Hi, liblinear and libsvm use the C `rand()` function which returns number up to 32767 on the windows platform. This PR <https://github.com/scikit-learn/scikit-learn/pull/13511> proposes the following fix:
*Fixed a convergence issue in ``libsvm`` and ``liblinear`` on Windows platforms* *impacting all related classifiers and regressors. The random number generator* *used to randomly select coordinates in the coordinate descent algorithm was* *C ``rand()``, that is only able to generate numbers up to ``32767`` on windows* *platform. It was replaced with C++11 ``mt19937``, a Mersenne Twister that* *correctly generates 31bits/63bits random numbers on all platforms. In addition,* *the crude "modulo" postprocessor used to get a random number in a bounded* *interval was replaced by the tweaked Lemire method as suggested by `this blog* *post <http://www.pcg-random.org/posts/bounded-rands.html <http://www.pcg-random.org/posts/bounded-rands.html>>`* In order to keep the models consistent across platforms, we'd like to use the same (new) rng on all platforms, which means after this change the generated models may be slightly different to what they are now. We'd like to hear any concerns on the matter from the community, here or on the PR, before merging the fix. Best, Adrin.
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