constrained-sampler-maffettone 0.0.2

Package to generate numbers in the unit hypercube subject to constraints.

Sampling a high dimensional space under non-linear constraints.

Initially composed as a technical challenge for Citrine.

Operation

As a python script

Install from PyPy

Scaling and future work

• Security considerations of eval.
• Special cases have analytic solutions (linear constraints defining a simplex)
• The current method works best in continuous spaces.
• Consider limits of time and memory
• Improved uniformnity on sampling after certain number of steps (autocorrelation function) D. Chandler, Introduction to Modern Statistical Mechanics (Oxford University Press, 1987