Add PedAnovaImportanceEvaluator

rustuna_core/src/distribution.rs

@@ -57,6 +57,33 @@ impl Distribution {
             _ => Err(Error::new(ErrorKind::IncompatibleDistribution)),
         }
     }
+
+    pub fn is_single(&self) -> bool {
+        match self {
+            Distribution::Float {
+                low, high, step, ..
+            } => {
+                if let Some(step) = step {
+                    low == high || high - low - step < 1e-12
+                } else {
+                    low == high
+                }
+            }
+            Distribution::Int {
+                low,
+                high,
+                step,
+                log,
+            } => {
+                if *log {
+                    low == high
+                } else {
+                    low == high || high - low < *step
+                }
+            }
+            Distribution::Categorical { cardinality } => *cardinality == 1,
+        }
+    }
 }
 
 #[cfg(test)]

rustuna_core/src/error.rs

@@ -60,4 +60,5 @@ pub enum ErrorKind {
     NoCompletedTrial,
     IncompatibleDistribution,
     Unexpected,
+    ImportanceEvaluatorError,
 }

rustuna_core/src/parzen_estimator/model.rs

@@ -30,7 +30,7 @@ impl ParzenEstimator {
         )
     }
 
-    pub fn new_with_scott(
+    pub fn with_scott(
         observations: &HashMap<String, Vec<f64>>,
         search_space: &HashMap<String, Distribution>,
         weights: &[f64],

rustuna_importance/examples/ped_anova.rs

@@ -0,0 +1,31 @@
+use std::sync::{Arc, Mutex};
+
+use rustuna_core::sampler::RandomSampler;
+use rustuna_core::storage::InMemoryStorage;
+use rustuna_core::study::{create_study, Direction};
+use rustuna_core::Result;
+use rustuna_importance::{self, PedAnovaImportanceEvaluator};
+
+fn main() -> Result<()> {
+    let storage = InMemoryStorage::new();
+    let directions = vec![Direction::Minimize];
+    let mut study = create_study("simple-quadratic", storage, directions)?;
+
+    let sampler = Arc::new(Mutex::new(RandomSampler::new()));
+    study.optimize(
+        |mut t| {
+            let x = t.suggest_float("x", 0.0, 10.0)?;
+            let y = t.suggest_float("y", 0.0, 10.0)?;
+            let value = x + y * 3.0;
+            println!("{:2} x: {}, y: {}, value: {}", t.number, x, y, value);
+            Ok(vec![value])
+        },
+        sampler,
+        50,
+    )?;
+    let evaluator = PedAnovaImportanceEvaluator::new(0.1, 1.0, true);
+    let importances = rustuna_importance::get_param_importances(&study, &evaluator)?;
+    println!("Parameter importances: {importances:?}");
+
+    Ok(())
+}