pytorch
449098c2 - [SobolEngine] Update direction numbers to 21201 dims (#49710)

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3 years ago
[SobolEngine] Update direction numbers to 21201 dims (#49710) Summary: Performs the update that was suggested in https://github.com/pytorch/pytorch/issues/41489 Adjust the functionality to largely match that pf the scipy companion PR https://github.com/scipy/scipy/pull/10844/, including - a new `draw_base2` method - include zero as the first point in the (unscrambled) Sobol sequence The scipy PR is also quite opinionated if the `draw` method doesn't get called with a base 2 number (for which the resulting sequence has nice properties, see the scipy PR for a comprehensive discussion of this). Note that this update is a **breaking change** in the sense that sequences generated with the same parameters after as before will not be identical! They will have the same (better, arguably) distributional properties, but calling the engine with the same seed will result in different numbers in the sequence. Pull Request resolved: https://github.com/pytorch/pytorch/pull/49710 Test Plan: ``` from torch.quasirandom import SobolEngine sobol = SobolEngine(3) sobol.draw(4) sobol = SobolEngine(4, scramble=True) sobol.draw(5) sobol = SobolEngine(4, scramble=True) sobol.draw_base2(2) ``` Reviewed By: malfet Differential Revision: D25657233 Pulled By: Balandat fbshipit-source-id: 9df50a14631092b176cc692b6024aa62a639ef61
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