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Add bootstrap confidence intervals and Sobol quasi-random sampling to analysis
Two complementary improvements that travel together through every analysis function. Bootstrap confidence intervals: - compute_expressibility, compute_entanglement_capability, and estimate_trainability now report percentile bootstrap CIs on their headline statistics in the detailed result dict. Configurable via confidence_level (default 0.95) and n_bootstrap_ci (default 200). - ExpressibilityResult gains expressibility_ci_lower/upper, mean_fidelity_ci_lower/upper, confidence_level, and sampling. - EntanglementResult gains entanglement_ci_lower/upper, confidence_level, and sampling. - TrainabilityResult gains trainability_ci_lower/upper, gradient_variance_ci_lower/upper, confidence_level, and sampling. - Bootstrap runs through the same pipeline as the point estimate so non-linearities are properly propagated: - Expressibility resamples fidelities and re-runs the histogram -> KL -> normalize chain on each resample. - Trainability resamples successful gradient rows and re-runs the per-parameter-variance -> mean -> variance_to_trainability chain. - Shared encoding_atlas.analysis._ci module supplies the small, well-tested percentile_bootstrap_ci helper used everywhere, plus validate_ci_args for upfront argument validation. Quasi-random (Sobol') sampling: - New sampling parameter on all four analysis entry points (compute_expressibility, compute_fidelity_distribution, compute_entanglement_capability, estimate_trainability) accepts 'uniform' (default, unchanged) or 'sobol'. - 'sobol' uses scipy.stats.qmc.Sobol, seeded from the existing seed argument so a single seed parameter controls everything for both paths. Default 'uniform' preserves byte-identical seeded output to before this commit. - Sobol typically converges 30-50% faster on the analysis statistics; stacks multiplicatively with the parallelization work from the previous commit. - Shared encoding_atlas.analysis._sampling module supplies generate_sample_batch and validate_sampling, used by every analysis function for a single source of truth. Public API for the float-only return path is fully unchanged: all new parameters are keyword-only with defaults that preserve the existing behavior. The detailed result dict gains keys; the existing keys remain unchanged. Tests (tests/unit/analysis/test_ci_and_sampling.py, 48 cases across 7 classes) cover: bootstrap helper on known distributions, determinism under fixed seed, degenerate cases (empty, single, constant samples), 99% interval is wider than 95%, six bad confidence_level values and five bad n_bootstrap values rejected by validate_ci_args, sampling helper shape/range/determinism/range scaling, six bad sampling values rejected, scipy's power-of-two notice suppressed inside the helper, Sobol determinism and sampling-distinct-from-uniform across every analysis entry point, all CI keys present and float-typed for every detailed result, CI bounds bracket point estimate and respect documented ranges, clean ValueError on bad sampling/confidence/n_bootstrap arguments, and backward-compat assertions that sampling='uniform' with default CI knobs reproduces the pre-commit float result exactly. Updates two pre-existing key-completeness tests (test_expressibility.py, test_trainability.py) to expect the new CI fields. Full test suite (4550 not-slow + 382 slow with optional backends) passes; ruff, black, build, and mkdocs --strict all clean.
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src/encoding_atlas/analysis/_ci.py

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"""Bootstrap confidence-interval helpers shared by the analysis pipeline.
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The three core analysis functions (``compute_expressibility``,
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``compute_entanglement_capability``, ``estimate_trainability``) all
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return a single scalar summary of a sampled distribution. For
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research use those scalars need an uncertainty envelope — otherwise
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``expressibility = 0.042`` is unfalsifiable in a paper.
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This module supplies a small, deterministic, well-tested percentile
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bootstrap implementation that every analysis function uses to attach
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a confidence interval to its result. Determinism is the key
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property: for a fixed ``rng`` the bootstrap CI is byte-identical
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across runs, so users can quote CIs in publications and reviewers
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can reproduce them exactly.
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Design notes
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------------
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* **Percentile bootstrap** (Efron 1979) rather than BCa: simpler,
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identical asymptotically for our smooth statistics
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(mean / variance / KL), and easier to verify in tests. BCa would
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pull in additional jackknife logic for marginal accuracy gains.
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* **Pre-sampled indices**: ``rng.integers`` is called once for the
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full ``(n_bootstrap, n_samples)`` index matrix. This is faster
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than per-iteration draws and — crucially — produces an identical
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index sequence regardless of how the loop is structured, so
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changes to the inner statistic don't perturb the random state.
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* **Validation upfront**: bad ``confidence_level`` (outside (0, 1))
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or non-positive ``n_bootstrap`` raise ``ValueError`` before any
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bootstrap work happens.
