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

2014-09-10 Thread Sturla Molden
Pierre-Andre Noel noel.pierre.an...@gmail.com wrote: Why not do something like the C++11 random? In random, 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

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

2014-09-10 Thread Sturla Molden
Julian Taylor jtaylor.deb...@googlemail.com 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

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

2014-09-09 Thread Nathaniel Smith
On 8 Sep 2014 14:43, Robert Kern robert.k...@gmail.com wrote: On Mon, Sep 8, 2014 at 6:05 PM, Pierre-Andre Noel noel.pierre.an...@gmail.com wrote: I think we could add new generators to NumPy though, perhaps with a keyword to control the algorithm (defaulting to the current

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)

2014-09-08 Thread josef.pktd
On Sun, Sep 7, 2014 at 4:23 PM, Sturla Molden sturla.mol...@gmail.com wrote: Benjamin Root ben.r...@ou.edu wrote: In addition to issues with reproducibility, think of all of the unit tests that would break! That is a reproducibility problem :)

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 random? In random, a generator is the engine producing randomness, and a distribution decides what is the

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 be a global

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 noel.pierre.an...@gmail.com 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 random? In random,

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 sturla.mol...@gmail.com wrote: James A. Bednar jbed...@inf.ed.ac.uk wrote: Please don't ever, ever break the sequence of numpy's random numbers!

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

2014-09-07 Thread Sturla Molden
Benjamin Root ben.r...@ou.edu 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

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 ndbeck...@gmail.com | | 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!

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 ndbeck...@gmail.com 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

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

2014-09-05 Thread Robert Kern
On Fri, Sep 5, 2014 at 12:05 PM, Neal Becker ndbeck...@gmail.com wrote: Robert Kern wrote: On Thu, Sep 4, 2014 at 12:32 PM, Neal Becker ndbeck...@gmail.com 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

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 ndbeck...@gmail.com wrote: Robert Kern wrote: On Thu, Sep 4, 2014 at 12:32 PM, Neal Becker ndbeck...@gmail.com wrote: http://www.math.sci.hiroshima-u.ac.jp/~%20m-mat/MT/SFMT/index.html What would you like to say about it?

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

2014-09-05 Thread Robert Kern
On Fri, Sep 5, 2014 at 6:19 PM, Neal Becker ndbeck...@gmail.com wrote: Robert Kern wrote: On Fri, Sep 5, 2014 at 12:05 PM, Neal Becker ndbeck...@gmail.com wrote: Robert Kern wrote: On Thu, Sep 4, 2014 at 12:32 PM, Neal Becker ndbeck...@gmail.com wrote:

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 sequence of

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

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

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

2014-09-05 Thread Robert Kern
On Fri, Sep 5, 2014 at 9:36 PM, Sturla Molden sturla.mol...@gmail.com 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

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

2014-09-05 Thread Sturla Molden
Robert Kern robert.k...@gmail.com 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

[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

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

2014-09-04 Thread Robert Kern
On Thu, Sep 4, 2014 at 12:32 PM, Neal Becker ndbeck...@gmail.com 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