Re: [Numpy-discussion] SFMT (faster mersenne twister)

2014-09-10 Thread Sturla Molden
Julian Taylor wrote: > But as already mentioned by Robert, we know what we can do, what is > missing is someone writting the code. This is actually a part of NumPy I know in detail, so I will be able to contribute. Robert Kern's last post about objects like np.random.SFMT() working similar to R

Re: [Numpy-discussion] SFMT (faster mersenne twister)

2014-09-10 Thread Sturla Molden
Pierre-Andre Noel wrote: > Why not do something like the C++11 ? In , a "generator" > is the engine producing randomness, and a "distribution" decides what is > the type of outputs that you want. This is what randomkit is doing internally, which is why it is so easy to plug in a different gen

Re: [Numpy-discussion] SFMT (faster mersenne twister)

2014-09-09 Thread Sturla Molden
On 09/09/14 20:08, Nathaniel Smith wrote: > There's also another reason why generator decisions should be part of > the RandomState object itself: we may want to change the distribution > methods themselves over time (e.g., people have been complaining for a > while that we use a suboptimal method

Re: [Numpy-discussion] SFMT (faster mersenne twister)

2014-09-09 Thread Nathaniel Smith
On 8 Sep 2014 14:43, "Robert Kern" wrote: > > On Mon, Sep 8, 2014 at 6:05 PM, Pierre-Andre Noel > wrote: > > > I think we could add new generators to NumPy though, > > > perhaps with a keyword to control the algorithm (defaulting to the > > current > > > Mersenne Twister). > > > > Why not do s

Re: [Numpy-discussion] SFMT (faster mersenne twister)

2014-09-08 Thread Robert Kern
On Mon, Sep 8, 2014 at 6:05 PM, Pierre-Andre Noel wrote: > > I think we could add new generators to NumPy though, > > perhaps with a keyword to control the algorithm (defaulting to the > current > > Mersenne Twister). > > Why not do something like the C++11 ? In , a "generator" > is the engine

Re: [Numpy-discussion] SFMT (faster mersenne twister)

2014-09-08 Thread Julian Taylor
On 08.09.2014 19:05, Pierre-Andre Noel wrote: > > I think we could add new generators to NumPy though, > > perhaps with a keyword to control the algorithm (defaulting to the > current > > Mersenne Twister). > ... > > Here is how I propose to adapt this scheme to numpy. First, there would > b

Re: [Numpy-discussion] SFMT (faster mersenne twister)

2014-09-08 Thread Pierre-Andre Noel
> I think we could add new generators to NumPy though, > perhaps with a keyword to control the algorithm (defaulting to the current > Mersenne Twister). Why not do something like the C++11 ? In , a "generator" is the engine producing randomness, and a "distribution" decides what is the type

Re: [Numpy-discussion] SFMT (faster mersenne twister)

2014-09-08 Thread josef.pktd
On Sun, Sep 7, 2014 at 4:23 PM, Sturla Molden wrote: > Benjamin Root wrote: > > In addition to issues with reproducibility, think of all of the unit > tests > > that would break! > > That is a reproducibility problem :) > > ___ > NumPy-Discussion maili

Re: [Numpy-discussion] SFMT (faster mersenne twister)

2014-09-07 Thread Sturla Molden
Benjamin Root wrote: > In addition to issues with reproducibility, think of all of the unit tests > that would break! That is a reproducibility problem :) ___ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listin

Re: [Numpy-discussion] SFMT (faster mersenne twister)

2014-09-07 Thread Benjamin Root
In addition to issues with reproducibility, think of all of the unit tests that would break! On Sun, Sep 7, 2014 at 3:51 PM, Sturla Molden wrote: > "James A. Bednar" wrote: > > > Please don't ever, ever break the sequence of numpy's random numbers! > > Please! We have put a lot of effort into

Re: [Numpy-discussion] SFMT (faster mersenne twister)

2014-09-07 Thread Sturla Molden
"James A. Bednar" wrote: > Please don't ever, ever break the sequence of numpy's random numbers! > Please! We have put a lot of effort into being able to reproduce our > published work exactly, Jup, it cannot be understated how important this is for reproducibility of published research. Thus

Re: [Numpy-discussion] SFMT (faster mersenne twister)

2014-09-06 Thread James A. Bednar
| Date: Fri, 05 Sep 2014 13:19:57 -0400 | From: Neal Becker | | I think it's somewhat debatable whether generating a different | sequence of random numbers counts as breaking backward | compatibility. Please don't ever, ever break the sequence of numpy's random numbers! Please! We have pu

Re: [Numpy-discussion] SFMT (faster mersenne twister)

