Thanks to the work of Kevin Sheppard, Robert Kern and others, the branch
to merge randomgen https://github.com/bashtage/randomgen into numpy is
ready for final review.
The branch is here https://github.com/numpy/numpy/pull/13163. It is
fully backward compatible: numpy.random.mtrand,
numpy.random.RandomState, and the various stateful distributions from
RandomState available as numpy.random.* produce the same streams as the
current versions. The branch is intended to implement NEP 19
https://www.numpy.org/neps/nep-0019-rng-policy.html
The biggest change is that now there are a variety of random number
generators available
https://6722-908607-gh.circle-artifacts.com/0/home/circleci/repo/doc/build/html/reference/random/brng/index.html,
and a class numpy.random.RandomGenerator that can produce all the
distributions from RandomState. A RandomGenerator instance is provided
for convenience as numpy.random.gen
Additional enhancements
https://6722-908607-gh.circle-artifacts.com/0/home/circleci/repo/doc/build/html/reference/random/new-or-different.html
allow convenient use of the new constructs in CFFI, Numba, Ctypes, and
Cython.
There are a few things to address before merging:
- Review the new constructs and other APIS
- Decide which BRNGs to include in the first release
- Check that your packages still work with the new implementations. You
can do this by creating a new virtualenv and installing numpy via pip
install git+https://github.com/mattip/numpy.git@randomgen
<https://github.com/user/repo.git@branch>
We will try to have a final video call about the branch during the
upcoming meeting May 10-11, more details will follow once we schedule
the call. The goal is to merge it for the upcoming 1.17 release.
The expectation is that this first merge will be followed by
implementation and documentation tweaks and improvements, but we hope to
get the major pieces in place as much as possible now.
Matti
Notes:
Sorry for the long urls, they link to the generated documentation from
CI. They may not be available a few weeks from now.
There is a tracking issue for further work related to the PR
numpy.random https://github.com/numpy/numpy/issues/13164
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