1st draft of complete class-based std.random successor
Hello all, As some of you may already know, monarch_dodra and I have spent quite a lot of time over the last year discussing the state of std.random. To cut a long story short, there are significant problems that arise because the current RNGs are value types rather than reference types. We had quite a lot of back and forth on different design ideas, with a lot of helpful input from others in the community, but at the end of the day there are really only two broad approaches: create structs that implement reference semantics internally, or use classes. So, as an exercise, I decided to create a class-based std.random. The preliminary (but comprehensive) results of this are now available here: https://github.com/WebDrake/std.random2 Besides re-implementing random number generators as classes rather than structs, the new code splits std.random2 into a package of several different modules: * std.random2.generator, pseudo-random number generators; * std.random2.device, non-deterministic random sources; * std.random2.distribution, random distributions such as uniform, normal, etc.; * std.random2.adaptor, random "adaptors" such as randomShuffle, randomSample, etc. * std.random2.traits, RNG-specific traits such as isUniformRNG and isSeedable. A package.d file groups them together so one can still import all together via "import std.random2". I've also taken the liberty of following the new guideline to place import statements as locally as possible; it was striking how easy and clean this made things, and it should be easy to port that particular change back to std.random. The new package implements all of the functions, templates and range objects from std.random except for the old std.random.uniformDistribution, whose name I have cannibalized for better purposes. Some have been updated: the MersenneTwisterEngine has been tweaked to match the corresponding code from Boost.Random, and this in turn has allowed the definition of a 64-bit Mersenne Twister (Mt19937_64) and an alternative 32-bit one (Mt11213b). There are also a number of entirely new entries. std.random2.distribution contains not just existing functions such as dice and uniform, but also range-based random distribution classes UniformDistribution, NormalDistribution and DiscreteDistribution; the last of these is effectively a range-based version of dice, and is based on Chris Cain's excellent work here: https://github.com/D-Programming-Language/phobos/pull/1702 The principal weak point in terms of functionality is std.random2.device, where the implemented random devices (based on Posix' /std/random and /std/urandom) are really very primitive and just there to illustrate the principle. However, since their API is pretty simple (they're just input ranges with min and max defined) there should be plenty of opportunity to improve and extend the internals in future. Advice and patches are welcome for everything, but particularly here :-) What's become quite apparent in the course of writing this package is how much more natural it is for ranges implementing randomness to be class objects. The basic fact that another range can store a copy of an RNG internally without creating a copy-by-value is merely the start: for example, in the case of the class implementation of RandomSample, we no longer need to have complications like, @property auto ref front() { assert(!empty); // The first sample point must be determined here to avoid // having it always correspond to the first element of the // input. The rest of the sample points are determined each // time we call popFront(). if (_skip == Skip.None) { initializeFront(); } return _input.front; } that were necessary to avoid bugs like https://d.puremagic.com/issues/show_bug.cgi?id=7936; because the class-based implementation copies by reference, we can just initialize everything in the constructor. Similarly, issues like https://d.puremagic.com/issues/show_bug.cgi?id=7067 and https://d.puremagic.com/issues/show_bug.cgi?id=8247 just vanish. Obvious caveats about the approach include the fact that classes need to be new'd, and questions over whether allocation on the heap might create speed issues. The benchmarks I've run (code available in the repo) seem to suggest that at least the latter is not a worry, but these are obviously things that need to be considered. My own feeling is that ultimately it is a responsibility of the language to offer nice ways to allocate classes without necessarily relying on new or the GC. A few remarks on design and other factors: * The new range objects have been implemented as final classes for speed purposes. However, I tried another approach where the RNG class templates were abstract classes, and the individual parameterizations were
Re: 1st draft of complete class-based std.random successor
Out of interest but, shouldn't in the device module have a static assert(0, "Not implemented yet") type of deal with the version(Posix) block?
Re: 1st draft of complete class-based std.random successor
Joseph Rushton Wakeling: Few first comments: * std.random2.adaptor, random "adaptors" such as randomShuffle, randomSample, etc. Please don't use stuttering names like "std.random2.randomShuffle". "std.random2.shuffle" is enough. My own feeling is that ultimately it is a responsibility of the language to offer nice ways to allocate classes without necessarily relying on new or the GC. I don't think the language is yet there. So I think currently this is not a good idea. Do you have a simple but very fast function that generates uniforms in [0.0, 1.0]? :-) Bye, bearophile
Re: 1st draft of complete class-based std.random successor
On Wednesday, 19 March 2014 at 23:58:36 UTC, Rikki Cattermole wrote: Out of interest but, shouldn't in the device module have a static assert(0, "Not implemented yet") type of deal with the version(Posix) block? Not really. There's still usable functionality in there for all architectures (although I'm not sure how practically useful).
Re: 1st draft of complete class-based std.random successor
On Thursday, 20 March 2014 at 00:09:51 UTC, bearophile wrote: Do you have a simple but very fast function that generates uniforms in [0.0, 1.0]? :-) No, but it's planned. Jerro wrote quite a nice one in the course of his work on the Ziggurat algorithm, and I'm sure he'd be happy for me to adapt it accordingly.
