[Numpy-discussion] Proposal: numpy.random.random_seed

[Chris Barker]

>
> > ...anyway, the real reason I'm a bit grumpy is because there are solid
> > engineering reasons why users *want* this API,
>

Honestly, I am lost in the math -- but like any good engineer, I want to
accomplish something anyway :-) I trust you guys to get this right -- or at
least document what's "wrong" with it.

But, if I'm reading the use case that started all this correctly, it
closely matches my use-case. That is, I have a complex model with multiple
independent "random" processes. And we want to be able to re-produce
EXACTLY simulations -- our users get confused when the results are
"different" even if in a statistically insignificant way.

At the moment we are using one RNG, with one seed for everything. So we get
reproducible results, but if one thing is changed, then the entire
simulation is different -- which is OK, but it would be nicer to have each
process using its own RNG stream with it's own seed. However, it matters
not one whit if those seeds are independent -- the processes are different,
you'd never notice if they were using the same PRN stream -- because they
are used differently. So a "fairly low probability of a clash" would be
totally fine.

Granted, in a Monte Carlo simulation, it could be disastrous... :-)

I guess the point is -- do something reasonable, and document its
limitations, and we're all fine :-)

And thanks for giving your attention to this.

-CHB


-- 

Christopher Barker, Ph.D.
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