On 01.06.21 20:02, Gilles Sadowski wrote:
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...
+1, right, it reminds me JumpableUniformRandomProvider ;)
/* 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"?
After looking at the Sobol and Halton sequences plus doing some testing,
we can go for a long
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.
Right I did check this condition
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
Thanks for the link I will have a closer look, never checked the rng
repo btw :)
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