Re: [Numpy-discussion] NEP: Random Number Generator Policy

On Sat, Jun 16, 2018 at 8:56 PM Stephan Hoyer wrote: > This is a little weird; "mtrand" is an implementation detail already. >>> There's exactly 3 instances of that in scikit-learn, so replacing those >>> with a sane name (with a long timeline, say 4 numpy versions at least plus >>> a major versi

Re: [Numpy-discussion] NEP: Random Number Generator Policy

> > This is a little weird; "mtrand" is an implementation detail already. >> There's exactly 3 instances of that in scikit-learn, so replacing those >> with a sane name (with a long timeline, say 4 numpy versions at least plus >> a major version number bump) doesn't seem unreasonable. >> > > Everyt

Re: [Numpy-discussion] NEP: Random Number Generator Policy

On Sat, Jun 16, 2018 at 11:02 AM Ralf Gommers wrote: > > > On Sat, Jun 16, 2018 at 12:38 AM, Robert Kern > wrote: > >> I have incorporated the feedback from this thread, and have significantly >> altered the proposal. I think this version will be more palatable to >> everyone. >> >> https://gi

Re: [Numpy-discussion] NEP: Random Number Generator Policy

On Sat, Jun 16, 2018 at 12:38 AM, Robert Kern wrote: > I have incorporated the feedback from this thread, and have significantly > altered the proposal. I think this version will be more palatable to > everyone. > > https://github.com/numpy/numpy/pull/11356 > https://github.com/rkern/numpy/bl

Re: [Numpy-discussion] NEP: Random Number Generator Policy

I have incorporated the feedback from this thread, and have significantly altered the proposal. I think this version will be more palatable to everyone. https://github.com/numpy/numpy/pull/11356 https://github.com/rkern/numpy/blob/nep/rng-clarification/doc/neps/nep-0019-rng-policy.rst I'm pret

Re: [Numpy-discussion] NEP: Random Number Generator Policy

On Mon, Jun 11, 2018 at 10:26 AM, wrote: > > > On Mon, Jun 11, 2018 at 2:43 AM, Ralf Gommers > wrote: > >> >> >> On Sun, Jun 10, 2018 at 10:36 PM, Robert Kern >> wrote: >> >>> On Sun, Jun 10, 2018 at 8:04 PM Ralf Gommers >>> wrote: >>> > >>> > On Sun, Jun 10, 2018 at 6:08 PM, Robert Kern >>>

Re: [Numpy-discussion] NEP: Random Number Generator Policy

On Mon, Jun 11, 2018 at 2:43 AM, Ralf Gommers wrote: > > > On Sun, Jun 10, 2018 at 10:36 PM, Robert Kern > wrote: > >> On Sun, Jun 10, 2018 at 8:04 PM Ralf Gommers >> wrote: >> > >> > On Sun, Jun 10, 2018 at 6:08 PM, Robert Kern >> wrote: >> >> >> >> On Sun, Jun 10, 2018 at 5:27 PM Ralf Gommer

Re: [Numpy-discussion] NEP: Random Number Generator Policy

On Sun, Jun 10, 2018 at 11:53 PM, Ralf Gommers wrote: > > On Sun, Jun 10, 2018 at 11:15 PM, Robert Kern wrote: >> >> The intention of this code is to shuffle two same-length sequences in the >> same way. So now if I write my code well to call np.random.seed() once at >> the start of my program, t

Re: [Numpy-discussion] NEP: Random Number Generator Policy

On Sun, Jun 10, 2018 at 11:54 PM Ralf Gommers wrote: > > On Sun, Jun 10, 2018 at 11:15 PM, Robert Kern wrote: >> Puzzlingly, the root sin of unconditionally and unavoidably reseeding for some of these functions is still there even though I showed how and why to avoid it. This is one reason why I

Re: [Numpy-discussion] NEP: Random Number Generator Policy

On Sun, Jun 10, 2018 at 11:44 PM Ralf Gommers wrote: > Note that scipy.stats distributions allow passing in either a RandomState instance or an integer as seed (which will be used for seeding a new instance, not for np.random.seed) [1]. That seems like a fine design pattern as well, and passing o

