Hi, I think the best way to solve this issue to not use a state at all. It is fast, reproducible even in parallel (if wanted), and doesn't suffer from the shared issue. Would be nice if numpy provided such a stateless RNG as implemented in Random123: www.deshawresearch.com/resources_random123.html Roland On Tue, May 12, 2015 at 2:18 PM, Neal Becker <ndbecker2@gmail.com> wrote:
In order to make sure all my random number generators have good independence, it is a good practice to use a single shared instance (because it is already known to have good properties). A less-desirable alternative is to used rng's seeded with different starting states - in this case the independence properties are not generally known.
So I have some fairly deeply nested data structures (classes) that somewhere contain a reference to a RandomState object.
I need to be able to clone these data structures, producing new independent copies, but I want the RandomState part to be the shared, singleton rs object.
In python, no problem:
--- from numpy.random import RandomState
class shared_random_state (RandomState): def __init__ (self, rs): RandomState.__init__(self, rs)
def __deepcopy__ (self, memo): return self ---
Now I can copy.deepcopy the data structures, but the randomstate part is shared. I just use
rs = shared_random_state (random.RandomState(0))
and provide this rs to all my other objects. Pretty nice!
-- Those who fail to understand recursion are doomed to repeat it
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Roland Schulz wrote:
Hi,
I think the best way to solve this issue to not use a state at all. It is fast, reproducible even in parallel (if wanted), and doesn't suffer from the shared issue. Would be nice if numpy provided such a stateless RNG as implemented in Random123: www.deshawresearch.com/resources_random123.html
Roland
That is interesting. I think np.random needs to be refactored, so it can accept a pluggable rng - then we could switch the underlying rng.
participants (2)
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Neal Becker
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Roland Schulz