[Numpy-discussion] random seed replicate 2d randn with 1d loop

Bruce Southey bsouthey at gmail.com
Mon May 23 15:27:34 EDT 2011


On 05/23/2011 02:02 PM, Robert Kern wrote:
> On Mon, May 23, 2011 at 13:33,<josef.pktd at gmail.com>  wrote:
>> I have a function in two versions, one vectorized, one with loop
>>
>> the vectorized function  gets all randn variables in one big array
>> rvs = distr.rvs(args, **{'size':(nobs, nrep)})
>>
>> the looping version has:
>>     for irep in xrange(nrep):
>>         rvs = distr.rvs(args, **{'size':nobs})
>>
>> the rest should be identical (except for vectorization
What happened to your 'irep' and 'nrep' variables in the vectorized and 
looping versions, respectively?
The looping version is overwriting 'rvs' but the vectorized version is 
not unless you are accumulating it elsewhere. (If so then there is 
another difference..).
Also, I try to avoid having variables the same name as a function just 
in case (old habits die hard).

>> Is there a guarantee that the 2d arrays are filled up in a specific
>> order so that the loop and vectorized version produce the same result,
>> given the same seed?
> No general guarantee for all of the scipy distributions, no. I suspect
> that all of the RandomState methods do work this way, though.
>
You have to guarantee that the complete stream of random numbers was not 
interrupted such as an addition calls or reset between loops. That 
probably means to generate and store all of the numbers at once and then 
just access that array as needed.

But then again, if you are doing bootstrapping, it really should not 
matter if you do 'sufficient' resamples.


Bruce



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