Re: [Numpy-discussion] NEP: Random Number Generator Policy (Robert Kern)

Maybe a good place for a stable, testing focused generator would be in numpy.random.testing. This could host a default implementation of StableGenerator, although a better name might be TestingGenerator. It would also help users decide that this is not the generator they are looking for (I th

Re: [Numpy-discussion] NEP: Random Number Generator Policy

On Sun, Jun 10, 2018 at 11:15 PM, Robert Kern wrote: > On Sun, Jun 10, 2018 at 8:11 PM Ralf Gommers > wrote: > > > > On Sun, Jun 10, 2018 at 5:57 PM, Robert Kern > wrote: > >> > >> On Sun, Jun 10, 2018 at 5:47 PM Ralf Gommers > wrote: > >> > > >> > On Sun, Jun 3, 2018 at 9:23 PM, Warren Weckes

Re: [Numpy-discussion] NEP: Random Number Generator Policy

On Sun, Jun 10, 2018 at 10:36 PM, Robert Kern wrote: > On Sun, Jun 10, 2018 at 8:04 PM Ralf Gommers > wrote: > > > > On Sun, Jun 10, 2018 at 6:08 PM, Robert Kern > wrote: > >> > >> On Sun, Jun 10, 2018 at 5:27 PM Ralf Gommers > wrote: > >> > > >> > On Mon, Jun 4, 2018 at 3:18 PM, Robert Kern

Re: [Numpy-discussion] NEP: Random Number Generator Policy

On Sun, Jun 10, 2018 at 8:11 PM Ralf Gommers wrote: > > On Sun, Jun 10, 2018 at 5:57 PM, Robert Kern wrote: >> >> On Sun, Jun 10, 2018 at 5:47 PM Ralf Gommers wrote: >> > >> > On Sun, Jun 3, 2018 at 9:23 PM, Warren Weckesser < warren.weckes...@gmail.com> wrote: >> >> >> I suspect many of the tes

Re: [Numpy-discussion] NEP: Random Number Generator Policy

On Sun, Jun 10, 2018 at 8:04 PM Ralf Gommers wrote: > > On Sun, Jun 10, 2018 at 6:08 PM, Robert Kern wrote: >> >> On Sun, Jun 10, 2018 at 5:27 PM Ralf Gommers wrote: >> > >> > On Mon, Jun 4, 2018 at 3:18 PM, Robert Kern wrote: >> >> >> >> On Sun, Jun 3, 2018 at 8:22 PM Ralf Gommers wrote: >> >

Re: [Numpy-discussion] NEP: Random Number Generator Policy

On Sun, Jun 10, 2018 at 7:46 PM wrote: > > On Sun, Jun 10, 2018 at 9:08 PM, Robert Kern wrote: >> >> On Sun, Jun 10, 2018 at 5:27 PM Ralf Gommers wrote: >> > >> > On Mon, Jun 4, 2018 at 3:18 PM, Robert Kern wrote: >> >> >> >> On Sun, Jun 3, 2018 at 8:22 PM Ralf Gommers wrote: >> >>> >> >>> It

Re: [Numpy-discussion] NEP: Random Number Generator Policy

On Sun, Jun 10, 2018 at 8:10 PM Ralf Gommers wrote: > On Sun, Jun 10, 2018 at 5:57 PM, Robert Kern > wrote: > >> > Conclusion: the current proposal will cause work for the vast majority >> of libraries that depends on numpy. The total amount of that work will >> certainly not be counted in perso

Re: [Numpy-discussion] NEP: Random Number Generator Policy

On Sun, Jun 10, 2018 at 5:57 PM, Robert Kern wrote: > On Sun, Jun 10, 2018 at 5:47 PM Ralf Gommers > wrote: > > > > On Sun, Jun 3, 2018 at 9:23 PM, Warren Weckesser < > warren.weckes...@gmail.com> wrote: > > >> I suspect many of the tests will be easy to update, so fixing 300 or so > tests does

