New marginal method base on scikitlearn

Author: lionelkusch

docs/src/api.rst

@@ -40,3 +40,14 @@ Classes
    CFI
    PFI
    D0CRT
+
+Marginal Importance
+===================
+.. autosummary::
+   :toctree: ./generated/api/marginal
+   :template: class.rst
+
+   ANOVA
+   AnalysisOfVariance
+   UnivariateLinearRegressionTests
+   MutualInformation

docs/tools/references.bib

@@ -135,6 +135,22 @@ @article{chevalier_statistical_2020
   year    = {2020}
 }
 
+@article{chow1960tests,
+  title     = {Tests of equality between sets of coefficients in two linear regressions},
+  author    = {Chow, Gregory C},
+  journal   = {Econometrica: Journal of the Econometric Society},
+  pages     = {591--605},
+  year      = {1960},
+  publisher = {JSTOR}
+}
+
+@book{cover1999elements,
+  title     = {Elements of information theory},
+  author    = {Cover, Thomas M},
+  year      = {1999},
+  publisher = {John Wiley \& Sons}
+}
+
 @article{eshel2003yule,
   author  = {Eshel, Gidon},
   journal = {Internet resource},
@@ -155,6 +171,15 @@ @article{fan2012variance
   year      = {2012}
 }
 
+@incollection{fisher1970statistical,
+  title     = {Statistical methods for research workers},
+  author    = {Fisher, Ronald Aylmer},
+  booktitle = {Breakthroughs in statistics: Methodology and distribution},
+  pages     = {66--70},
+  year      = {1970},
+  publisher = {Springer}
+}
+
 @article{gaonkar_deriving_2012,
   author  = {Gaonkar, Bilwaj and Davatzikos, Christos},
   journal = {International Conference on Medical Image Computing and Computer-Assisted Intervention},
@@ -180,6 +205,17 @@ @article{hirschhorn2005genome
   year      = {2005}
 }
 
+@article{larson2008analysis,
+  title     = {Analysis of variance},
+  author    = {Larson, Martin G},
+  journal   = {Circulation},
+  volume    = {117},
+  number    = {1},
+  pages     = {115--121},
+  year      = {2008},
+  publisher = {Lippincott Williams \& Wilkins}
+}
+
 @article{lei2018distribution,
   title     = {Distribution-free predictive inference for regression},
   author    = {Lei, Jing and G'Sell, Max and Rinaldo, Alessandro and Tibshirani, Ryan J and Wasserman, Larry},
@@ -269,6 +305,17 @@ @article{Ren_2023
   year    = {2023}
 }
 
+@article{shannon1948mathematical,
+  title     = {A mathematical theory of communication},
+  author    = {Shannon, Claude E},
+  journal   = {The Bell system technical journal},
+  volume    = {27},
+  number    = {3},
+  pages     = {379--423},
+  year      = {1948},
+  publisher = {Nokia Bell Labs}
+}
+
 @article{stroblConditionalVariableImportance2008,
   author  = {Strobl, Carolin and Boulesteix, Anne-Laure and Kneib, Thomas and Augustin, Thomas and Zeileis, Achim},
   doi     = {10.1186/1471-2105-9-307},

src/hidimstat/__init__.py

@@ -27,6 +27,15 @@
 
 from .statistical_tools.aggregation import quantile_aggregation
 
+# marginal methods
+from .marginal import (
+    AdapterScikitLearn,  # for documentation
+    AnalysisOfVariance,  # for documentation
+    UnivariateLinearRegressionTests,
+    MutualInformation,
+)
+from .marginal import AnalysisOfVariance as ANOVA
+
 try:
     from ._version import __version__
 except ImportError:
@@ -51,4 +60,8 @@
     "CFI",
     "LOCO",
     "PFI",
+    # marginal
+    "ANOVA",
+    "UnivariateLinearRegressionTests",
+    "MutualInformation",
 ]

src/hidimstat/marginal/__init__.py

@@ -0,0 +1,13 @@
+from .selection_variable_scikit_learn import (
+    AdapterScikitLearn,
+    AnalysisOfVariance,
+    UnivariateLinearRegressionTests,
+    MutualInformation,
+)
+
+__all__ = [
+    "AdapterScikitLearn",
+    "AnalysisOfVariance",
+    "UnivariateLinearRegressionTests",
+    "MutualInformation",
+]