Re: 1st draft of complete class-based std.random successor
On Thursday, 20 March 2014 at 00:05:20 UTC, Joseph Rushton Wakeling wrote: Not really. There's still usable functionality in there for all architectures (although I'm not sure how practically useful). Just to expand on that remark: my impression is that individual random devices are inevitably going to be architecture-dependent. /dev/random and /dev/urandom are Posix devices; Windows AFAIK has its own alternative. So the broad idea is that you'd have as much generic functionality as possible available to all architectures (mostly related to what sources you read from; a file, a socket, something else?), and then individual architecture-dependent aliases would map this to particular random sources available to them. Then, finally, you'd have some default alias RandomDevice that would point to an appropriate architectural default; so e.g. version (Posix) { alias RandomDevice = DevURandom!uint; } else version (Windows) { alias RandomDevice = ... } // etc. ... so, unless you were quite specific about your requirements, 90% of the time you could just use RandomDevice and expect it to Just Work whatever your platform. But as random devices are not my strongest area of expertise, I'll happily take advice here.
Re: 1st draft of complete class-based std.random successor
On Thursday, 20 March 2014 at 00:09:51 UTC, bearophile wrote: Please don't use stuttering names like "std.random2.randomShuffle". "std.random2.shuffle" is enough. I don't object to rewriting the names if there's a valid case for it, but it does seem to me to be important to try and match as much as possible the names that are already out there in std.random. The idea is to minimize the amount of rewriting anyone will have to do to adapt their code, and as far as I can tell where the contents of std.random2.adaptor are concerned (randomShuffle, randomCover, randomSample) it should require no rewriting at all. Besides, while std.random2.adaptor.randomShuffle may be the fully-qualified name, in practice, no one will write all that out, so the redundancy is less bad; and in any case, as any magician will tell you, a shuffle is not necessarily random ;-) I don't think the language is yet there. So I think currently this is not a good idea. If the aim were to overwrite std.random, I would agree with you, but there is no need to do that. It's named std.random2 for a reason :-) However, I do think that merging it into Phobos (assuming all other factors are OK) may have to be conditional on improvements in the available allocation strategies.
Re: 1st draft of complete class-based std.random successor
Joseph Rushton Wakeling: No, but it's planned. Jerro wrote quite a nice one in the course of his work on the Ziggurat algorithm, and I'm sure he'd be happy for me to adapt it accordingly. Note: I meant a simple but very fast function that generates just one value in [0.0, 1.0] (not a range). I don't object to rewriting the names if there's a valid case for it, but it does seem to me to be important to try and match as much as possible the names that are already out there in std.random. It's the best chance to improve naming, so do not throw it away for nothing: https://d.puremagic.com/issues/show_bug.cgi?id=9106 The idea is to minimize the amount of rewriting anyone will have to do to adapt their code, If you want you can keep a deprecated randomShuffle alias name for some time in std.random2. Besides, while std.random2.adaptor.randomShuffle may be the fully-qualified name, in practice, no one will write all that out, so the redundancy is less bad; I agree. But better to improve names when you have a (the only) chance. However, I do think that merging it into Phobos (assuming all other factors are OK) may have to be conditional on improvements in the available allocation strategies. We will probably have the nice Andrei's allocators in Phobos, but not in a short time. So I suggest to not rely on them for std.random2. Bye, bearophile
Re: 1st draft of complete class-based std.random successor
On Thursday, 20 March 2014 at 00:39:43 UTC, bearophile wrote: Note: I meant a simple but very fast function that generates just one value in [0.0, 1.0] (not a range). There will be both. :-) Off the top of my head I'm not sure whether the interval will be [0.0, 1.0], [0.0, 1.0) or whether it might be possible to make it work with arbitrary boundaries. If I recall right, most uniform01 implementations are [0.0, 1.0) ... ? It's the best chance to improve naming, so do not throw it away for nothing: https://d.puremagic.com/issues/show_bug.cgi?id=9106 If you want you can keep a deprecated randomShuffle alias name for some time in std.random2. Yes, in that case, I'd be happy to make the change (and maintain the old names via aliases). Thanks for pointing me to the bug report; I'd forgotten that this was an open issue :-) We will probably have the nice Andrei's allocators in Phobos, but not in a short time. So I suggest to not rely on them for std.random2. No, I don't intend to rely on them arriving soon. But while of course a random3 is always possible too, I'd rather not be faced with the situation of needing breaking changes to handle support for alternative allocation strategies. So if necessary, I'd rather maintain std.random2 outside of Phobos for a while and get things right when it finally lands, than push it in too early and need to make breaking changes.
Re: 1st draft of complete class-based std.random successor
On Thursday, 20 March 2014 at 00:15:22 UTC, Joseph Rushton Wakeling wrote: On Thursday, 20 March 2014 at 00:05:20 UTC, Joseph Rushton Wakeling wrote: Not really. There's still usable functionality in there for all architectures (although I'm not sure how practically useful). Just to expand on that remark: my impression is that individual random devices are inevitably going to be architecture-dependent. /dev/random and /dev/urandom are Posix devices; Windows AFAIK has its own alternative. So the broad idea is that you'd have as much generic functionality as possible available to all architectures (mostly related to what sources you read from; a file, a socket, something else?), and then individual architecture-dependent aliases would map this to particular random sources available to them. Then, finally, you'd have some default alias RandomDevice that would point to an appropriate architectural default; so e.g. version (Posix) { alias RandomDevice = DevURandom!uint; } else version (Windows) { alias RandomDevice = ... } // etc. ... so, unless you were quite specific about your requirements, 90% of the time you could just use RandomDevice and expect it to Just Work whatever your platform. But as random devices are not my strongest area of expertise, I'll happily take advice here. For version blocks of code, I try to make sure they implement the same interfaces like this one. To limit the possible issues. It just makes things a little more cleaner for API users. In the case that this isn't production ready the static assert can be used as a TODO type of thing. Forcibly telling you it isn't done yet. Its better than silently going into production and finding out that a main platform isn't ready. But this is just my preference.
Re: 1st draft of complete class-based std.random successor
Joseph Rushton Wakeling: Thanks for pointing me to the bug report; I'd forgotten that this was an open issue :-) In Bugzilla probably there are many bug reports/enhancement requests about std.random, so I suggest you to read them. Some of them can be useful, while other are probably already addressed in the current (or planned) std.random2. Another random one that was just commented by Infiltrator: https://d.puremagic.com/issues/show_bug.cgi?id=5901 Bye, bearophile
Re: 1st draft of complete class-based std.random successor
On Wednesday, 19 March 2014 at 23:49:41 UTC, Joseph Rushton Wakeling wrote: Hello all, As some of you may already know, monarch_dodra and I have spent quite a lot of time over the last year discussing the state of std.random. To cut a long story short, there are significant problems that arise because the current RNGs are value types rather than reference types. Any chance that you could describe them? I was about to resume porting the dcrypt library into Phobos, and had intended to flip the classes into structs, to match what the rest of the library was doing.
Re: 1st draft of complete class-based std.random successor
On Wednesday, 19 March 2014 at 23:49:41 UTC, Joseph Rushton Wakeling wrote: * std.random2.distribution, random distributions such as uniform, normal, etc.; Related: please consider using parts of SimpleRNG the excellent work of John D. Cook which provides many random distributions in a compact and documented way. https://github.com/p0nce/gfm/blob/master/math/gfm/math/simplerng.d (here a port)
Re: 1st draft of complete class-based std.random successor
On Thursday, 20 March 2014 at 01:32:41 UTC, Chris Williams wrote: On Wednesday, 19 March 2014 at 23:49:41 UTC, Joseph Rushton Wakeling wrote: Hello all, As some of you may already know, monarch_dodra and I have spent quite a lot of time over the last year discussing the state of std.random. To cut a long story short, there are significant problems that arise because the current RNGs are value types rather than reference types. Any chance that you could describe them? I was about to resume porting the dcrypt library into Phobos, and had intended to flip the classes into structs, to match what the rest of the library was doing. The issue isn't class vs struct, but rather "value semantic" vs "reference semantic" (classes are always ref, but structs can be either). Basically, if you make a copy, and modify the copy, will the original range be modified? The problem with "value semantics" is that it always un-expected duplication of the range, which is a critical blocker problem as far as random goes. The tell-tale usecase is: // auto g = rndGen(); g.take(10).writeln(); g.take(10).writeln(); // This will write the same sequence... TWICE!
Re: 1st draft of complete class-based std.random successor
On Thursday, 20 March 2014 at 00:09:51 UTC, bearophile wrote: Joseph Rushton Wakeling: * std.random2.adaptor, random "adaptors" such as randomShuffle, randomSample, etc. Please don't use stuttering names like "std.random2.randomShuffle". "std.random2.shuffle" is enough. Agreed. `randomShuffle` can be made a deprecated alias: This way, "random2" should still be mostly "drop in replacement", but we won't drag along the bad names. My own feeling is that ultimately it is a responsibility of the language to offer nice ways to allocate classes without necessarily relying on new or the GC. I don't think the language is yet there. So I think currently this is not a good idea. I think there is 0 doubt that reference semantics is the way to go. An advantage of using class is that it is still *possible* to place them on the stack with Scoped, or with some future language mechanic. On the other hand, if we implement as reference structs, then that's that. Furthermore, even in terms of performance, I think a heap allocated PRNG will still flat-out beat the value based one, if only because of the size of the damn thing. That said, being able to allocate them on the malloc heap, and not the GC heap, would be (IMO) also a valid design. A simple and dumb design might be to still implement them with value semantic but: 1. Disable postblit. 2. Make .save() return a "Random*" This would mean 1. No dangers of accidental copy. 2. Range* is a ForwardRange. 3. Trivially allows GC/malloc/stack allocation. With good aliases ("alias Random = RadomImpl*;"), and a "make!" template we could make the "default useage" transparent to this mechanism yet make it easy to get our hands under the hood. But at this point, we are really beating around the bush on this issue. There are two things for sure: 1. Reference semantics by default. 2. There comes a point where we have to move forward. I didn't check the code yet, but a "middle ground" could be to make all constructors private, and disable T.init. Then, we force construction through a make! template. This might not be what's most convenient, but it would allow us to potentially change the design at a later stage, without breaking user code. Do you have a simple but very fast function that generates uniforms in [0.0, 1.0]? :-) AFAIK, the allocation issue is only for ranges? "uniform" is just a function, I don't think it affected by the issue. Even if you are operating on a "passed range", either ranges are reference semantics, and you take by value, or they are value semantic, and you take by ref. Either way, you have to pay for the indirection.