2014-09-05 Thread Sturla Molden
Robert Kern wrote: > No, that is not what I meant. If the SFMT can be made to output the > same bitstream for the same seed, we can use it (modifying it if > necessary to avoid global state if necessary), but it does not look so > to me. I welcome corrections on that count (in PR form, preferably

Re: [Numpy-discussion] SFMT (faster mersenne twister)

2014-09-05 Thread Robert Kern
On Fri, Sep 5, 2014 at 9:36 PM, Sturla Molden wrote: > On 05/09/14 19:19, Neal Becker wrote: > >> It's a variant of the standard MT rather than just an implementation > >> of it, so we can't just drop it in. You will need to build the > >> infrastructure to support multiple PRNGs first (or rath

Re: [Numpy-discussion] SFMT (faster mersenne twister)

2014-09-05 Thread Sturla Molden
On 05/09/14 19:19, Neal Becker wrote: >> It's a variant of the standard MT rather than just an implementation >> of it, so we can't just drop it in. You will need to build the >> infrastructure to support multiple PRNGs first (or rather, build the >> infrastructure to reuse the non-uniform dist

Re: [Numpy-discussion] SFMT (faster mersenne twister)

2014-09-05 Thread Alan G Isaac
On 9/5/2014 1:19 PM, Neal Becker wrote: > I think it's somewhat debatable whether generating a different sequence of > random numbers counts as breaking backward compatibility. Please: it does. Alan Isaac ___ NumPy-Discussion mailing list NumPy-Discuss

Re: [Numpy-discussion] SFMT (faster mersenne twister)

2014-09-05 Thread Phil Hodge
On 09/05/2014 01:19 PM, Neal Becker wrote: > You mean it's not backward compatible because it won't generate exactly the > same > sequence of output for a given seed, and therefore we wouldn't want to make > that > change? > > I think it's somewhat debatable whether generating a different sequenc

Re: [Numpy-discussion] SFMT (faster mersenne twister)

2014-09-05 Thread Robert Kern
On Fri, Sep 5, 2014 at 6:19 PM, Neal Becker wrote: > Robert Kern wrote: > >> On Fri, Sep 5, 2014 at 12:05 PM, Neal Becker wrote: >>> Robert Kern wrote: >>> On Thu, Sep 4, 2014 at 12:32 PM, Neal Becker wrote: > http://www.math.sci.hiroshima-u.ac.jp/~%20m-mat/MT/SFMT/index.html

Re: [Numpy-discussion] SFMT (faster mersenne twister)

2014-09-05 Thread Neal Becker
Robert Kern wrote: > On Fri, Sep 5, 2014 at 12:05 PM, Neal Becker wrote: >> Robert Kern wrote: >> >>> On Thu, Sep 4, 2014 at 12:32 PM, Neal Becker wrote: http://www.math.sci.hiroshima-u.ac.jp/~%20m-mat/MT/SFMT/index.html >>> >>> What would you like to say about it? >>> >> >> If it is faster

Re: [Numpy-discussion] SFMT (faster mersenne twister)

2014-09-05 Thread Robert Kern
On Fri, Sep 5, 2014 at 12:05 PM, Neal Becker wrote: > Robert Kern wrote: > >> On Thu, Sep 4, 2014 at 12:32 PM, Neal Becker wrote: >>> http://www.math.sci.hiroshima-u.ac.jp/~%20m-mat/MT/SFMT/index.html >> >> What would you like to say about it? >> > > If it is faster (and at least as good), maybe

Re: [Numpy-discussion] SFMT (faster mersenne twister)

2014-09-05 Thread Neal Becker
Robert Kern wrote: > On Thu, Sep 4, 2014 at 12:32 PM, Neal Becker wrote: >> http://www.math.sci.hiroshima-u.ac.jp/~%20m-mat/MT/SFMT/index.html > > What would you like to say about it? > If it is faster (and at least as good), maybe we'd like to adopt it to replace that used for mtrand -- --

Re: [Numpy-discussion] SFMT (faster mersenne twister)

2014-09-04 Thread Robert Kern
On Thu, Sep 4, 2014 at 12:32 PM, Neal Becker wrote: > http://www.math.sci.hiroshima-u.ac.jp/~%20m-mat/MT/SFMT/index.html What would you like to say about it? -- Robert Kern ___ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy

[Numpy-discussion] SFMT (faster mersenne twister)

2014-09-04 Thread Neal Becker
http://www.math.sci.hiroshima-u.ac.jp/~%20m-mat/MT/SFMT/index.html -- -- Those who don't understand recursion are doomed to repeat it ___ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion