Le mar. 1 juin 2021 à 15:25, Samy Badjoudj <samy.badjo...@gmail.com> a écrit :
>
> Thanks Gilles, please find below my remarks
>
>
> On 01.06.21 12:37, Gilles Sadowski wrote:
> > Le lun. 31 mai 2021 à 02:07, Gilles Sadowski <gillese...@gmail.com> a écrit
> > :
> >> Hello.
> >>
> >> Halton and Sobol sequences have been implemented in the "random"
> >> package. From Wikipedia[1]:
> >> ---CUT---
> >> Low-discrepancy sequences are also called quasirandom sequences,
> >> due to their common use as a replacement of uniformly distributed
> >> random numbers. The "quasi" modifier is used to denote more clearly
> >> that the values of a low-discrepancy sequence are neither random nor
> >> pseudorandom.
> >> ---CUT---
> >>
> >> TL;DR;
> >> I propose to create an interface "LowDiscrepancySequence" to properly
> >> represents the concept (as opposed to "RandomVectorGenerator").
> > In current "master", interface "RandomVectorGenerator" is not used
> > anymore; I'll remove it.
> >
> > The new (untested) API would be:
> > ---CUT---
> > public interface LowDiscrepancySequence extends Supplier<double[]> {
> > /**
> > * Creates a copy of the LowDiscrepancySequence and then advances
> I would do first the advance then the copy it.
Then you'd end up with two instances having the same state...
> > /* the state of the current instance. The copy is returned.
> > *
> > * @param jump How far to jump from the current state.
> > * @return a copy of this instance.
> > */
> > LowDiscrepancySequence jump(int jump);
> > }
> >
> > public class SobolSequence implements LowDiscrepancySequence { /* ... */ }
> >
> > public class HaltonSequence implements LowDiscrepancySequence { /* ... */ }
> > ---CUT---
> >
> > TBD (through reading about the subject): Is this interface common to
> > all such algorithms? [Is "jump" always defined? Should its argument
> > rather be a "long"?]
>
> The maximum size of an array (underlying object) is limited by the max
> integer value. I would suggest keeping an it
Which "underlying" array are you referring to?
How would it impact the size of the "jump"?
>
> > From an usage POV, I don't see the purpose of the "skipTo" and
> > "getNextIndex" methods.
> Agree
> > By the way, Javadoc for "skipTo" mandates that the arg be positive,
> > but no check is performed; and the code produces a result (expected
> > or not?).
>
> It will return 0 vector in HaltonSequenceGenerator since
A bug then.
> for (int i =0; i <dimension; i++) {
> int index =count; double f =1.0 /base[i]; int j =0; while (index >0) {
> final int digit = scramble(i, j, base[i], index %base[i]); v[i] += f
> * digit; index /=base[i]; // floor( index / base ) f /=base[i]; }
> }
>
> For the SobolSequence the Gray Code bit manipulation is working just for
> unsigned number so unexpected value behavior.
A comparison should be done with another implementation.
Maybe the range can be extended to all "int" values (?).
> Meaning we can do a sanity check in the jump method before.
+1
> > Another improvement for "SobolGenerator" would be to move the IO
> > to a factory/builder class (that would also cache the data it reads from
> > the "resource" file).
> >
>
> That will be a good idea as a separate new improvement
>
>
> >> [1] https://en.wikipedia.org/wiki/Low-discrepancy_sequence
> >
> >
> >
> >
> /** Interface to Low Discrepancy Sequence generator and supplier *
> Supplier of a low discrepancy vectors * Offers navigation through
> underlying sequence */ public interface LowDiscrepancySequenceextends
> Supplier<double[]> {
> /** * Skip to the index in the sequence * @param index of the element to
> skip to * @return T element at the index */ LowDiscrepancySequencejump(int
> index); ----> return a copy of it to avoid side effect }
>
>
>
>
> /** * private constructor avoid side effects * @return copy of
> LowDiscrepancySequence */ private LowDiscrepancySequencecopy() {
> return new SobolSequenceGenerator(this); }
>
>
> /** * private constructor avoid side effects * @return copy of
> LowDiscrepancySequence */ private LowDiscrepancySequencecopy() {
> return new HaltonSequenceGenerator(this); }
>
Another line of improvement would be to mimic "RandomSource":
https://gitbox.apache.org/repos/asf?p=commons-rng.git;a=blob;f=commons-rng-simple/src/main/java/org/apache/commons/rng/simple/RandomSource.java;h=65ca02fdc285fbb7ea8305008dbce21f571191d7;hb=HEAD
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