feat: expose parameter skip_values for Sobol sequence to user #89
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gilrrei
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Jan 10, 2025
| @@ -63,6 +65,7 @@ def __init__( | |||
| num_bootstrap_samples, | |||
| confidence_level, | |||
| result_description, | |||
| skip_values=1024, | |||
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Why have a default of skipping 1024 values? I guess this is related to the method itself?
gilrrei
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Jan 10, 2025
sbrandstaeter
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gilrrei
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leahaeusel
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Description and Context
With
skip_values, the user can determine the number of points in Sobol' sequence to skip.On the one hand, this can serve as a type of seed for the quasi-random sequence.
On the other hand, it allows the sampling of additional points if the sample size is too small in an initial run.
Additional sample points would, e .g., work like this:
Run 1:
skip_values_1 = 512num_samples_1 = 1024Run 2:
skip_values_2 = skip_values_1 + num_samples_1 = 1536num_samples_2 = 1024These two runs should be identical to running one run with:
skip_values = 512num_samples = 2048Related Issues and Pull Requests
How Has This Been Tested?
Checklist
Additional Information
Interested Parties
Possible reviewers:
Other interested parties: