feat: add parameter importance via Spearman rank correlation

Compute per-parameter importance scores by measuring the absolute
Spearman rank correlation between each parameter's values and the
objective across completed trials. Scores are normalized to sum to 1.0
and returned sorted by descending importance.
This commit is contained in:
Manuel Raimann
2026-02-11 18:56:19 +01:00
parent 09480a973b
commit 0cae3b4227
4 changed files with 364 additions and 0 deletions
+1
View File
@@ -216,6 +216,7 @@ macro_rules! trace_debug {
mod distribution;
mod error;
mod importance;
mod kde;
mod param;
pub mod parameter;