feat: add Sobol quasi-random sampler behind sobol feature flag

Add SobolSampler using Owen-scrambled Sobol sequences (sobol_burley
crate) for better uniform coverage of the parameter space compared to
random sampling. Supports all distribution types including log-scale
and stepped parameters.
This commit is contained in:
Manuel Raimann
2026-02-11 17:59:48 +01:00
parent 9b4a8321b5
commit a53ba4f472
4 changed files with 430 additions and 0 deletions
+2
View File
@@ -24,6 +24,7 @@ optimizer-derive = { version = "0.1.0", path = "optimizer-derive", optional = tr
serde = { version = "1", features = ["derive"], optional = true }
serde_json = { version = "1", optional = true }
tracing = { version = "0.1", optional = true }
sobol_burley = { version = "0.5", optional = true }
[features]
default = []
@@ -31,6 +32,7 @@ async = ["dep:tokio"]
derive = ["dep:optimizer-derive"]
serde = ["dep:serde", "dep:serde_json"]
tracing = ["dep:tracing"]
sobol = ["dep:sobol_burley"]
[dev-dependencies]
tokio = { version = "1", features = ["rt-multi-thread", "macros", "time"] }