Implement Rust Backend

[s3alfisc]

• Implement a Rust Backend for PyFixest.
• Reorganize demeaner_backend code logic.

[schroedk]

@s3alfisc it was nice to meet you at the PyCon some weeks ago (we met at the appliedAI booth together with @janosg). I have some time to work on this topic and I would have some questions, before starting. First of all, do you want the user to choose the backend? Or is it a question of benchmarking, i.e. if rust implementation is faster everywhere, then get rid of the numba dependency completely?

[s3alfisc]

Hi @schroedk, that's super awesome and I'm really excited! The idea was to initially support rust as one of three backends - we currently support numba (which is the default) and JAX for runs on the GPU. There I would like to add rust as an option. Eventually (maybe even directly after merging this pr), I would like to make Rust the default backend, still support JAX, and deprecate numba after a while. And in the meantime, we can use the rust + numba backends for easy benchmarking of one implementation against the other.

[codecov]

Codecov Report

Attention: Patch coverage is 49.19355% with 63 lines in your changes missing coverage. Please review.

Files with missing lines	Patch %	Lines
pyfixest/estimation/numba/nested_fixef_nb.py	16.21%	31 Missing ⚠️
...st/estimation/numba/find_collinear_variables_nb.py	11.76%	30 Missing ⚠️
pyfixest/estimation/feols_.py	86.66%	2 Missing ⚠️

Flag	Coverage Δ
core-tests	78.61% <49.19%> (+0.14%)	⬆️
tests-extended	?
tests-vs-r	15.91% <36.29%> (+0.49%)	⬆️

Flags with carried forward coverage won't be shown. Click here to find out more.

Files with missing lines	Coverage Δ
pyfixest/core/__init__.py	100.00% <100.00%> (ø)
pyfixest/core/collinear.py	100.00% <100.00%> (ø)
pyfixest/core/crv1.py	100.00% <100.00%> (ø)
pyfixest/core/demean.py	100.00% <100.00%> (ø)
pyfixest/core/nested_fixed_effects.py	100.00% <100.00%> (ø)
pyfixest/estimation/FixestMulti_.py	79.89% <100.00%> (+0.10%)	⬆️
pyfixest/estimation/backends.py	100.00% <100.00%> (ø)
pyfixest/estimation/demean_.py	52.54% <100.00%> (+1.23%)	⬆️
pyfixest/estimation/estimation.py	94.35% <ø> (ø)
pyfixest/estimation/feiv_.py	87.50% <100.00%> (+0.11%)	⬆️
... and 7 more

... and 5 files with indirect coverage changes

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• ❄️ Test Analytics: Detect flaky tests, report on failures, and find test suite problems.

[s3alfisc]

@schroedk just as a status update - I am currently reviewing the rust implementations; only have to go through the "count_fixef_fully_nested". Hopeful I'll be able to merge this in a few days =)

[s3alfisc]

Ok, finished my review + added some docstrings. Only thing to add (I think) is update the readme to "blazing fast" and "written in Rust" 😄

[s3alfisc]

@all-contributors please add @schroedk for code

[allcontributors]

@s3alfisc

I've put up a pull request to add @schroedk! 🎉