Manuel Raimann
87 lines
2.5 KiB
Rust
87 lines
2.5 KiB
Rust
//! Integration tests for fANOVA parameter importance.
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use optimizer::prelude::*;
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#[test]
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fn fanova_dominant_parameter() {
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// f(x, y) = x^2 — x should dominate
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let x = FloatParam::new(0.0, 10.0).name("x");
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let y = FloatParam::new(0.0, 10.0).name("y");
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let study: Study<f64> = Study::with_sampler(Direction::Minimize, RandomSampler::with_seed(42));
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study
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.optimize(50, |trial| {
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let xv = x.suggest(trial)?;
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let _yv = y.suggest(trial)?;
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Ok::<_, Error>(xv * xv)
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})
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.unwrap();
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let result = study.fanova().unwrap();
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assert_eq!(result.main_effects[0].0, "x");
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assert!(
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result.main_effects[0].1 > 0.7,
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"x importance = {}",
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result.main_effects[0].1
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);
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}
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#[test]
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fn fanova_interaction() {
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// f(x, y) = x * y — both matter and interact
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let x = FloatParam::new(0.0, 10.0).name("x");
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let y = FloatParam::new(0.0, 10.0).name("y");
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let study: Study<f64> = Study::with_sampler(Direction::Minimize, RandomSampler::with_seed(7));
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study
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.optimize(100, |trial| {
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let xv = x.suggest(trial)?;
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let yv = y.suggest(trial)?;
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Ok::<_, Error>(xv * yv)
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})
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.unwrap();
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let config = FanovaConfig {
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n_trees: 128,
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..FanovaConfig::default()
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};
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let result = study.fanova_with_config(&config).unwrap();
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// Should detect interaction
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assert!(
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!result.interactions.is_empty(),
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"should detect x*y interaction"
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);
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}
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#[test]
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fn fanova_consistent_with_correlation() {
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// f(x, y) = 3*x + 0.5*y — x should rank higher in both methods
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let x = FloatParam::new(0.0, 10.0).name("x");
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let y = FloatParam::new(0.0, 10.0).name("y");
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let study: Study<f64> = Study::with_sampler(Direction::Minimize, RandomSampler::with_seed(99));
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study
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.optimize(80, |trial| {
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let xv = x.suggest(trial)?;
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let yv = y.suggest(trial)?;
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Ok::<_, Error>(3.0 * xv + 0.5 * yv)
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})
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.unwrap();
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let corr = study.param_importance();
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let fanova = study.fanova().unwrap();
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// Both methods should rank x above y
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assert_eq!(corr[0].0, "x", "correlation should rank x first");
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assert_eq!(fanova.main_effects[0].0, "x", "fanova should rank x first");
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}
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#[test]
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fn fanova_too_few_trials() {
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let study: Study<f64> = Study::new(Direction::Minimize);
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let result = study.fanova();
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assert!(result.is_err(), "should error with no trials");
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}
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