kiudee/bayes-skopt

Add Steinerberger low-discrepancy sequence

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Is your feature request related to a problem? Please describe.
The R2 sequence we currently use for initialization works well for low dimensions but has visible patterns in higher dimensions.
Steinerberger (2019) propose a simple energy functional which can be used to add points to an existing design which minimize discrepancy:
low_discrepancy

Describe alternatives you've considered
I investigated different methods for generating blue noise (e.g. using optimal transport). But they are hard to implement and require expensive computation.

Additional context
Here is a sample of the Steinerberger sequence (1 initial random point)
steinberger

Here is a uniform sample of 100 points in [0, 1]⁵
uniform

Our current R2 sequence outputs
r2