","id":7126422,"node_id":"MDQ6VXNlcjcxMjY0MjI=","avatar_url":"https://avatars3.githubusercontent.com/u/7126422?v=4","gravatar_id":"","url":"https://api.github.com/users/hendrikmuhs","html_url":"https://github.com/hendrikmuhs","followers_url":"https://api.github.com/users/hendrikmuhs/followers","following_url":"https://api.github.com/users/hendrikmuhs/following{/other_user}","gists_url":"https://api.github.com/users/hendrikmuhs/gists{/gist_id}","starred_url":"https://api.github.com/users/hendrikmuhs/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/hendrikmuhs/subscriptions","organizations_url":"https://api.github.com/users/hendrikmuhs/orgs","repos_url":"https://api.github.com/users/hendrikmuhs/repos","events_url":"https://api.github.com/users/hendrikmuhs/events{/privacy}","received_events_url":"https://api.github.com/users/hendrikmuhs/received_events","type":"User","site_admin":false}],"milestone":null,"comments":1,"created_at":"2018-03-26T10:03:16Z","updated_at":"2018-07-06T14:16:03Z","closed_at":null,"author_association":"CONTRIBUTOR","body":"A user data set has shown up two issues with the variance scale calculation in version 6.2.2 of the analytics:\r\n 1) it is sometimes negative(!),\r\n 2) it is sometimes infinite.\r\n\r\nIn particular, we are seeing the following error messages logged:\r\n`Error calculating joint distribution: Bad variance scale -5.75`\r\n`Error calculating joint distribution: Bad variance scale inf`\r\n\r\nThere is no prospect of getting hold of the data set; however the data characteristics sound benign. There were two detectors:  \r\n- detector high_mean(x) over y influencers y,z. \r\n- detector high_median(x) over y influencers y,z\r\n\r\nFor x we have min: 0, max: 4.34571, avg: 2.0736 and cardinality of y is 430.\r\n\r\nThis issue is to investigate routes by which this problem could occur. The initial areas to investigate are `CTimeSeriesDecomposition::scale` and the calculation of the count variance scale, particularly for influencers.\r\n\r\ncc @LucaWintergerst."},"comment":{"url":"https://api.github.com/repos/elastic/ml-cpp/issues/comments/403047138","html_url":"https://github.com/elastic/ml-cpp/issues/24#issuecomment-403047138","issue_url":"https://api.github.com/repos/elastic/ml-cpp/issues/24","id":403047138,"node_id":"MDEyOklzc3VlQ29tbWVudDQwMzA0NzEzOA==","user":{"login":"hendrikmuhs","id":7126422,"node_id":"MDQ6VXNlcjcxMjY0MjI=","avatar_url":"https://avatars3.githubusercontent.com/u/7126422?v=4","gravatar_id":"","url":"https://api.github.com/users/hendrikmuhs","html_url":"https://github.com/hendrikmuhs","followers_url":"https://api.github.com/users/hendrikmuhs/followers","following_url":"https://api.github.com/users/hendrikmuhs/following{/other_user}","gists_url":"https://api.github.com/users/hendrikmuhs/gists{/gist_id}","starred_url":"https://api.github.com/users/hendrikmuhs/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/hendrikmuhs/subscriptions","organizations_url":"https://api.github.com/users/hendrikmuhs/orgs","repos_url":"https://api.github.com/users/hendrikmuhs/repos","events_url":"https://api.github.com/users/hendrikmuhs/events{/privacy}","received_events_url":"https://api.github.com/users/hendrikmuhs/received_events","type":"User","site_admin":false},"created_at":"2018-07-06T14:16:03Z","updated_at":"2018-07-06T14:16:03Z","author_association":"CONTRIBUTOR","body":"Update:\r\n\r\nThe root cause has been identified, counting influencer occurrences per bucket has a bug. The fix is simple (1LOC). The change _affects results_:\r\n\r\n![screenshot_20180706_160457](https://user-images.githubusercontent.com/7126422/42383031-5580ed90-8136-11e8-8a8b-e12c22587d04.png)\r\n\r\nHopefully to the better, I will analyze the diff to be sure.\r\n\r\nI followed the code history back to version 5.5, so it's not a recent regression but likely has been introduced by PR 144 in the old repo.\r\n\r\nAs said, the fix is simple, but I plan to take some more time for related code improvements and test cases."}}
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