def testUnscrambledHighDimSobol(self):
engine = SobolEngine(1111)
count1 = Counter(engine.draw().flatten().tolist())
count2 = Counter(engine.draw().flatten().tolist())
count3 = Counter(engine.draw().flatten().tolist())
self.assertEqual(count1, Counter({0.5: 1111}))
self.assertEqual(count2, Counter({0.25: 580, 0.75: 531}))
self.assertEqual(count3, Counter({0.25: 531, 0.75: 580}))
def testScrambledDistributionSobol(self):
engine = SobolEngine(10, scramble=True, seed=12345)
draws = engine.draw(1000)
self.assertTrue(
np.allclose(np.mean(draws, axis=0), np.repeat(0.5, 10), atol=0.01))
self.assertTrue(
np.allclose(np.percentile(draws, 25, axis=0),
np.repeat(0.25, 10),
atol=0.01))
self.assertTrue(
np.allclose(np.percentile(draws, 75, axis=0),
np.repeat(0.75, 10),
atol=0.01))
def init_engine(self, n_tunable_features: int) -> SobolEngine:
"""Initialize singleton SobolEngine, only on gen.
Args:
n_tunable_features: The number of features which can be
searched over.
Returns:
SobolEngine, which can generate Sobol points.
"""
if not self._engine:
self._engine = SobolEngine( # pyre-ignore: .pyx not parsed properly.
dimen=n_tunable_features,
scramble=self.scramble,
seed=self.seed).fast_forward(self.init_position)
return self._engine
def testUnscrambledFastForwardAndResetSobol(self):
engine_unscrambled_3d = SobolEngine(3).fast_forward(5)
draws = engine_unscrambled_3d.draw(5)
self.assertTrue(
np.array_equal(self.draws_unscrambled_3d[5:10, :], draws))
engine_unscrambled_3d.reset()
even_draws = []
for i in range(10):
if i % 2 == 0:
even_draws.append(engine_unscrambled_3d.draw())
else:
engine_unscrambled_3d.fast_forward(1)
self.assertTrue(
np.array_equal(
self.draws_unscrambled_3d[[i for i in range(10)
if i % 2 == 0], ],
np.vstack(even_draws),
))
def testUnscrambledSobolBounds(self):
engine = SobolEngine(1111)
draws = engine.draw(1000)
self.assertTrue(np.all(draws >= 0))
self.assertTrue(np.all(draws <= 1))
def testUnscrambled3DAsyncSobol(self):
engine_unscrambled_3d = SobolEngine(3)
draws = np.vstack(engine_unscrambled_3d.draw() for i in range(10))
self.assertTrue(np.array_equal(self.draws_unscrambled_3d, draws))
def test0Dim(self):
engine = SobolEngine(0)
draws = engine.draw(5)
self.assertTrue(np.array_equal(np.empty((5, 0)), draws))
def setUp(self):
engine_unscrambled_1d = SobolEngine(1)
self.draws_unscrambled_1d = engine_unscrambled_1d.draw(10)
engine_unscrambled_3d = SobolEngine(3)
self.draws_unscrambled_3d = engine_unscrambled_3d.draw(10)
engine_scrambled_1d = SobolEngine(1, scramble=True, seed=12345)
self.draws_scrambled_1d = engine_scrambled_1d.draw(10)
engine_scrambled_3d = SobolEngine(3, scramble=True, seed=12345)
self.draws_scrambled_3d = engine_scrambled_3d.draw(10)