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1 Commits

Author SHA1 Message Date
vishwakftw
5e462a3ed6 Introduce SobolEngine (#10505)
Summary:
`SobolEngine` is a quasi-random sampler used to sample points evenly between [0,1]. Here we use direction numbers to generate these samples. The maximum supported dimension for the sampler is 1111.

Documentation has been added, tests have been added based on Balandat 's references. The implementation is an optimized / tensor-ized implementation of Balandat 's implementation in Cython as provided in #9332.

This closes #9332 .

cc: soumith Balandat
Pull Request resolved: https://github.com/pytorch/pytorch/pull/10505

Reviewed By: zou3519

Differential Revision: D9330179

Pulled By: ezyang

fbshipit-source-id: 01d5588e765b33b06febe99348f14d1e7fe8e55d
2019-03-26 07:53:07 -07:00