Powers of two are easy, just take the minimum amount of bits out of your
entropy.
For a generic number N
Approach 1: round up to the next highest power of two, then discard and try
again if it is >= N.
This could potentially reject up to half the samples, so I have two
improvements I used:
Approach 2: take 3 more bits than the next highest power of two. Reject if it
is higher than the highest multiple of N less than this larger power of two.
On accept return modulo N.
Approach 3: An arithmetic decoder fed with entropy. When done with 64 bit
integers it is as good as perfect in terms of bias and entropy consumption.
— Remco
-----Original Message-----
From: folkert <folk...@vanheusden.com>
To: computer-go@computer-go.org
Sent: Sun, 29 Mar 2015 18:05
Subject: Re: [Computer-go] fast + good RNG
Ah!
But how do you make sure the numbers are uniformly distributed?
On Sun, Mar 29, 2015 at 05:58:56PM +0800, remco.bloe...@singularityu.org wrote:
> I switched to SFMT [0]. But that was some years ago, there might be faster
> options now.
>
> I also generated it in megabyte batches and consume it from there, generating
> a new megabyte as needed.
>
> Lastly, I had some code to make sure I did not consume more bits of entropy
> than required. Two uniform choices, one bit. Three choices: fractional
> bits.
>
> [0]
>
> http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/SFMT/
>
> ??? Remco
>
> -----Original Message-----
> From: folkert <folk...@vanheusden.com>
> To: computer-go@computer-go.org
> Sent: Sun, 29 Mar 2015 17:50
> Subject: [Computer-go] fast + good RNG
>
> Hi,
>
> I measured that std::mt19937_64 (the mersenne twister from the standard
> c++ libraries) uses about 40% cpu time during playouts.
>
> So I wonder: is there a faster prng while still generating good enough
> random?
>
>
> Folkert van Heusden
>
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