Small fixes for unbounded BO

src/limbo/init/random_sampling.hpp

@@ -72,7 +72,7 @@ namespace limbo {
             void operator()(const StateFunction& seval, const AggregatorFunction&, Opt& opt) const
             {
                 for (int i = 0; i < Params::init_randomsampling::samples(); i++) {
-                    auto new_sample = tools::random_vector(StateFunction::dim_in);
+                    auto new_sample = tools::random_vector(StateFunction::dim_in, Params::bayes_opt_boptimizer::bounded());
                     opt.eval_and_add(seval, new_sample);
                 }
             }

src/limbo/init/random_sampling_grid.hpp

@@ -62,8 +62,8 @@ namespace limbo {
     namespace init {
         /** @ingroup init
           \rst
-          Grid-based random sampling: in effect, define a grid and takes random samples from this grid. The number of bins in the grid is ``bins``^number_of_dimensions 
-          
+          Grid-based random sampling: in effect, define a grid and takes random samples from this grid. The number of bins in the grid is ``bins``^number_of_dimensions
+
           For instance, if bins = 5 and there are 3 inputs dimensions, then the grid is 5*5*5=125, and random points will all be points of this grid.
 
           Parameters:
@@ -76,6 +76,9 @@ namespace limbo {
             template <typename StateFunction, typename AggregatorFunction, typename Opt>
             void operator()(const StateFunction& seval, const AggregatorFunction&, Opt& opt) const
             {
+                // Only works with bounded BO
+                assert(Params::bayes_opt_boptimizer::bounded());
+
                 tools::rgen_int_t rgen(0, Params::init_randomsamplinggrid::bins());
                 for (int i = 0; i < Params::init_randomsamplinggrid::samples(); i++) {
                     Eigen::VectorXd new_sample(StateFunction::dim_in);

src/limbo/tools/random_generator.hpp

@@ -90,11 +90,17 @@ namespace limbo {
         using rdist_double_t = std::uniform_real_distribution<double>;
         /// @ingroup tools
         using rdist_int_t = std::uniform_int_distribution<int>;
+        /// @ingroup tools
+        using rdist_gauss_t = std::normal_distribution<>;
 
         /// @ingroup tools
         /// Double random number generator
         using rgen_double_t = RandomGenerator<rdist_double_t>;
 
+        /// @ingroup tools
+        /// Double random number generator (gaussian)
+        using rgen_gauss_t = RandomGenerator<rdist_gauss_t>;
+
         ///@ingroup tools
         ///integer random number generator
         using rgen_int_t = RandomGenerator<rdist_int_t>;
@@ -120,7 +126,7 @@ namespace limbo {
         /// - we use a C++11 random number generator
         Eigen::VectorXd random_vector_unbounded(int size)
         {
-            static rgen_double_t rgen(std::numeric_limits<double>::lowest(), std::numeric_limits<double>::max());
+            static rgen_gauss_t rgen(0.0, 100.0);
             Eigen::VectorXd res(size);
             for (int i = 0; i < size; ++i)
                 res[i] = rgen.rand();