Annotated Heatmap of a Correlation Matrix

[nknize]

Description

This feature dates back a few years when matrix_stats was merged into ES 5.0. We still need a way to visualize these correlation matrices in Kibana which would be tremendously useful for data science applications.

Desired solution

In a WIP PR we discussed the typical way of visualizing a correlation matrix as using an Annotated Heatmap. There are even some interesting D3 matrix visualizations that have been around for quite a while that might be worth looking at. Either way, this would be tremendously useful for things like our planned spatial_stats aggregations for linking heatmap correlation visualizations with geospatial map view.

NOTE: The values do not have to be correlations. This type of visualization could also be useful for general adjacency matrices

Annotated Heatmap of a Correlation Matrix - Example Visualization

[markov00]

Thanks @nknize for the request. Heatmap is one of the next chart type we are focusing on our efforts. Beside the missing spatial_statistic metric aggregation, do you think the features available in the current version of the heatmap visualization in kibana are enough for your use case? are we missing something there?

[blookot]

+100!
This would be very helpful when preparing for Data frame analytics: finding the correlated features to select them.

[markov00]

Closing this as a first alpha version of the heatmap chart was released
ref: #831