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Diff between goptuna Sobol sequence and scipy.stats.qmc.Sobol #234

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chinsoon12 opened this issue May 6, 2022 · 0 comments
Open

Diff between goptuna Sobol sequence and scipy.stats.qmc.Sobol #234

chinsoon12 opened this issue May 6, 2022 · 0 comments

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@chinsoon12
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chinsoon12 commented May 6, 2022

Hi,

Thank you so much on your work for Go optuna.

There are differences between the Sobol sequence generated using goptuna Sobol Engine Draw versus scipy.stats.qmc.Sobol.
Tracing the problem points to the wrong set of direction numbers being used.

In func initDirectionNumbers from https://github.com/c-bata/goptuna/blob/main/sobol/engine.go, instead of

dn := directionNumbers[j]

it should be

dn := directionNumbers[j-1]
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