add AD task cache

src/main/java/com/amazon/opendistroforelasticsearch/ad/AnomalyDetectorPlugin.java

@@ -570,7 +570,8 @@ public List<Setting<?>> getSettings() {
                 AnomalyDetectorSettings.INDEX_PRESSURE_SOFT_LIMIT,
                 AnomalyDetectorSettings.MAX_PRIMARY_SHARDS,
                 AnomalyDetectorSettings.FILTER_BY_BACKEND_ROLES,
-                AnomalyDetectorSettings.MAX_CACHE_MISS_HANDLING_PER_SECOND
+                AnomalyDetectorSettings.MAX_CACHE_MISS_HANDLING_PER_SECOND,
+                AnomalyDetectorSettings.MAX_BATCH_TASK_PER_NODE
             );
         return unmodifiableList(Stream.concat(enabledSetting.stream(), systemSetting.stream()).collect(Collectors.toList()));
     }

src/main/java/com/amazon/opendistroforelasticsearch/ad/MemoryTracker.java

@@ -38,7 +38,8 @@ public class MemoryTracker {
 
     public enum Origin {
         SINGLE_ENTITY_DETECTOR,
-        MULTI_ENTITY_DETECTOR
+        MULTI_ENTITY_DETECTOR,
+        HISTORICAL_SINGLE_ENTITY_DETECTOR,
     }
 
     // memory tracker for total consumption of bytes

src/main/java/com/amazon/opendistroforelasticsearch/ad/common/exception/LimitExceededException.java

@@ -30,6 +30,15 @@ public LimitExceededException(String anomalyDetectorId, String message) {
         super(anomalyDetectorId, message, true);
     }
 
+    /**
+     * Constructor with error message.
+     *
+     * @param message explanation for the limit
+     */
+    public LimitExceededException(String message) {
+        super(null, message, true);
+    }
+
     /**
      * Constructor with an anomaly detector ID and an explanation, and a flag for stopping.
      *

src/main/java/com/amazon/opendistroforelasticsearch/ad/settings/AnomalyDetectorSettings.java

@@ -321,4 +321,18 @@ private AnomalyDetectorSettings() {}
             Setting.Property.NodeScope,
             Setting.Property.Dynamic
         );
+
+    // Maximum number of batch tasks running on one node.
+    // TODO: performance test and tune the setting.
+    public static final Setting<Integer> MAX_BATCH_TASK_PER_NODE = Setting
+        .intSetting(
+            "opendistro.anomaly_detection.max_batch_task_per_node",
+            2,
+            1,
+            100,
+            Setting.Property.NodeScope,
+            Setting.Property.Dynamic
+        );
+
+    public static int THRESHOLD_MODEL_TRAINING_SIZE = 1000;
 }

src/main/java/com/amazon/opendistroforelasticsearch/ad/task/ADBatchTaskCache.java

@@ -0,0 +1,131 @@
+/*
+ * Copyright 2020 Amazon.com, Inc. or its affiliates. All Rights Reserved.
+ *
+ * Licensed under the Apache License, Version 2.0 (the "License").
+ * You may not use this file except in compliance with the License.
+ * A copy of the License is located at
+ *
+ *     http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * or in the "license" file accompanying this file. This file is distributed
+ * on an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either
+ * express or implied. See the License for the specific language governing
+ * permissions and limitations under the License.
+ */
+
+package com.amazon.opendistroforelasticsearch.ad.task;
+
+import static com.amazon.opendistroforelasticsearch.ad.settings.AnomalyDetectorSettings.NUM_MIN_SAMPLES;
+import static com.amazon.opendistroforelasticsearch.ad.settings.AnomalyDetectorSettings.NUM_SAMPLES_PER_TREE;
+import static com.amazon.opendistroforelasticsearch.ad.settings.AnomalyDetectorSettings.NUM_TREES;
+import static com.amazon.opendistroforelasticsearch.ad.settings.AnomalyDetectorSettings.THRESHOLD_MODEL_TRAINING_SIZE;
+import static com.amazon.opendistroforelasticsearch.ad.settings.AnomalyDetectorSettings.TIME_DECAY;
+
+import java.util.ArrayDeque;
+import java.util.ArrayList;
+import java.util.Deque;
+import java.util.List;
+import java.util.Map;
+import java.util.Optional;
+import java.util.concurrent.atomic.AtomicBoolean;
+import java.util.concurrent.atomic.AtomicLong;
+
+import com.amazon.opendistroforelasticsearch.ad.ml.HybridThresholdingModel;
+import com.amazon.opendistroforelasticsearch.ad.ml.ThresholdingModel;
+import com.amazon.opendistroforelasticsearch.ad.model.ADTask;
+import com.amazon.opendistroforelasticsearch.ad.model.AnomalyDetector;
+import com.amazon.opendistroforelasticsearch.ad.settings.AnomalyDetectorSettings;
+import com.amazon.randomcutforest.RandomCutForest;
+
+/**
+ * AD batch task cache which will hold RCF, threshold model, shingle and training data.
+ */
+public class ADBatchTaskCache {
+    private final String detectorId;
+    private RandomCutForest rcfModel;
+    private ThresholdingModel thresholdModel;
+    private boolean thresholdModelTrained;
+    private Deque<Map.Entry<Long, Optional<double[]>>> shingle;
+    private List<Double> thresholdModelTrainingData;
+    private AtomicBoolean cancelled = new AtomicBoolean(false);
+    private AtomicLong cacheMemorySize = new AtomicLong(0);
+    private String cancelReason;
+    private String cancelledBy;
+
+    protected ADBatchTaskCache(ADTask adTask) {
+        this.detectorId = adTask.getDetectorId();
+
+        AnomalyDetector detector = adTask.getDetector();
+        rcfModel = RandomCutForest
+            .builder()
+            .dimensions(detector.getShingleSize() * detector.getEnabledFeatureIds().size())
+            .numberOfTrees(NUM_TREES)
+            .lambda(TIME_DECAY)
+            .sampleSize(NUM_SAMPLES_PER_TREE)
+            .outputAfter(NUM_MIN_SAMPLES)
+            .parallelExecutionEnabled(false)
+            .build();
+
+        this.thresholdModel = new HybridThresholdingModel(
+            AnomalyDetectorSettings.THRESHOLD_MIN_PVALUE,
+            AnomalyDetectorSettings.THRESHOLD_MAX_RANK_ERROR,
+            AnomalyDetectorSettings.THRESHOLD_MAX_SCORE,
+            AnomalyDetectorSettings.THRESHOLD_NUM_LOGNORMAL_QUANTILES,
+            AnomalyDetectorSettings.THRESHOLD_DOWNSAMPLES,
+            AnomalyDetectorSettings.THRESHOLD_MAX_SAMPLES
+        );
+        this.thresholdModelTrainingData = new ArrayList<>(THRESHOLD_MODEL_TRAINING_SIZE);
+        this.thresholdModelTrained = false;
+        this.shingle = new ArrayDeque<>(detector.getShingleSize());
+    }
+
+    protected String getDetectorId() {
+        return detectorId;
+    }
+
+    protected RandomCutForest getRcfModel() {
+        return rcfModel;
+    }
+
+    protected Deque<Map.Entry<Long, Optional<double[]>>> getShingle() {
+        return shingle;
+    }
+
+    protected ThresholdingModel getThresholdModel() {
+        return thresholdModel;
+    }
+
+    protected void setThresholdModelTrained(boolean thresholdModelTrained) {
+        this.thresholdModelTrained = thresholdModelTrained;
+    }
+
+    protected boolean isThresholdModelTrained() {
+        return thresholdModelTrained;
+    }
+
+    protected List<Double> getThresholdModelTrainingData() {
+        return thresholdModelTrainingData;
+    }
+
+    protected AtomicLong getCacheMemorySize() {
+        return cacheMemorySize;
+    }
+
+    protected boolean isCancelled() {
+        return cancelled.get();
+    }
+
+    protected String getCancelReason() {
+        return cancelReason;
+    }
+
+    protected String getCancelledBy() {
+        return cancelledBy;
+    }
+
+    protected void cancel(String reason, String userName) {
+        this.cancelled.compareAndSet(false, true);
+        this.cancelReason = reason;
+        this.cancelledBy = userName;
+    }
+}