Re: 1st draft of complete class-based std.random successor
monarch_dodra: I think there is 0 doubt that reference semantics is the way to go. I agree. Furthermore, even in terms of performance, I think a heap allocated PRNG will still flat-out beat the value based one, if only because of the size of the damn thing. OK. Do you have a simple but very fast function that generates uniforms in [0.0, 1.0]? :-) AFAIK, the allocation issue is only for ranges? Here I was not talking about allocations: https://d.puremagic.com/issues/show_bug.cgi?id=5240 Bye, bearophile
Re: 1st draft of complete class-based std.random successor
On Thursday, 20 March 2014 at 08:22:37 UTC, monarch_dodra wrote: The issue isn't class vs struct, but rather "value semantic" vs "reference semantic" (classes are always ref, but structs can be either). That's only completely true if structs are referred to by pointer. ref parameters/returns aren't quite sufficient to keep a struct acting as a reference for all purposes. But good example. I'll have to consider that when I port the cryptographic prngs.
Re: 1st draft of complete class-based std.random successor
On Wednesday, 19 March 2014 at 23:49:41 UTC, Joseph Rushton Wakeling wrote: Hello all, As some of you may already know, monarch_dodra and I have spent quite a lot of time over the last year discussing the state of std.random. To cut a long story short, there are significant problems that arise because the current RNGs are value types rather than reference types. We had quite a lot of back and forth on different design ideas, with a lot of helpful input from others in the community, but at the end of the day there are really only two broad approaches: create structs that implement reference semantics internally, or use classes. So, as an exercise, I decided to create a class-based std.random. The preliminary (but comprehensive) results of this are now available here: https://github.com/WebDrake/std.random2 Besides re-implementing random number generators as classes rather than structs, the new code splits std.random2 into a package of several different modules: * std.random2.generator, pseudo-random number generators; * std.random2.device, non-deterministic random sources; * std.random2.distribution, random distributions such as uniform, normal, etc.; * std.random2.adaptor, random "adaptors" such as randomShuffle, randomSample, etc. * std.random2.traits, RNG-specific traits such as isUniformRNG and isSeedable. A package.d file groups them together so one can still import all together via "import std.random2". I've also taken the liberty of following the new guideline to place import statements as locally as possible; it was striking how easy and clean this made things, and it should be easy to port that particular change back to std.random. The new package implements all of the functions, templates and range objects from std.random except for the old std.random.uniformDistribution, whose name I have cannibalized for better purposes. Some have been updated: the MersenneTwisterEngine has been tweaked to match the corresponding code from Boost.Random, and this in turn has allowed the definition of a 64-bit Mersenne Twister (Mt19937_64) and an alternative 32-bit one (Mt11213b). There are also a number of entirely new entries. std.random2.distribution contains not just existing functions such as dice and uniform, but also range-based random distribution classes UniformDistribution, NormalDistribution and DiscreteDistribution; the last of these is effectively a range-based version of dice, and is based on Chris Cain's excellent work here: https://github.com/D-Programming-Language/phobos/pull/1702 The principal weak point in terms of functionality is std.random2.device, where the implemented random devices (based on Posix' /std/random and /std/urandom) are really very primitive and just there to illustrate the principle. However, since their API is pretty simple (they're just input ranges with min and max defined) there should be plenty of opportunity to improve and extend the internals in future. Advice and patches are welcome for everything, but particularly here :-) What's become quite apparent in the course of writing this package is how much more natural it is for ranges implementing randomness to be class objects. The basic fact that another range can store a copy of an RNG internally without creating a copy-by-value is merely the start: for example, in the case of the class implementation of RandomSample, we no longer need to have complications like, @property auto ref front() { assert(!empty); // The first sample point must be determined here to avoid // having it always correspond to the first element of the // input. The rest of the sample points are determined each // time we call popFront(). if (_skip == Skip.None) { initializeFront(); } return _input.front; } that were necessary to avoid bugs like https://d.puremagic.com/issues/show_bug.cgi?id=7936; because the class-based implementation copies by reference, we can just initialize everything in the constructor. Similarly, issues like https://d.puremagic.com/issues/show_bug.cgi?id=7067 and https://d.puremagic.com/issues/show_bug.cgi?id=8247 just vanish. Obvious caveats about the approach include the fact that classes need to be new'd, and questions over whether allocation on the heap might create speed issues. The benchmarks I've run (code available in the repo) seem to suggest that at least the latter is not a worry, but these are obviously things that need to be considered. My own feeling is that ultimately it is a responsibility of the language to offer nice ways to allocate classes without necessarily relying on new or the GC. A few remarks on design and other factors: * The new range objects have been implemented as final classes for speed purposes. However, I tried another approach where the RNG cla
Re: 1st draft of complete class-based std.random successor
On Thursday, 20 March 2014 at 19:04:01 UTC, Andrea Fontana wrote: Still no cmwc rng... IMO cmwc should replace mt as default RNG. Faster. Longer period. More passed tests (if i'm right MT didn't pass testu01). And it is parametric to get faster result or longer period. http://en.wikipedia.org/wiki/Multiply-with-carry#Complementary-multiply-with-carry_generators Would a Lagged Fibonacci generator instead fit your needs? I wrote one, but it was held of until `random` was updated. It's goal, first, is to replace the old module. It'll add new stuff once it has achieved that goal.