Re: [Numpy-discussion] NEP: Random Number Generator Policy

On Sun, Jun 10, 2018 at 6:08 PM, Robert Kern wrote: > On Sun, Jun 10, 2018 at 5:27 PM Ralf Gommers > wrote: > > > > On Mon, Jun 4, 2018 at 3:18 PM, Robert Kern > wrote: > >> > >> On Sun, Jun 3, 2018 at 8:22 PM Ralf Gommers > wrote: > >>> > >>> It may be worth having a look at test suites for s

Re: [Numpy-discussion] NEP: Random Number Generator Policy

On Sun, Jun 10, 2018 at 9:08 PM, Robert Kern wrote: > On Sun, Jun 10, 2018 at 5:27 PM Ralf Gommers > wrote: > > > > On Mon, Jun 4, 2018 at 3:18 PM, Robert Kern > wrote: > >> > >> On Sun, Jun 3, 2018 at 8:22 PM Ralf Gommers > wrote: > >>> > >>> It may be worth having a look at test suites for s

Re: [Numpy-discussion] NEP: Random Number Generator Policy

On Sun, Jun 10, 2018 at 5:27 PM Ralf Gommers wrote: > > On Mon, Jun 4, 2018 at 3:18 PM, Robert Kern wrote: >> >> On Sun, Jun 3, 2018 at 8:22 PM Ralf Gommers wrote: >>> >>> It may be worth having a look at test suites for scipy, statsmodels, scikit-learn, etc. and estimate how much work this NEP

Re: [Numpy-discussion] NEP: Random Number Generator Policy

On Sun, Jun 10, 2018 at 5:47 PM Ralf Gommers wrote: > > On Sun, Jun 3, 2018 at 9:23 PM, Warren Weckesser < warren.weckes...@gmail.com> wrote: >> I suspect many of the tests will be easy to update, so fixing 300 or so tests does not seem like a monumental task. > > It's all not monumental, but it

Re: [Numpy-discussion] NEP: Random Number Generator Policy

On Sun, Jun 3, 2018 at 9:23 PM, Warren Weckesser wrote: > > > On Sun, Jun 3, 2018 at 11:20 PM, Ralf Gommers > wrote: > >> >> >> On Sun, Jun 3, 2018 at 6:54 PM, wrote: >> >>> >>> >>> On Sun, Jun 3, 2018 at 9:08 PM, Robert Kern >>> wrote: >>> On Sun, Jun 3, 2018 at 5:46 PM wrote:

Re: [Numpy-discussion] NEP: Random Number Generator Policy

On Mon, Jun 4, 2018 at 3:18 PM, Robert Kern wrote: > On Sun, Jun 3, 2018 at 8:22 PM Ralf Gommers > wrote: > >> It may be worth having a look at test suites for scipy, statsmodels, >> scikit-learn, etc. and estimate how much work this NEP causes those >> projects. If the devs of those packages ar

Re: [Numpy-discussion] NEP: Random Number Generator Policy

On Sun, Jun 3, 2018 at 8:22 PM Ralf Gommers wrote: > It may be worth having a look at test suites for scipy, statsmodels, > scikit-learn, etc. and estimate how much work this NEP causes those > projects. If the devs of those packages are forced to do large scale > migrations from RandomState to S

Re: [Numpy-discussion] NEP: Random Number Generator Policy

On Mon, Jun 4, 2018 at 2:55 AM Kevin Sheppard wrote: > I’m not sure if this is within the scope of the NEP or an implementation > detail, but I think a new PRNG should use platform independent integer > types rather than depending on the platform’s choice of 64-bit data model. > This should be en

Re: [Numpy-discussion] NEP: Random Number Generator Policy

On Mon, Jun 4, 2018 at 2:22 AM, Robert Kern wrote: > On Sun, Jun 3, 2018 at 10:27 PM wrote: > >> >> >> On Mon, Jun 4, 2018 at 12:53 AM, Stephan Hoyer wrote: >> >>> On Sun, Jun 3, 2018 at 8:22 PM Ralf Gommers >>> wrote: >>> It may be worth having a look at test suites for scipy, statsmodel

Re: [Numpy-discussion] NEP: Random Number Generator Policy

I’m not sure if this is within the scope of the NEP or an implementation detail, but I think a new PRNG should use platform independent integer types rather than depending on the platform’s choice of 64-bit data model. This should be enough to ensure that any integer distribution that only uses

Re: [Numpy-discussion] NEP: Random Number Generator Policy

On Sun, Jun 3, 2018 at 10:27 PM wrote: > > > On Mon, Jun 4, 2018 at 12:53 AM, Stephan Hoyer wrote: > >> On Sun, Jun 3, 2018 at 8:22 PM Ralf Gommers >> wrote: >> >>> It may be worth having a look at test suites for scipy, statsmodels, >>> scikit-learn, etc. and estimate how much work this NEP ca

Re: [Numpy-discussion] NEP: Random Number Generator Policy

On Sun, Jun 3, 2018 at 11:07 PM Kevin Sheppard wrote: > The seed() discussion seems unnecessary. StableRandom will need to have a > method to set/get state > > which can be used by any project that needs to get reproducible numbers > from the module-level generator. > > > > While this is an impl

Re: [Numpy-discussion] NEP: Random Number Generator Policy

The seed() discussion seems unnecessary. StableRandom will need to have a method to set/get state which can be used by any project that needs to get reproducible numbers from the module-level generator. While this is an implementation detail, many generators have much smaller states than MT199

Re: [Numpy-discussion] NEP: Random Number Generator Policy

How about this: "There will be no concept of a separate RNG version. In order to get consistent or reproducible results from the RNG, it will be necessary to specify the NumPy version that was used to generate those results. Results from the RNG may change across different releases of Num Py." S

Re: [Numpy-discussion] NEP: Random Number Generator Policy

On Sun, Jun 3, 2018 at 10:29 PM Charles R Harris wrote: > > > On Sun, Jun 3, 2018 at 11:03 PM, Robert Kern > wrote: > >> On Sun, Jun 3, 2018 at 9:24 PM Charles R Harris < >> charlesr.har...@gmail.com> wrote: >> >>> >>> On Sat, Jun 2, 2018 at 1:04 PM, Robert Kern >>> wrote: This policy

Re: [Numpy-discussion] NEP: Random Number Generator Policy

On Sun, Jun 3, 2018 at 11:03 PM, Robert Kern wrote: > On Sun, Jun 3, 2018 at 9:24 PM Charles R Harris > wrote: > >> >> On Sat, Jun 2, 2018 at 1:04 PM, Robert Kern >> wrote: >>> >>> This policy was first instated in Nov 2008 (in essence; the full set of >>> weasel >>> >> >> Instituted? >> > > I

Re: [Numpy-discussion] NEP: Random Number Generator Policy

On Mon, Jun 4, 2018 at 12:53 AM, Stephan Hoyer wrote: > On Sun, Jun 3, 2018 at 8:22 PM Ralf Gommers > wrote: > >> It may be worth having a look at test suites for scipy, statsmodels, >> scikit-learn, etc. and estimate how much work this NEP causes those >> projects. If the devs of those packages

Re: [Numpy-discussion] NEP: Random Number Generator Policy

On Sun, Jun 3, 2018 at 9:24 PM Charles R Harris wrote: > > On Sat, Jun 2, 2018 at 1:04 PM, Robert Kern wrote: >> >> This policy was first instated in Nov 2008 (in essence; the full set of >> weasel >> > > Instituted? > I meant "instated"; c.f. for another usage: https://www.youredm.com/2018/06/

Re: [Numpy-discussion] NEP: Random Number Generator Policy

On Sun, Jun 3, 2018 at 8:22 PM Ralf Gommers wrote: > It may be worth having a look at test suites for scipy, statsmodels, > scikit-learn, etc. and estimate how much work this NEP causes those > projects. If the devs of those packages are forced to do large scale > migrations from RandomState to S

