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