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Scipy now offers a Sobol' sampling method which includes scrambling and supports a more computationally efficient approach to continuing an existing design (skipping values).
I propose we wrap the scipy method which would effectively resolve #450 and #479.
Leveraging the scipy implementation would allow us to focus on additional Sobol approaches not currently available elsewhere, such as #478.
Implications:
- The sobol analysis method may need adjustment.
- The additional functionality offered by the scipy method (e.g., discrepancy criterion, sampler resetting, and others) would not be directly accessible for those using the procedural approach. There may be ways to mitigate this, however.
- Additional infrastructure would need to be designed for the object-oriented interface, although this may be relatively minor
- If this proposal is adopted, the current
sample.saltellimethod would be deprecated rather than modified to maintain backward compatibility. I suggest removing the saltelli implementation in v2.0
Additional dependencies:
None, as Scipy is already a dependency
pinging @tupui @Xifus @sahin-abdullah in case they have thoughts
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