OK, thanks for the precision. 2014-04-24 10:14 GMT+01:00 Robert Kern <robert.k...@gmail.com>: > On Thu, Apr 24, 2014 at 10:02 AM, Matthieu Brucher > <matthieu.bruc...@gmail.com> wrote: >> 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). > > The rand_r() function that Lars mentioned is like using different > RandomState instances in each thread with their own seeds. It just > happens to be of poorer quality than RandomState and *much* poorer > quality than a CTR-mode block cipher, as you suggest, so it suffers > more quickly from the independence problem. But the different threads > aren't touching the same state, so it's a different set of problems > than the one you cite. > >> 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. > > -- > Robert Kern > > ------------------------------------------------------------------------------ > 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
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