Machine learning Algorithms used by Elastic x-pack plugin
The algorithms used for Elasticsearch's Machine Learning are a mixture of techniques, including clustering, various types of time series decomposition, bayesian distribution modelling and correlation analysis.
Here are some resources where you can deep dive into how it works:
- 2018's Elastic{ON} featured this presentation: "The Math Behind Elastic Machine Learning", a recording is available here: https://www.elastic.co/elasticon/conf/2018/sf/the-math-behind-elastic-machine-learning
- The C++ code which implements the core analytics for machine learning is available on github: https://github.com/elastic/ml-cpp
I found some good answers on this website which belongs to the Prelert the engine is applied by elastic for anomaly detection.