Re: 1st draft of complete class-based std.random successor
On Thursday, 20 March 2014 at 01:07:54 UTC, bearophile wrote: In Bugzilla probably there are many bug reports/enhancement requests about std.random, so I suggest you to read them. Some of them can be useful, while other are probably already addressed in the current (or planned) std.random2. Yes, indeed. Quite a few of them _are_ addressed, I think, but now that I've got the essentials of the design laid out, I should be systematic and go through them. Another random one that was just commented by Infiltrator: https://d.puremagic.com/issues/show_bug.cgi?id=5901 Well, you already have the NormalDistribution in std.random2.distribution ;-) I clearly can also implement function-only Box-Muller variant that spends 2 random variates to generate a single normally-distributed value, as this doesn't have the problem of needing to store state or allocate memory, so I will add that at some stage. I'm reluctant to add a specific fastRandom because I think here the better option is a really nice range-based algorithm that can generate high quality variates at speed (e.g. the Ziggurat algorithm is a good candidate here). There's a quite good review of different algorithms here: http://www.cse.cuhk.edu.hk/~phwl/mt/public/archives/papers/grng_acmcs07.pdf But of course I'm open to arguments here :-)
Re: 1st draft of complete class-based std.random successor
On Thursday, 20 March 2014 at 01:32:41 UTC, Chris Williams wrote: Any chance that you could describe them? I was about to resume porting the dcrypt library into Phobos, and had intended to flip the classes into structs, to match what the rest of the library was doing. I think there's a good case for a std.random2.crypto module that contains RNGs that are specifically suitable for cryptography. That said I think the bar here has to be set VERY high, which is why I didn't even begin working on it yet. It has been argued by some that where crypto in Phobos is concerned, we shouldn't take community contributions but we should hire security experts to write the functionality for us. Anyway, let's keep in touch about this and discuss how we could support one another's efforts. About the issues with value-type RNGs (as monarch_dodra says, it's not structs vs. classes per se, as you can implement reference types via structs; it's just more finnicky to do so), probably the best starting point is to read through the various bugs that have been reported as a result of this: https://d.puremagic.com/issues/show_bug.cgi?id=7067 https://d.puremagic.com/issues/show_bug.cgi?id=7936 https://d.puremagic.com/issues/show_bug.cgi?id=8247 https://d.puremagic.com/issues/show_bug.cgi?id=10322 Although some of these are marked as fixed, the fixes are pretty unpleasant and are workarounds rather than solutions of the underlying problem. It may look like only a few issues, but the implications are nasty. We had extensive discussions about this over the last year: http://forum.dlang.org/thread/mailman.259.1357667544.22503.digitalmar...@puremagic.com http://forum.dlang.org/thread/mailman.1017.1370879340.13711.digitalmar...@puremagic.com http://forum.dlang.org/thread/mailman.1157.1371497540.13711.digitalmar...@puremagic.com http://forum.dlang.org/thread/mailman.1209.1371565034.13711.digitalmar...@puremagic.com http://forum.dlang.org/thread/mailman.443.1377369357.1719.digitalmar...@puremagic.com http://forum.dlang.org/thread/5218fd04.8040...@webdrake.net The bottom line is that implementing your RNGs as classes automatically gets you out of the worst of these traps by giving you reference semantics from the get-go. Whether there are other problems that arise from this that make you prefer another design is a question you'll have to answer for yourself -- someone may yet come up with an objection that shows my current design is a Very Bad Idea ;-) Anyway, the example with rndGen.take(10).writeln that monarch_dodra gave is probably the best argument one can make. Imagine a cryptographic application where you're generating (supposedly) two different sets of random data, and because of an unintended value-type copy like this they turn out to be identical. Insecure much? :-)
Re: 1st draft of complete class-based std.random successor
On Thursday, 20 March 2014 at 08:30:09 UTC, ponce wrote: Related: please consider using parts of SimpleRNG the excellent work of John D. Cook which provides many random distributions in a compact and documented way. https://github.com/p0nce/gfm/blob/master/math/gfm/math/simplerng.d (here a port) Good call, I'll take a close look at that. Can you provide me with a link to the original project too? (Yes, I can just Google it, I'm being lazy:-)
Re: 1st draft of complete class-based std.random successor
On Thursday, 20 March 2014 at 21:16:27 UTC, Joseph Rushton Wakeling wrote: I think there's a good case for a std.random2.crypto module that contains RNGs that are specifically suitable for cryptography. That said I think the bar here has to be set VERY high, which is why I didn't even begin working on it yet. It has been argued by some that where crypto in Phobos is concerned, we shouldn't take community contributions but we should hire security experts to write the functionality for us. To be certain that the implementation doesn't have any security holes?
