Literature reference for Grid_sampling algorithm

[gaoutham92]

Hi, I am currently using Chaospy and Scikit-optimize for my research. Scikit-optimize (skopt) has a grid sampling algorithm and they referred to Chasopy as the source from which they got the inspiration to develop the grid sampling algorithm. I looked into the Chaospy code, however, I could not see any literature references for the grid sampling algorithm. So can you please indicate any concrete literature reference from where you implemented the grid sampling algorithm?

[jonathf]

You have to be a little more specific. What grid-sampling algorithm are we talking about? Link to what skopt is doing as would also be nice.

[gaoutham92]

Hi,

Apologies for the lack of information.

This is the github link to skopt grid sampler https://github.com/scikit-optimize/scikit-optimize/blob/master/skopt/sampler/grid.py

I find the reference mentioned below inside the skopt page which directs to the Chaospy page.

Inspired by https://github.com/jonathf/chaospy/blob/master/chaospy/ distributions/sampler/sequences/grid.py

[jonathf]

Grid was implemented to be able to mimic the code John Burkardt has made, and I did not think much to it as to what the source was as it wasn't inteded for publication. I actually keep it around because it is a good sanity check that sparse grid is doing what it is suppose to.

However, the code that inspired it is still available here: https://people.sc.fsu.edu/~jburkardt/py_src/grid/grid.html Asking him might be a good next step, if you would like to find out.

[gaoutham92]

Hi,

Thanks for your reference, I will take the question to him.

[jonathf]

Good. Feel free to post a reference here, if there is any.

[gaoutham92]

Sure