[Numpy-discussion] Adopt Mersenne Twister 64bit?

josef.pktd@gmai... josef.pktd@gmai...
Tue Mar 12 17:37:37 CDT 2013


On Tue, Mar 12, 2013 at 5:27 PM, Nathaniel Smith <njs@pobox.com> wrote:
> 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.

Here is a recipe how to use it
http://mail.scipy.org/pipermail/numpy-discussion/2010-September/052911.html

(I'm just drawing a random number as seed that I can save, instead of
the entire state.)

Josef

>>
>> 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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