[Numpy-discussion] Adopt Mersenne Twister 64bit?

Nathaniel Smith njs@pobox....
Tue Mar 12 16:27:35 CDT 2013


On Tue, Mar 12, 2013 at 9:25 PM, Nathaniel Smith <njs@pobox.com> wrote:
> On Mon, Mar 11, 2013 at 9:46 AM, Robert Kern <robert.kern@gmail.com> wrote:
>> On Sun, Mar 10, 2013 at 6:12 PM, Siu Kwan Lam <siu@continuum.io> wrote:
>>> My suggestion to overcome (1) and (2) is to allow the user to select between
>>> the two implementations (and possibly different algorithms in the future).
>>> If user does not provide a choice, we use the MT19937-32 by default.
>>>
>>>         numpy.random.set_state("MT19937_64", …)   # choose the 64-bit
>>> implementation
>>
>> Most likely, the different PRNGs should be different subclasses of
>> RandomState. The module-level convenience API should probably be left
>> alone. If you need to control the PRNG that you are using, you really
>> need to be passing around a RandomState instance and not relying on
>> reseeding the shared global instance.
>
> +1
>
>> Aside: I really wish we hadn't
>> exposed `set_state()` in the module API. It's an attractive nuisance.
>
> And our own test suite is a serious offender in this regard, we have
> tests that fail if you run the test suite in a non-default order...
>   https://github.com/numpy/numpy/issues/347
>
> I wonder if we dare deprecate it? The whole idea of a global random
> state is just a bad one, like every other sort of global shared state.
> But it's one that's deeply baked into a lot of scientific programmers
> expectations about how APIs work...

(To be clear, by 'it' here I meant np.random.set_seed(), not the whole
np.random API. Probably. And by 'deprecate' I mean 'whine loudly in
some fashion when people use it', not 'rip out in a few releases'. I
think.)

-n


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