Re: [Numpy-discussion] NEP: Random Number Generator Policy

On Sun, Jun 3, 2018 at 11:20 PM, Ralf Gommers wrote: > > > On Sun, Jun 3, 2018 at 6:54 PM, wrote: > >> >> >> On Sun, Jun 3, 2018 at 9:08 PM, Robert Kern >> wrote: >> >>> On Sun, Jun 3, 2018 at 5:46 PM wrote: >>> On Sun, Jun 3, 2018 at 8:21 PM, Robert Kern wrote: >

Re: [Numpy-discussion] NEP: Random Number Generator Policy

On Sat, Jun 2, 2018 at 1:04 PM, Robert Kern wrote: > As promised distressingly many months ago, I have written up a NEP about > relaxing the stream-compatibility policy that we currently have. > > https://github.com/numpy/numpy/pull/11229 > https://github.com/rkern/numpy/blob/nep/rng/doc/neps/ >

Re: [Numpy-discussion] NEP: Random Number Generator Policy

On Sun, Jun 3, 2018 at 6:54 PM, wrote: > > > On Sun, Jun 3, 2018 at 9:08 PM, Robert Kern wrote: > >> On Sun, Jun 3, 2018 at 5:46 PM wrote: >> >>> >>> >>> On Sun, Jun 3, 2018 at 8:21 PM, Robert Kern >>> wrote: >>> The list of ``StableRandom`` methods should be chosen to support unit >

Re: [Numpy-discussion] NEP: Random Number Generator Policy

On Sun, Jun 3, 2018 at 5:39 PM Robert Kern wrote: > You and I both agree that this is an anti-pattern for numpy.random, but >> certainly there is plenty of code that relies on the stability of random >> numbers when seeds are set by np.random.seed(). Similar to the case for >> RandomState, we wou

Re: [Numpy-discussion] NEP: Random Number Generator Policy

On Sun, Jun 3, 2018 at 9:08 PM, Robert Kern wrote: > On Sun, Jun 3, 2018 at 5:46 PM wrote: > >> >> >> On Sun, Jun 3, 2018 at 8:21 PM, Robert Kern >> wrote: >> >>> >>> The list of ``StableRandom`` methods should be chosen to support unit tests: * ``.randint()`` * ``.u

Re: [Numpy-discussion] NEP: Random Number Generator Policy

On Sun, Jun 3, 2018 at 6:26 PM wrote: > > > On Sun, Jun 3, 2018 at 9:04 PM, Robert Kern wrote: > >> On Sun, Jun 3, 2018 at 6:01 PM wrote: >> >>> >>> >>> On Sun, Jun 3, 2018 at 8:36 PM, Robert Kern >>> wrote: >>> On Sun, Jun 3, 2018 at 4:35 PM Eric Wieser wrote: > You make a

Re: [Numpy-discussion] NEP: Random Number Generator Policy

On Sat, Jun 2, 2018 at 3:04 PM, Robert Kern wrote: > As promised distressingly many months ago, I have written up a NEP about > relaxing the stream-compatibility policy that we currently have. > > https://github.com/numpy/numpy/pull/11229 > https://github.com/rkern/numpy/blob/nep/rng/doc/neps/ >

Re: [Numpy-discussion] NEP: Random Number Generator Policy

On Sun, Jun 3, 2018 at 9:04 PM, Robert Kern wrote: > On Sun, Jun 3, 2018 at 6:01 PM wrote: > >> >> >> On Sun, Jun 3, 2018 at 8:36 PM, Robert Kern >> wrote: >> >>> On Sun, Jun 3, 2018 at 4:35 PM Eric Wieser >>> wrote: >>> You make a bunch of good points refuting reproducible research as an

Re: [Numpy-discussion] NEP: Random Number Generator Policy

On Sun, Jun 3, 2018 at 5:46 PM wrote: > > > On Sun, Jun 3, 2018 at 8:21 PM, Robert Kern wrote: > >> >> The list of ``StableRandom`` methods should be chosen to support unit >>> tests: >>> >>> * ``.randint()`` >>> * ``.uniform()`` >>> * ``.normal()`` >>> * ``.standard_normal()`` >

