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Sign upQuasi Monte Carlo Rd Sampling #153
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Aug 30, 2018
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@astoeckel Since you were using the Halton sequence, this might be of interest to you. This is a new quasi-random sequence, that's been implemented as a Nengo distribution. You can use it to generate scattered points on the cube, sphere, or ball. Links to staging documentation (with inline code examples): |
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arvoelke commentedAug 30, 2018
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edited
Resolves #152. Code is modified from http://extremelearning.com.au/unreasonable-effectiveness-of-quasirandom-sequences/
This is a new method for sampling points from the sphere and ball (encoders and evaluation points).
It is still possible to use the old method by passing
base=Sobol()
to the constructor of all of the distributions, instead of the new default ofbase=Rd()
. The biggest benefit is the new method works for arbitrary dimension, whereas the old method regressed to Nengo's independent distribution ford > 40
.Some plots from the new method (to be in the documentation upon release):
Versus the old method (Sobol):