Yes. If several threads use the same RNG, you cannot ensure that they are always accessing it with the same pattern. The only way to have reproductible results is by using PRNG (real ones, because as Sturla said, just changing the state of the same RNG won't ensure good statistical properties). My personal choice is using counter-based RNG like crypto functions as the state is smaller than MT (a key per thread + a counter) and with the inclusion of such functions in current processors, you get values faster than MT.
Cheers, Matthieu 2014-04-24 9:28 GMT+01:00 Lars Buitinck <larsm...@gmail.com>: > 2014-04-23 21:00 GMT+02:00 Sturla Molden <sturla.mol...@gmail.com>: >> - If you provide each thread with its own PRNG, you must make sure the >> sequences don't overlap. Just using a different seed for each thread is not >> safe either. > > I'm not sure what you mean by that; my rand(3) manpage says "In order > to get reproducible behavior in a threaded application, this state > must be made explicit; this can be done using the reentrant function > rand_r()." But you're saying that's not enough? > > ------------------------------------------------------------------------------ > Start Your Social Network Today - Download eXo Platform > Build your Enterprise Intranet with eXo Platform Software > Java Based Open Source Intranet - Social, Extensible, Cloud Ready > Get Started Now And Turn Your Intranet Into A Collaboration Platform > http://p.sf.net/sfu/ExoPlatform > _______________________________________________ > Scikit-learn-general mailing list > Scikit-learn-general@lists.sourceforge.net > https://lists.sourceforge.net/lists/listinfo/scikit-learn-general -- Information System Engineer, Ph.D. Blog: http://matt.eifelle.com LinkedIn: http://www.linkedin.com/in/matthieubrucher Music band: http://liliejay.com/ ------------------------------------------------------------------------------ Start Your Social Network Today - Download eXo Platform Build your Enterprise Intranet with eXo Platform Software Java Based Open Source Intranet - Social, Extensible, Cloud Ready Get Started Now And Turn Your Intranet Into A Collaboration Platform http://p.sf.net/sfu/ExoPlatform _______________________________________________ Scikit-learn-general mailing list Scikit-learn-general@lists.sourceforge.net https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