Re: [Numpy-discussion] NEP: Random Number Generator Policy

On Sun, Jun 3, 2018 at 6:01 PM wrote: > > > On Sun, Jun 3, 2018 at 8:36 PM, Robert Kern wrote: > >> On Sun, Jun 3, 2018 at 4:35 PM Eric Wieser >> wrote: >> >>> You make a bunch of good points refuting reproducible research as an >>> argument for not changing the random number streams. >>> >>> H

Re: [Numpy-discussion] NEP: Random Number Generator Policy

On Sun, Jun 3, 2018 at 8:36 PM, Robert Kern wrote: > On Sun, Jun 3, 2018 at 4:35 PM Eric Wieser > wrote: > >> You make a bunch of good points refuting reproducible research as an >> argument for not changing the random number streams. >> >> However, there’s a second use-case you don’t address -

Re: [Numpy-discussion] NEP: Random Number Generator Policy

On Sun, Jun 3, 2018 at 8:21 PM, Robert Kern wrote: > Moving some of the Github PR comments here: > > Implementation >> -- >> >> We propose first freezing ``RandomState`` as it is and developing a new >> RNG >> subsystem alongside it. This allows anyone who has been relying on our >>

Re: [Numpy-discussion] NEP: Random Number Generator Policy

On Sun, Jun 3, 2018 at 5:23 PM Stephan Hoyer wrote: > On Sat, Jun 2, 2018 at 12:06 PM Robert Kern wrote: > >> We propose first freezing ``RandomState`` as it is and developing a new >> RNG >> subsystem alongside it. This allows anyone who has been relying on our >> old >> stream-compatibility g

Re: [Numpy-discussion] NEP: Random Number Generator Policy

On Sun, Jun 3, 2018 at 4:35 PM Eric Wieser wrote: > You make a bunch of good points refuting reproducible research as an > argument for not changing the random number streams. > > However, there’s a second use-case you don’t address - unit tests. For > better or worse, downstream, or even our own

Re: [Numpy-discussion] NEP: Random Number Generator Policy

Moving some of the Github PR comments here: Implementation > -- > > We propose first freezing ``RandomState`` as it is and developing a new RNG > subsystem alongside it. This allows anyone who has been relying on our old > stream-compatibility guarantee to have plenty of time to migra

Re: [Numpy-discussion] NEP: Random Number Generator Policy

On Sat, Jun 2, 2018 at 12:06 PM Robert Kern wrote: > We propose first freezing ``RandomState`` as it is and developing a new RNG > subsystem alongside it. This allows anyone who has been relying on our old > stream-compatibility guarantee to have plenty of time to migrate. > ``RandomState`` will

Re: [Numpy-discussion] NEP: Random Number Generator Policy

On Sun, Jun 3, 2018 at 4:35 PM Eric Wieser wrote: > You make a bunch of good points refuting reproducible research as an > argument for not changing the random number streams. > > However, there’s a second use-case you don’t address - unit tests. For > better or worse, downstream, or even our own

Re: [Numpy-discussion] NEP: Random Number Generator Policy

You make a bunch of good points refuting reproducible research as an argument for not changing the random number streams. However, there’s a second use-case you don’t address - unit tests. For better or worse, downstream, or even our own

Re: [Numpy-discussion] NEP: Random Number Generator Policy

On Sat, Jun 2, 2018 at 3:04 PM, Robert Kern wrote: > As promised distressingly many months ago, I have written up a NEP about > relaxing the stream-compatibility policy that we currently have. > > https://github.com/numpy/numpy/pull/11229 > https://github.com/rkern/numpy/blob/nep/rng/doc/neps/ >

[Numpy-discussion] NEP: Random Number Generator Policy

As promised distressingly many months ago, I have written up a NEP about relaxing the stream-compatibility policy that we currently have. https://github.com/numpy/numpy/pull/11229 https://github.com/rkern/numpy/blob/nep/rng/doc/neps/nep-0019-rng-policy.rst I particularly invite comment on the two