[Numpy-discussion] Design feedback solicitation

[Robert Kern]

On Fri, Jun 17, 2016 at 4:08 PM, Pavlyk, Oleksandr <
oleksandr.pavlyk at intel.com> wrote:
>
> Hi,
>
> I am new to this list, so I will start with an introduction. My name is
Oleksandr Pavlyk. I now work at Intel Corp. on the Intel Distribution for
Python, and previously worked at Wolfram Research for 12 years. My latest
project was to write a mirror to numpy.random, named numpy.random_intel.
The module uses MKL to sample from different distributions for efficiency.
It provides support for different underlying algorithms for basic
pseudo-random number generation, i.e. in addition to MT19937, it also
provides SFMT19937, MT2203, etc.
>
> I recently published a blog about it:
>
>
https://software.intel.com/en-us/blogs/2016/06/15/faster-random-number-generation-in-intel-distribution-for-python
>
> I originally attempted to simply replace numpy.random in the Intel
Distribution for Python with the new module, but due to fixed seed
backwards incompatibility this results in numerous test failures in numpy,
scipy, pandas and other modules.
>
> Unlike numpy.random, the new module generates a vector of random numbers
at a time, which can be done faster than repeatedly generating the same
number of variates one at a time.
>
> The source code for the new module is not upstreamed yet, and this email
is meant to solicit early community feedback to allow for faster acceptance
of the proposed changes.

Cool! You can find pertinent discussion here:

  https://github.com/numpy/numpy/issues/6967

And the current effort for adding new core PRNGs here:

  https://github.com/bashtage/ng-numpy-randomstate

--
Robert Kern
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