Summary:
Sobol was modfied to not drop the first point. This update reflects this behavior in the docstring.
Pull Request resolved: https://github.com/pytorch/pytorch/pull/62548
Reviewed By: qingfeng10
Differential Revision: D30035627
Pulled By: Balandat
fbshipit-source-id: 64c659ea30c0c929778da3b58041875834e25e9a
Summary:
Pull Request resolved: https://github.com/pytorch/pytorch/pull/51578https://github.com/pytorch/pytorch/pull/49710 introduced an edge case in which
drawing a single sample resulted in ignoring the `dtype` arg to `draw`. This
fixes this and adds a unit test to cover this behavior.
Test Plan: Unit tests
Reviewed By: danielrjiang
Differential Revision: D26204393
fbshipit-source-id: 441a44dc035002e7bbe6b662bf6d1af0e2cd88f4
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
Summary:
I ran `make linkcheck` using `sphinx.builders.linkcheck` on the documentation and noticed a few links weren't using HTTPS so I quickly updated them all.
Pull Request resolved: https://github.com/pytorch/pytorch/pull/40878
Differential Revision: D22404647
Pulled By: ngimel
fbshipit-source-id: 9c9756db59197304023fddc28f252314f6cf4af3
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
