New to ELK here, love it so far!
I created a regression Data Frame Analytics job successfully. Is it possible to retrieve the parameters of the XGBoost model (i.e. the same parameters I would need in order to create an inference model using
PUT _ml/inference/<model_id>? I have looked into getting inference model
GET _ml/inference/ but the response contains information about the job rather than the XGBoost model.
What about the feature importance of the independent variables (for example, like in this article), would that be possible to retrieve?
Finally, a broader question, any recommendations where to learn more how to properly use the ML libraries in ELK other than the anomaly detection (which I see there's a lot of emphasis on)?