[Numpy-discussion] Intel random number package

Ralf Gommers ralf.gommers at gmail.com
Thu Oct 27 04:25:33 EDT 2016


On Thu, Oct 27, 2016 at 10:25 AM, Pavlyk, Oleksandr <
oleksandr.pavlyk at intel.com> wrote:

> Please see responses inline.
>
>
>
> *From:* NumPy-Discussion [mailto:numpy-discussion-bounces at scipy.org] *On
> Behalf Of *Todd
> *Sent:* Wednesday, October 26, 2016 4:04 PM
> *To:* Discussion of Numerical Python <numpy-discussion at scipy.org>
> *Subject:* Re: [Numpy-discussion] Intel random number package
>
>
>
> On Wed, Oct 26, 2016 at 4:30 PM, Pavlyk, Oleksandr <
> oleksandr.pavlyk at intel.com> wrote:
>
> Another point already raised by Nathaniel is that for numpy's randomness
> ideally should provide a way to override default algorithm for sampling
> from a particular distribution.  For example RandomState object that
> implements PCG may rely on default acceptance-rejection algorithm for
> sampling from Gamma, while the RandomState object that provides interface
> to MKL might want to call into MKL directly.
>
>
>
> The approach that pyfftw uses at least for scipy, which may also work
> here, is that you can monkey-patch the scipy.fftpack module at runtime,
> replacing it with pyfftw's drop-in replacement.  scipy then proceeds to use
> pyfftw instead of its built-in fftpack implementation.  Might such an
> approach work here?  Users can either use this alternative randomstate
> replacement directly, or they can replace numpy's with it at runtime and
> numpy will then proceed to use the alternative.
>

The only reason that pyfftw uses monkeypatching is that the better approach
is not possible due to license constraints with FFTW (it's GPL).


> I think the monkey-patching approach will work.
>

It will work, for a while at least, but it's bad design.

We're all on the same page I think that a separate submodule for
random_intel is a no go, but as an explicitly switchable backend for
functions with the same signature it would be fine imho. Of course we don't
have that backend infrastructure today, but it's something we want and have
been discussing anyway.

Ralf
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