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Warnings because design matrices for Sobol's method are not randomized #166

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devmotion opened this issue May 17, 2024 · 1 comment · May be fixed by #167
Open

Warnings because design matrices for Sobol's method are not randomized #166

devmotion opened this issue May 17, 2024 · 1 comment · May be fixed by #167
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@devmotion
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The design matrices for Sobol's method are not randomized (

GlobalSensitivity.jl/src/sobol_sensitivity.jl

Line 348 in 394dc74

QuasiMonteCarlo.SobolSample(),
), leading to the warning

┌ Warning: The generate_design_matrices(n, d, sampler, R = NoRand(), num_mats) method does not produces true and independent QMC matrices, see this doc warning
│ (https://docs.sciml.ai/QuasiMonteCarlo/stable/design_matrix/) for more context. Prefer using randomization methods such as R = Shift(), R = MatousekScrambling(),
│ etc., see documentation (https://docs.sciml.ai/QuasiMonteCarlo/stable/randomization/)
└ @ QuasiMonteCarlo /Users/david/.julia/packages/QuasiMonteCarlo/KvLfb/src/RandomizedQuasiMonteCarlo/iterators.jl:255

(shows up e.g. in CI: https://github.com/SciML/GlobalSensitivity.jl/actions/runs/8972149466/job/24639486952#step:6:515)

See https://docs.sciml.ai/QuasiMonteCarlo/stable/design_matrix/#DesignMatrices, https://docs.sciml.ai/QuasiMonteCarlo/stable/randomization/ and SciML/QuasiMonteCarlo.jl#79 (comment).
@devmotion devmotion added the bug Something isn't working label May 17, 2024
@Vaibhavdixit02 Vaibhavdixit02 linked a pull request May 17, 2024 that will close this issue
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@Vaibhavdixit02
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Very interesting, I hadn't seen that PR. Looks like all that needs to change here is #167

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Use randomized sobol sampling SciML/GlobalSensitivity.jl
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@devmotion @Vaibhavdixit02