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Implement Rust Backend #878

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s3alfisc
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  • Implement a Rust Backend for PyFixest.
  • Reorganize demeaner_backend code logic.

@schroedk
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@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?

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s3alfisc commented May 14, 2025

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.

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