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Use randomized sobol sampling #167

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Use randomized sobol sampling #167

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52a924d
Update sobol_sensitivity.jl
Vaibhavdixit02 May 17, 2024
8142a18
Update src/sobol_sensitivity.jl
Vaibhavdixit02 May 18, 2024
846f306
Update sobol_sensitivity.jl
Vaibhavdixit02 May 18, 2024
a0d9364
Update src/sobol_sensitivity.jl
Vaibhavdixit02 May 20, 2024
04ab43b
Change number of samples in sobol to 2^n and fix shapley indexing
Vaibhavdixit02 May 29, 2024
d060c3c
rem old qmc support
Vaibhavdixit02 May 29, 2024
8fa44eb
format
Vaibhavdixit02 May 30, 2024
ff2dc3c
Update src/sobol_sensitivity.jl
Vaibhavdixit02 May 30, 2024
65f5d8d
Docs and tests
Vaibhavdixit02 May 30, 2024
facbac8
sobol test value update
Vaibhavdixit02 May 30, 2024
3b7cf99
missed updates
Vaibhavdixit02 May 30, 2024
19e83ad
Merge branch 'master' into Vaibhavdixit02-patch-1
Vaibhavdixit02 May 30, 2024
73c74eb
Update src/shapley_sensitivity.jl
Vaibhavdixit02 May 30, 2024
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3 changes: 2 additions & 1 deletion src/sobol_sensitivity.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -342,10 +342,11 @@ function gsa_sobol_all_y_analysis(method, all_y::AbstractArray{T}, d, n, Ei_esti
nboot > 1 ? reshape(ST_CI, size_...) : nothing)
end

function gsa(f, method::Sobol, p_range::AbstractVector; samples, kwargs...)
function gsa(f, method::Sobol, p_range::AbstractVector; samples, rng::AbstractRNG = Random.default_rng(), kwargs...)
AB = QuasiMonteCarlo.generate_design_matrices(samples, [i[1] for i in p_range],
[i[2] for i in p_range],
QuasiMonteCarlo.SobolSample(),
QuasiMonteCarlo.OwenScramble(; base=2, pad=ceil(Int, log2(samples)), rng),
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2 * method.nboot)
A = reduce(hcat, @view(AB[1:(method.nboot)]))
B = reduce(hcat, @view(AB[(method.nboot + 1):end]))
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