Re: 1st draft of complete class-based std.random successor
On Thursday, 20 March 2014 at 08:51:08 UTC, monarch_dodra wrote: Agreed. There is consensus it seems. I will make the fix ;-) I think there is 0 doubt that reference semantics is the way to go. An advantage of using class is that it is still *possible* to place them on the stack with Scoped, or with some future language mechanic. On the other hand, if we implement as reference structs, then that's that. I suppose the one concern I have is whether these reference-type RNGs might generate unpleasant unintended effects with other range objects in Phobos. One thing that I really must do now that the basic design is in place is to systematically go through all the different ways in which these ranges could interact with deterministic ranges, and whether there are any issues to address. Furthermore, even in terms of performance, I think a heap allocated PRNG will still flat-out beat the value based one, if only because of the size of the damn thing. I don't know if you or anyone else has run the simple benchmark programs I created, but my impression was that for the RNGs and other functions here there is no significant speed difference between the std.random2 class implementations and their std.random struct predecessors. Where there _is_ a difference it seems more likely to be down to algorithm rather than class/struct or heap/stack. For example, my new Mersenne Twister is slightly slower, but probably because it's carrying extra parameters compared to that of std.random. On the other hand, generating random numbers by foreach'ing over uniform() calls does not seem to have any speed difference with popFrontN()'ing over a Uniform Distribution. That said, being able to allocate them on the malloc heap, and not the GC heap, would be (IMO) also a valid design. A simple and dumb design might be to still implement them with value semantic but: 1. Disable postblit. 2. Make .save() return a "Random*" This would mean 1. No dangers of accidental copy. 2. Range* is a ForwardRange. 3. Trivially allows GC/malloc/stack allocation. With good aliases ("alias Random = RadomImpl*;"), and a "make!" template we could make the "default useage" transparent to this mechanism yet make it easy to get our hands under the hood. One strict objection here: .save returning a Random* would mean that this kind of unittest will fail, no? auto rng1 = someRandomGenType; auto rng2 = rng1.save; rng1.popFrontN(10); rng2.popFrontN(10); assert(rng1.front == rng2.front); More generally, I think that, while I don't object to doing complicated stuff behind the scenes to get things simple and easy for the user, the problem I have with the above is that it really seems to require so much effort to create something which comes naturally with the current std.random2 design. I didn't check the code yet, but a "middle ground" could be to make all constructors private, and disable T.init. Then, we force construction through a make! template. This might not be what's most convenient, but it would allow us to potentially change the design at a later stage, without breaking user code. The idea of making constructors private and forcing the user to use the convenience functions is a very interesting one. As long as they provide an adequate interface to completely control all implementation parameters, it could provide a way to have significant leeway in controlling exactly how RNG instances are initialized. On the other hand it really feels obnoxious to cut users off from being able to use objects directly :-( Do you have a simple but very fast function that generates uniforms in [0.0, 1.0]? :-) AFAIK, the allocation issue is only for ranges? "uniform" is just a function, I don't think it affected by the issue. Even if you are operating on a "passed range", either ranges are reference semantics, and you take by value, or they are value semantic, and you take by ref. Either way, you have to pay for the indirection. I think the issue here is just that it's possible to implement a really fast high-quality algorithm for uniformly-distributed floating point numbers in [0, 1). That has all sorts of uses not just for Phobos users but also internally in e.g. random distributions (for example, it'll give a significant speed boost to NormalDistribution).
Re: 1st draft of complete class-based std.random successor
On Thursday, 20 March 2014 at 21:42:13 UTC, Chris Williams wrote: To be certain that the implementation doesn't have any security holes? Yes. Of course, in the current climate one might fear that they'd be the ones introducing them ... :-)
Re: 1st draft of complete class-based std.random successor
On Thursday, 20 March 2014 at 18:43:49 UTC, Chris Williams wrote: That's only completely true if structs are referred to by pointer. ref parameters/returns aren't quite sufficient to keep a struct acting as a reference for all purposes. As far as I can tell, you're thinking of _passing_ struct parameters, and here, indeed, passing by ref is sufficient. The problem comes when you want to _store_ them. It's not safe to just store a pointer, because the (value type) struct that's being pointed to might go out of scope and be deleted. However, you can make structs behave like reference types behave like reference types, simply by making them contain (safe) references to the actual data they contain. E.g. (stupidly simple example): struct Foo { private: int *_a; public: this(int val) { _a = new int; *_a = val; } ref int a() @property { return *_a; } } unittest { auto foo1 = Foo(23); auto foo2 = foo1; foo2.a = 4; writeln(foo1.a); } Most of the discussion over RNGs in the last year is about whether we need to take a (more sophisticated) variant of this kind of approach to implement reference-type semantics for RNGs, or whether we should do something different. std.random2 is ... something different ;-)
Re: 1st draft of complete class-based std.random successor
On Thursday, 20 March 2014 at 21:17:33 UTC, Joseph Rushton Wakeling wrote: On Thursday, 20 March 2014 at 08:30:09 UTC, ponce wrote: Related: please consider using parts of SimpleRNG the excellent work of John D. Cook which provides many random distributions in a compact and documented way. https://github.com/p0nce/gfm/blob/master/math/gfm/math/simplerng.d (here a port) Good call, I'll take a close look at that. Can you provide me with a link to the original project too? (Yes, I can just Google it, I'm being lazy:-) http://www.johndcook.com/SimpleRNG.h http://www.johndcook.com/SimpleRNG.cpp You will find that there is no license information. But the author intended this as public domain, he will confirm if send an e-mail.