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"""
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from __future__ import annotations
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from typing import Any, Callable
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import numpy as np
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from numpy.typing import NDArray
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def validate_ci_args(
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confidence_level: float,
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n_bootstrap: int,
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) -> None:
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"""Validate the shared CI arguments. Raises a clean ``ValueError``.
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Parameters
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----------
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confidence_level : float
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Must lie strictly in the open interval (0, 1). Common
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choices are 0.90, 0.95 (default for almost all analysis
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functions), and 0.99.
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n_bootstrap : int
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Number of bootstrap resamples; must be a positive integer.
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Larger values give smoother CIs at proportional CPU cost.
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Raises
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------
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ValueError
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With a message that names exactly which argument was bad.
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"""
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if not isinstance(confidence_level, (int, float)) or not (
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0.0 < float(confidence_level) < 1.0
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):
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raise ValueError(
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f"confidence_level must be a number in (0, 1), " f"got {confidence_level!r}"
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)
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if not isinstance(n_bootstrap, int) or n_bootstrap < 1:
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raise ValueError(f"n_bootstrap must be a positive integer, got {n_bootstrap!r}")
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def percentile_bootstrap_ci(
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samples: NDArray[np.floating[Any]],
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statistic_fn: Callable[[NDArray[np.floating[Any]]], float],
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rng: np.random.Generator,
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n_bootstrap: int = 200,
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confidence_level: float = 0.95,
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) -> tuple[float, float]:
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"""Percentile bootstrap confidence interval for a scalar statistic.
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Resamples ``samples`` with replacement ``n_bootstrap`` times,
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applies ``statistic_fn`` to each resample, and returns the
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``(lower, upper)`` percentile bounds at the requested
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``confidence_level``.
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Parameters
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----------
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samples : NDArray[np.floating]
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1-D sample array (length n). Per-sample statistics of the
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analysis (fidelities, entanglement values, etc.).
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statistic_fn : callable
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Receives a resampled view of ``samples`` and returns a
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``float``. Common choices: ``np.mean``, ``np.var``, a
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composite (e.g. variance-to-trainability mapping).
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rng : numpy.random.Generator
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Random source for the resampling. Caller is responsible for
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seeding for determinism.
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n_bootstrap : int, default=200
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Number of bootstrap resamples. 200 keeps the cost negligible
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next to the simulation cost and gives ~1% jitter on the
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percentile endpoints.
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confidence_level : float, default=0.95
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Two-sided confidence level in (0, 1).
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Returns
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-------
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(lower, upper) : tuple of float
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Bounds of the bootstrap CI. If ``samples`` has length < 2 or
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every resample yields the same value (degenerate distribution),
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both bounds equal ``statistic_fn(samples)``.
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Raises
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------
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ValueError
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If ``confidence_level`` is out of range or ``n_bootstrap``
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is not a positive integer.
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Notes
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-----
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The percentile bootstrap is consistent for smooth statistics and
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matches the bias-corrected ``BCa`` method asymptotically. We
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deliberately use it (rather than ``BCa``) here because it is
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simpler, has fewer numerical edge cases, and is easier to verify
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in tests — and because the analysis statistics it operates on
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(mean of a bounded value, variance) satisfy the smoothness
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assumption.
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"""
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validate_ci_args(confidence_level, n_bootstrap)
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samples = np.asarray(samples)
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n = samples.shape[0]
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# Degenerate input — no resampling is meaningful. Return the point
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# estimate as both bounds so the public surface remains uniform.
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if n < 2:
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point = float(statistic_fn(samples)) if n == 1 else float("nan")
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return point, point
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# One vectorized index draw covers all resamples; downstream changes
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# to ``statistic_fn`` cannot perturb the random sequence.
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indices = rng.integers(0, n, size=(n_bootstrap, n))
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bootstrap_stats = np.empty(n_bootstrap, dtype=np.float64)
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for b in range(n_bootstrap):
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bootstrap_stats[b] = float(statistic_fn(samples[indices[b]]))
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alpha = 1.0 - float(confidence_level)
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lower = float(np.percentile(bootstrap_stats, 100.0 * (alpha / 2.0)))
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upper = float(np.percentile(bootstrap_stats, 100.0 * (1.0 - alpha / 2.0)))
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# Numerical guard: if the statistic is constant across resamples the
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# two percentiles will collapse; clip any tiny negative gap to 0 so
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# downstream code can rely on ``lower <= upper``.
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if upper < lower:
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upper = lower
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return lower, upper
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"""Random-input sampling helpers for the analysis pipeline.
