fanova
=======
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A Rust [fANOVA] (functional analysis of variance) implementation.
fANOVA provides a way to calculate feature importance.
Examples
--------
```rust
use fanova::{FanovaOptions, RandomForestOptions};
use rand::{Rng, SeedableRng};
let mut feature1 = Vec::new();
let mut feature2 = Vec::new();
let mut feature3 = Vec::new();
let mut target = Vec::new();
let mut rng = rand::rngs::StdRng::from_seed([0u8; 32]);
for _ in 0..100 {
let f1 = rng.gen();
let f2 = rng.gen();
let f3 = rng.gen();
let t = f1 + f2 * 2.0 + f3 * 3.0;
feature1.push(f1);
feature2.push(f2);
feature3.push(f3);
target.push(t);
}
let mut fanova = FanovaOptions::new()
.random_forest(RandomForestOptions::new().seed(0))
.fit(vec![&feature1, &feature2, &feature3], &target).unwrap();
let importances = (0..3)
.map(|i| fanova.quantify_importance(&[i]).mean)
.collect::<Vec<_>>();
assert_eq!(
importances,
vec![0.02744461966313835, 0.22991883769286145, 0.6288784011550144]
);
```
References
----------
- [An Efficient Approach for Assessing Hyperparameter Importance][fANOVA]
[fANOVA]: http://proceedings.mlr.press/v32/hutter14.html