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Add a super quick f-ANOVA algorithm named PED-ANOVA #5212
Merged
HideakiImamura
merged 41 commits into
optuna:master
from
nabenabe0928:feat/add-ped-anova
Feb 20, 2024
Merged
Add a super quick f-ANOVA algorithm named PED-ANOVA #5212
HideakiImamura
merged 41 commits into
optuna:master
from
nabenabe0928:feat/add-ped-anova
Feb 20, 2024
Commits on Jan 29, 2024
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[feat] Add the first draft of PED-ANOVA
* Separate a file for efficient Parzen estimator * Raise value error when there are 2< samples better than baseline * Fix an import error and remove zero weights from Parzen estimator * Rename step to n_steps * Add a small number to categorical weights to avoid numerical errors * Rename efficient pe to scott pe * Add documentation for PED-ANOVA * Keep only quantile filters for now
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