Re: 1st draft of complete class-based std.random successor
On Friday, 21 March 2014 at 16:01:28 UTC, ponce wrote: On Thursday, 20 March 2014 at 21:17:33 UTC, Joseph Rushton Wakeling wrote: On Thursday, 20 March 2014 at 08:30:09 UTC, ponce wrote: Related: please consider using parts of SimpleRNG the excellent work of John D. Cook which provides many random distributions in a compact and documented way. https://github.com/p0nce/gfm/blob/master/math/gfm/math/simplerng.d (here a port) Good call, I'll take a close look at that. Can you provide me with a link to the original project too? (Yes, I can just Google it, I'm being lazy:-) http://www.johndcook.com/SimpleRNG.h http://www.johndcook.com/SimpleRNG.cpp You will find that there is no license information. But the author intended this as public domain, he will confirm if send an e-mail. Hey he uses MWC algorithm! (but not the improved CMWC)
Re: 1st draft of complete class-based std.random successor
On Thursday, 20 March 2014 at 00:39:43 UTC, bearophile wrote: It's the best chance to improve naming, so do not throw it away for nothing: https://d.puremagic.com/issues/show_bug.cgi?id=9106 I think the following patch should fix that for you: https://github.com/WebDrake/std.random2/commit/fb5429de77b3c1f7fe3968fd0bd92209c9021f31 I've also made shuffle composable as per your request. Looks good? :-)
Re: 1st draft of complete class-based std.random successor
Joseph Rushton Wakeling: I think the following patch should fix that for you: https://github.com/WebDrake/std.random2/commit/fb5429de77b3c1f7fe3968fd0bd92209c9021f31 I've also made shuffle composable as per your request. Looks good? :-) Seems good. Onward! :-) Bye, bearophile
Re: 1st draft of complete class-based std.random successor
Joseph Rushton Wakeling: Latest patches rename randomSample => sample, again offering a documented alias to assist migration. Perhaps it's better to not document this alias. "permutation" seems good to me (or "permute"?), but perhaps others have suggestions or can point to a typical naming practice from other languages? I'd like a permutations() range in std.range or std.combinatorics. permutation() sounds a bit too much close, despite it is inside another module. Bye, bearophile
Re: 1st draft of complete class-based std.random successor
Latest patches rename randomSample => sample, again offering a documented alias to assist migration. It would be nice to complete the set and eliminate randomCover, but in this case "cover" seems too vague a name to use. Any suggestions for alternatives? I wasn't able to readily find an equivalent in other random number libraries. "permutation" seems good to me (or "permute"?), but perhaps others have suggestions or can point to a typical naming practice from other languages?
Re: 1st draft of complete class-based std.random successor
On Saturday, 22 March 2014 at 20:09:00 UTC, bearophile wrote: Perhaps it's better to not document this alias. For now it will be documented, for clarity if nothing else. Whether that documentation makes it into a Phobos submission, I think should depend on formal review. I'd like a permutations() range in std.range or std.combinatorics. permutation() sounds a bit too much close, despite it is inside another module. How does your desired concept relate to the existing std.algorithm.nextPermutation ... ?
Re: 1st draft of complete class-based std.random successor
Joseph Rushton Wakeling: How does your desired concept relate to the existing std.algorithm.nextPermutation ... ? The API of the lazy permutations/combinations ranges is similar to the one I have written here: http://rosettacode.org/wiki/Permutations#Fast_Lazy_Version That is also very similar to the permutations/combinations here (with the "r" optional argument): http://docs.python.org/2/library/itertools.html To the one in Phobos is used like: auto items = [1, 2, 3]; do writeln(items); while (items.nextPermutation()); The permutations/combinations range is used like (the boolean template argument is to specify if it has to copy the buffer or not): [1, 2, 3].permutations!false.writeln; Bye, bearophile
Re: 1st draft of complete class-based std.random successor
Latest patches just pushed to repo make the randomSample => sample change and introduce a fast uniform01 and uniform01Distribution :-)
Re: 1st draft of complete class-based std.random successor
Joseph Rushton Wakeling: Latest patches just pushed to repo make the randomSample => sample change and introduce a fast uniform01 and uniform01Distribution :-) They seem good. More ideas: "Three suggestions for std.random": https://d.puremagic.com/issues/show_bug.cgi?id=4851 "Strongly pure random generator": https://d.puremagic.com/issues/show_bug.cgi?id=5249 I hope a gaussian (normal distribution) generator is planned or present. Bye, bearophile
Re: 1st draft of complete class-based std.random successor
On Saturday, 22 March 2014 at 23:56:35 UTC, bearophile wrote: They seem good. Excellent! There may need to be some attention to the internals of uniform01. Its correctness depends on whether one can always trust a float-based RNG to return values in [min, max) or whether [min, max] is also going to be supplied by some. More ideas: "Three suggestions for std.random": https://d.puremagic.com/issues/show_bug.cgi?id=4851 I think all std.random functions now support a default RNG. There were some bugs related to that (e.g. the "can't use Xorshift" one) that I fixed last year. The problem you identify with, int r = randomCover(data, rndGen).front; always returning the same value, is down to the fact that rndGen is being copied inside the RandomCover struct by value, so of course the original rndGen is never updated and each of these calls will produce the same result. The new std.random2 fixes that, because the RNGs are reference types. However, I'd have thought that int r = data.sample(1, rndGen).front; would have been a more efficient way to implement "choice", as it can operate on any input range, as long as it has the .length property; and it ought to be _much_ faster than even a single call to randomCover. One could always use this as a default option, with a specialization where data is a RandomAccessRange to use the more efficient int r = data[uniform!"[)"(0, data.length)]; "Strongly pure random generator": https://d.puremagic.com/issues/show_bug.cgi?id=5249 .front and .popFront at least are pure for _all_ the RNGs currently implemented in std.random2.generator. See e.g.: https://github.com/WebDrake/std.random2/blob/master/std/random2/generator.d#L266-L272 https://github.com/WebDrake/std.random2/blob/master/std/random2/generator.d#L506-L517 https://github.com/WebDrake/std.random2/blob/master/std/random2/generator.d#L821-L834 Of course this is not strongly pure in line with your request, but it should enable use of these RNGs in many other scenarios where purity is important. I hope a gaussian (normal distribution) generator is planned or present. https://github.com/WebDrake/std.random2/blob/master/std/random2/distribution.d#L326 This is a range implementation; there will also be a function implementation, which will probably follow the inefficient Box-Muller variant that uses 2 uniform random variates to generate a single normal variate (as per the example you posted in your feature request).
