[Numpy-discussion] Adopt Mersenne Twister 64bit?

Neal Becker ndbecker2@gmail....
Tue Mar 12 17:38:54 CDT 2013


Nathaniel Smith 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.
>>
>> 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

What do you mean that the idea of global shared state is a bad one?  How would 
you prefer the API to look?  An alternative is a stateless rng, where you have 
to pass it it's state on each invocation, which it would update and return.  I 
hope you're not advocating that. 



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