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fANOVA: Implement faster version

Open sarah-segel opened this issue 1 year ago • 2 comments

As the current implementation of fANOVA is rather inefficient, we could think about how to make it faster.

sarah-segel avatar Apr 12 '23 09:04 sarah-segel

FYI, I've used this to great effect before: https://github.com/benfred/py-spy

You can generate output for speedscope which you can upload and navigate here: https://www.speedscope.app/

eddiebergman avatar Apr 12 '23 11:04 eddiebergman

Talking about the fast version of fANOVA, I implemented fANOVA with another surrogate model (kernel density estimators).

Paper: https://arxiv.org/abs/2304.10255 Implementation: https://github.com/nabenabe0928/local-anova

nabenabe0928 avatar Jan 25 '24 04:01 nabenabe0928