[Numpy-discussion] SFMT (faster mersenne twister)
ben.root at ou.edu
Sun Sep 7 15:59:23 EDT 2014
In addition to issues with reproducibility, think of all of the unit tests
that would break!
On Sun, Sep 7, 2014 at 3:51 PM, Sturla Molden <sturla.molden at gmail.com>
> "James A. Bednar" <jbednar at inf.ed.ac.uk> wrote:
> > Please don't ever, ever break the sequence of numpy's random numbers!
> > Please! We have put a lot of effort into being able to reproduce our
> > published work exactly,
> Jup, it cannot be understated how important this is for reproducibility of
> published research. Thus from a scientific standpoint it is important that
> random numbers are not random. Some might think that it's just important
> that they are as "random as possible", but reproducibility is just as
> essential to stochastic simulations. This is also why parallel random
> number generators and parallel stochastic algorithms are so hard to
> program, because the operating systems' scheduler can easily break the
> reproducibility. I think we could add new generators to NumPy though,
> perhaps with a keyword to control the algorithm (defaulting to the current
> Mersenne Twister). A particular candidate I think we should consider is the
> DCMT, which is exceptionally good for parallel algorithms (the DCMT code is
> now BSD licensed, it used to be LGPL). Because of the way randomkit it
> written, it is very easy to plug-in different generators.
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