Lars Buitinck <larsm...@gmail.com> wrote: >> - 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;
A PRNG will generate a seqence of pseudo-random numbers. Presumably you don't want overlapping sequences in your different threads, as it would constitute pseudo-sampling. > 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? This manpage is plain wrong! The non-deterministic scheduling of threads means that multithreaded use of rand_r() will never be reproducible. You cannot be sure that the kernel will make the threads call rand_r in the same pattern twice. In practice it will never happen. However, rand_r is reentrant, which is something very different from reproducible. However, in most other cases reentrant and threadsafe are equivalent, which might be why they think making a PRNG reentrant also makes it reproducible in a threaded application. It does not. In order for a PRNG to be reproducible in a threaded application, it must always deliver the same sequence to the n-th thread. That is a very hard requirement to satisfy. The DC Mersenne Twister solves this by encoding thread identifiers into the charcteristic polynomials in such a way that they are "relatively prime to each other". That means that each thread gets an independent stream of random numbers. Since there is one Mersenne Twister object per thread the kernel's thread scheduling is eliminated as an additional source or randomness. Sturla ------------------------------------------------------------------------------ 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
