[SciPy-Dev] Introducing scipy.optimization.tgo; a global optimization routine.

[Robert Kern]

On Tue, Apr 5, 2016 at 9:35 PM, Brian Scannell <brianjscannell at gmail.com>
wrote:
>
> Regardless of TGO, it seems like Sobol sequences could be a good
contribution. Josef Perktold was asking about low discrepancy sequences a
few years back on this list:
https://mail.scipy.org/pipermail/scipy-user/2013-June/034744.html and wrote
a blog post talking about them:
http://jpktd.blogspot.com/2013/06/quasi-random-numbers-with-halton.html
>
> How do people feel about something like
scipy.stats.lowdiscrepancy(samples, dimensions, method='sobol') or similar
approach? I have code for the Halton and Hammersley sequences written in
Cython that I'd like to contribute to SciPy as well.

I have quibbles about that API, but yes, I approve of adding
low-discrepancy sequences to scipy.stats.

--
Robert Kern
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