SobolEngine should use random seed by default when scrambling

[Balandat]

Currently, the following behavior is deterministic:

SobolEngine(dim=d, scramble=True).draw(k)

To achieve random scrambling, you need to do

SobolEngine(dim=d, scramble=True, seed=random.randint(0, 100)).draw(k)

This behavior is inconsistent with that of other random number generation in torch. E.g., torch.rand(d) will generate different numbers in each call, unless the seed is fixed manually.

I believe the SobolEngine behavior should be consistent with this, otherwise this is a pretty big gotcha. This behavior is because if no seed is given to SobolEngine, it uses torch.Generator() to generate the random numbers for scrambling. My suggestion is to use a random seed if seed=None in the SobolEngine constructor.

If this sounds reasonable, I'll put up a two line PR.

[Balandat]

@vishwakftw

[vishwakftw]

@Balandat sounds very reasonable. I actually hadn't thought of this at the time. I would be wary of the tests, because they assume the above behavior.

[Balandat]

yeah I could have thought of that myself as well at the time when reviewing the PR...

[vishwakftw]

Closing since the fix has been merged.