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https://issues.apache.org/jira/browse/MATH-1154?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Thomas Neidhart updated MATH-1154:
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Attachment: MATH-1154.patch
I have attached a proposed patch to address the issue in the following way:
* the patch updates all inference tests to create distributions with a null
rng, which avoid additional overhead as we will not sample from the created
distributions
* re-open MATH-1124 and discuss on the mailinglist if we go for the proposed
change of a lazy initialization for the distributions or change the default rng
from WellXXX to something else
* create an additional ticket to address potential performance improvements
for the WellXXX rngs, can not be done before 4.0 though.
> Statistical tests in stat.inference package are very slow due to implicit
> RandomGenerator initialization
> --------------------------------------------------------------------------------------------------------
>
> Key: MATH-1154
> URL: https://issues.apache.org/jira/browse/MATH-1154
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 3.3
> Reporter: Otmar Ertl
> Attachments: MATH-1154.patch, math3.patch
>
>
> Some statistical tests defined in the stat.inference package (e.g.
> BinomialTest or ChiSquareTest) are unnecessarily very slow (up to a factor 20
> slower than necessary). The reason is the implicit slow initialization of a
> default (Well19937c) random generator instance each time a test is performed.
> The affected tests create some distribution instance in order to use some
> methods defined therein. However, they do not use any method for random
> generation. Nevertheless a random number generator instance is automatically
> created when creating a distribution instance, which is the reason for the
> serious slowdown. The problem is related to MATH-1124.
> There are following solutions:
> 1) Fix the affected statistical tests by passing a light-weight
> RandomGenerator implementation (or even null) to the constructor of the
> distribution.
> 2) Or use for all distributions a RandomGenerator implementation that uses
> lazy initialization to generate the Well19937c instance as late as possible.
> This would also solve MATH-1124.
> I will attach a patch proposal together with a performance test, that will
> demonstrate the speed up after a fix.
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