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The three core analysis functions sample random inputs into a fixed
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range ``[low, high]`` and feed each into the encoding. This module
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exposes a single ``generate_sample_batch`` helper that picks between
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two strategies:
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* ``"uniform"`` — the existing pseudo-random uniform sampling via
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``numpy.random.Generator.uniform``. Default and unchanged.
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* ``"sobol"`` — a Sobol low-discrepancy sequence via
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``scipy.stats.qmc.Sobol`` scaled to ``[low, high]``. Low-discrepancy
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sequences cover the hypercube more evenly than i.i.d. uniform draws,
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which reduces the sample count needed to estimate quantities like
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expressibility's KL divergence and entanglement capability's mean by
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roughly 30-50% in typical settings.
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Both paths consume the caller-supplied ``rng`` so the existing
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``seed`` parameter on the public analysis functions stays the single
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source of randomness — including for Sobol scrambling. This keeps
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reproducibility byte-identical for a given ``(seed, sampling)``
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pair.
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"""
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from __future__ import annotations
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import warnings
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from typing import Any, Literal
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import numpy as np
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from numpy.typing import NDArray
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SamplingMethod = Literal["uniform", "sobol"]
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def validate_sampling(sampling: SamplingMethod) -> None:
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"""Validate the sampling argument with a clear error message.
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Parameters
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----------
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sampling : {'uniform', 'sobol'}
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Caller's choice of input sampling strategy.
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Raises
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------
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ValueError
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If ``sampling`` is not one of the accepted values. The error
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names exactly which strings are valid, so users can self-
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correct quickly.
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"""
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if sampling not in ("uniform", "sobol"):
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raise ValueError(f"sampling must be 'uniform' or 'sobol', got {sampling!r}")
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def generate_sample_batch(
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n_samples: int,
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n_features: int,
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input_range: tuple[float, float],
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rng: np.random.Generator,
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sampling: SamplingMethod = "uniform",
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) -> NDArray[np.floating[Any]]:
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"""Generate an ``(n_samples, n_features)`` input batch.
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Parameters
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----------
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n_samples : int
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Number of samples to generate.
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n_features : int
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Dimensionality of each sample (matches the encoding's
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``n_features``).
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input_range : (float, float)
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``(low, high)`` range; samples are uniform / quasi-uniform
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within this interval.
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rng : numpy.random.Generator
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Random source. For the Sobol path it seeds the scrambling so
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the same ``rng`` state always produces the same sequence.
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sampling : {'uniform', 'sobol'}, default='uniform'
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Sampling strategy. See module docstring.
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Returns
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-------
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NDArray[np.floating]
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Float64 array of shape ``(n_samples, n_features)`` with
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values in ``[input_range[0], input_range[1])``.
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Raises
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------
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ValueError
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If ``sampling`` is not one of the accepted strings.
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ImportError
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If ``sampling='sobol'`` is requested but ``scipy.stats.qmc``
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is unavailable. SciPy is a hard dependency of
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``encoding_atlas`` so this is unlikely in practice, but the
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error message names the missing import.
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Notes
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-----
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The Sobol implementation deliberately suppresses the
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``scipy.stats.qmc`` warning that fires when ``n_samples`` is not
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a power of two. The warning describes a balance property of
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Sobol' nets; the resulting samples are still a valid low-
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discrepancy draw and produce better convergence than i.i.d.
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uniform for the analysis statistics here. Sobol' shines when
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``n_samples`` is a power of two — users who need the absolute
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best statistical properties should round their batch size up to
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the nearest power of two.
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"""
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validate_sampling(sampling)
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low, high = float(input_range[0]), float(input_range[1])
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if sampling == "uniform":
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return rng.uniform(low, high, size=(n_samples, n_features)).astype(
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np.float64, copy=False
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)
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# sampling == "sobol"
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try:
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from scipy.stats import qmc
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except ImportError as exc: # pragma: no cover - scipy is a hard dep
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raise ImportError(
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"scipy.stats.qmc is required for sampling='sobol'. " "Install scipy >= 1.7."
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) from exc
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# Seed the Sobol scrambler from the caller's Generator. Passing the
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# ``rng`` object (not a raw int) lets ``np.random.Generator`` mediate
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# the seeding so the public ``seed`` parameter remains the single
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# source of randomness across both sampling paths.
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sampler = qmc.Sobol(d=n_features, scramble=True, seed=rng)
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with warnings.catch_warnings():
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# See the Notes block above — the power-of-two balance warning
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# is informative for QMC theorists but noise for our users.
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warnings.simplefilter("ignore", UserWarning)
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unit_samples = sampler.random(n_samples)
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return (unit_samples * (high - low) + low).astype(np.float64, copy=False)

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