OK On Thu, Jan 2, 2020, 10:42 AM Adrin <adrin.jal...@gmail.com> wrote:
> 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. > _______________________________________________ > scikit-learn mailing list > scikit-learn@python.org > https://mail.python.org/mailman/listinfo/scikit-learn >
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