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As we collect points for our auc roc curve from two
different percentiles aggregations, the result may
contain points with equal threshold that are not
monotonic. This is because the percentiles aggregation
is an approximation.

This commit ensures the fina auc roc curve we calculate
is monotonic by collapsing points of equal threshold into
a single point that is the average of the equal threshold
points it represents.

Backport of #70628

As we collect points for our auc roc curve from two
different percentiles aggregations, the result may
contain points with equal threshold that are not
monotonic. This is because the percentiles aggregation
is an approximation.

This commit ensures the fina auc roc curve we calculate
is monotonic by collapsing points of equal threshold into
a single point that is the average of the equal threshold
points it represents.

Backport of elastic#70628
@elasticmachine elasticmachine added the Team:ML Meta label for the ML team label Mar 23, 2021
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Pinging @elastic/ml-core (Team:ML)

@dimitris-athanasiou dimitris-athanasiou merged commit b5f7350 into elastic:7.x Mar 23, 2021
@dimitris-athanasiou dimitris-athanasiou deleted the ensure-auc_roc-curve-is-monotonic-7x branch March 23, 2021 09:27
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