Introduce SobolEngine (#10505)
authorvishwakftw <cs15btech11043@iith.ac.in>
Tue, 26 Mar 2019 14:49:58 +0000 (07:49 -0700)
committerFacebook Github Bot <facebook-github-bot@users.noreply.github.com>
Tue, 26 Mar 2019 14:53:07 +0000 (07:53 -0700)
commit5e462a3ed6ec88a022e1ab4d60f9e2282e96ec44
tree0e23d6442a8e7d39c3fd1f7b7dfc09d8303b894c
parent9080942afb0f53be24efd3e213a39f1c270b8e5c
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
aten/src/ATen/native/SobolEngineOps.cpp [new file with mode: 0644]
aten/src/ATen/native/SobolEngineOpsUtils.h [new file with mode: 0644]
aten/src/ATen/native/native_functions.yaml
docs/source/torch.rst
test/test_torch.py
tools/autograd/gen_variable_type.py
torch/__init__.py
torch/quasirandom.py [new file with mode: 0644]