A Rust [fANOVA] (functional analysis of variance) implementation.
fANOVA provides a way to calculate feature importance.
```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::seedfromu64(0); 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()
.randomforest(RandomForestOptions::new().seed(0))
.fit(vec![&feature1, &feature2, &feature3], &target).unwrap();
let importances = (0..3)
.map(|i| fanova.quantifyimportance(&[i]).mean)
.collect::
assert_eq!( importances, vec![0.02744461966313835, 0.22991883769286145, 0.6288784011550144] ); ```