Re: 1st draft of complete class-based std.random successor
Joseph Rushton Wakeling: int r = data[uniform!"[)"(0, data.length)]; D also accepts: immutable r = data[uniform!"[)"(0, $)]; Bye, bearophile
Re: 1st draft of complete class-based std.random successor
Joseph Rushton Wakeling: I think all std.random functions now support a default RNG. Is the issue is already fixed in std.random you can close it :-) However, I'd have thought that int r = data.sample(1, rndGen).front; would have been a more efficient way to implement "choice", as it can operate on any input range, as long as it has the .length property; and it ought to be _much_ faster than even a single call to randomCover. One could always use this as a default option, with a specialization where data is a RandomAccessRange to use the more efficient int r = data[uniform!"[)"(0, data.length)]; The best thing is to add an efficient choice() function, so no efficiency mistake happens :-) "Strongly pure random generator": https://d.puremagic.com/issues/show_bug.cgi?id=5249 .front and .popFront at least are pure for _all_ the RNGs currently implemented in std.random2.generator. See e.g.: https://github.com/WebDrake/std.random2/blob/master/std/random2/generator.d#L266-L272 https://github.com/WebDrake/std.random2/blob/master/std/random2/generator.d#L506-L517 https://github.com/WebDrake/std.random2/blob/master/std/random2/generator.d#L821-L834 Of course this is not strongly pure in line with your request, but it should enable use of these RNGs in many other scenarios where purity is important. So you are saying that those RNGs are already weakly pure and they can't become strongly pure because they take the engine as mutable class reference. And even if you design a very small random engine that can be created every time you call a random generator, the API of all the random functions is not compatible with it. So it's not a simple problem... This is a range implementation; there will also be a function implementation, which will probably follow the inefficient Box-Muller variant that uses 2 uniform random variates to generate a single normal variate (as per the example you posted in your feature request). A possibility is to also add a less precise (more approximate) but faster function implementation. Are the ddocs produced by std.random2 online somewhere? Bye, bearophile
Re: 1st draft of complete class-based std.random successor
On Sun, Mar 23, 2014 at 11:17 AM, bearophile wrote: >> Joseph Rushton Wakeling: >> >>>int r = data[uniform!"[)"(0, data.length)]; > > > D also accepts: > > immutable r = data[uniform!"[)"(0, $)]; Really? The '$' part works?
Re: 1st draft of complete class-based std.random successor
On Sunday, 23 March 2014 at 10:15:32 UTC, bearophile wrote: Is the issue is already fixed in std.random you can close it :-) Well, your request for a "choice" method is still open ... :-) The best thing is to add an efficient choice() function, so no efficiency mistake happens :-) Sure, I'm simply raising a couple of simple internal implementations that could be used for an effective first draft of that function. So you are saying that those RNGs are already weakly pure and they can't become strongly pure because they take the engine as mutable class reference. And even if you design a very small random engine that can be created every time you call a random generator, the API of all the random functions is not compatible with it. So it's not a simple problem... I think I need to make some detailed research into how Haskell and other functional languages handle randomness before commenting here. What it does seem to me at this stage is that while a weakly pure range-based RNG is readily possible (as implemented in std.random2.generator now), I'm not sure that the range-based approach typical of Phobos plays nicely with strong purity where random number generation is concerned. A possibility is to also add a less precise (more approximate) but faster function implementation. Again, this is something I'll look into. I need to re-read the paper on gaussian-distribution algorithms that I linked to earlier in this thread, but my recollection is that the speed/precision tradeoff is something of a false dichotomy given the algorithms out there now; so a good range-based solution (which stores internal state) will probably be able to provide high-quality normal variates faster than a low-quality, purely function-based implementation. Are the ddocs produced by std.random2 online somewhere? Not yet. I can make that happen :-)
Re: 1st draft of complete class-based std.random successor
On Thursday, 20 March 2014 at 00:09:51 UTC, bearophile wrote: Do you have a simple but very fast function that generates uniforms in [0.0, 1.0]? :-) On that note: https://github.com/D-Programming-Language/phobos/pull/2050 Hope you don't mind me jumping ahead of your existing PR on this -- it's been inactive so I didn't know if you were planning on following up. I'd be very happy to see you take what's good from the above into your own patchset, we need to land a contribution from you in Phobos :-)
Re: 1st draft of complete class-based std.random successor
Joseph Rushton Wakeling: Hope you don't mind me jumping ahead of your existing PR on this -- it's been inactive so I didn't know if you were planning on following up. I don't mind, I am happy :-) Thank you for adding a sorely needed function. The useless patch I opened should be closed. Bye, bearophile
Re: 1st draft of complete class-based std.random successor
On Tuesday, 25 March 2014 at 00:08:27 UTC, bearophile wrote: I don't mind, I am happy :-) Thank you for adding a sorely needed function. You are very kind, and far too modest. :-)
Re: 1st draft of complete class-based std.random successor
On Tuesday, 25 March 2014 at 00:08:27 UTC, bearophile wrote: I don't mind, I am happy :-) Thank you for adding a sorely needed function. It's been merged :-)