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