-
Notifications
You must be signed in to change notification settings - Fork 11
Commit
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
Filled out how_to.rst, added labels for BRNG pages.
- Loading branch information
1 parent
510ca5c
commit a77b23e
Showing
13 changed files
with
112 additions
and
4 deletions.
There are no files selected for viewing
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Original file line number | Diff line number | Diff line change |
---|---|---|
@@ -1,4 +1,87 @@ | ||
How-to Guides | ||
============= | ||
|
||
To be written. | ||
How to save and resume long computation | ||
--------------------------------------- | ||
|
||
:class:`RandomState` is pickleable, and pickling allows to save and restore | ||
the internal state of the quasi-random number generators. | ||
|
||
.. code-block:: python | ||
:caption: Saving state of quasi-random basic random number generators | ||
import numpy as np | ||
import mkl_random | ||
import pickle | ||
rs = mkl_random.RandomState(seed=777, brng="r250") | ||
draw = rs.standard_normal(size=1357913) | ||
# pickle random state | ||
saved = pickle.dumps(rs) | ||
# draw some numbers as if computation were to continue | ||
post_draw = rs.gamma(5, 1, size=100) | ||
# restore random state, and continue from | ||
restored_rs = pickle.loads(saved) | ||
resumed_draw = restored_rs.gamma(5, 1, size=100) | ||
# sample from restored stated is the same as sample | ||
# from the original one | ||
assert np.array_equal(restored_rs, resumed_draw) | ||
Stochastic computations in parallel with multiprocessing | ||
-------------------------------------------------------- | ||
|
||
When performing stochastic computations in parallel, care is due to ensure | ||
statistical independence of samples drawn in parallel. | ||
|
||
Basic quasi-random number generators provide different means to accomplishing | ||
this. Some support :meth:`skipahead` method or :meth:`leapfrog` method, while | ||
others provide a fixed-size family of generators with nice property that generators | ||
from such family, initialized equally, produce streams of randomness statistically | ||
indistunguishable from independent. | ||
|
||
.. py:method:: skipahead(nskips) | ||
:canonical: mkl_random.RandomState.skipahead | ||
|
||
Advance the state of the generator using skip-ahead method, or raise :code:`ValueError` | ||
exception if not supported. | ||
|
||
The argument `nskips` must be a positive Python integer. | ||
|
||
The method is supported for :ref:`"philox4x32x10" <philox4x32x10_brng>`, :ref:`"mrg32k3a" <mrg32k3a_brng>`, | ||
:ref:`"mcg31m1" <mcg31m1_brng>`, :ref:`"mcg59" <mcg59_brng>`, :ref:`"wh" <wh_brng>`, | ||
:ref:`"mt19937" <mt19937_brng>`, :ref:`"sfmt19937" <sfmt19937_brng>`, and :ref:`"ars5" <ars5_brng>` | ||
basic random number generators. | ||
|
||
.. note:: | ||
When using :meth:`skipahead`, it is important to ensure that a parallel task does not consume more than | ||
:code:`nskips` states, otherwise streams of randomness begin to overlap and the assumption of statistical | ||
independence breaks down. | ||
|
||
.. py:method:: leapfrog(k, nstreams) | ||
:canonical: mkl_random.RandomState.leapfrog | ||
|
||
Initialize the state of the generator using leap-frog method, or raise :code:`ValueError` | ||
exception if not supported. | ||
|
||
The leap-frog method partitions state tragectory into :code:`nstream` interleaved non-overlapping | ||
sub-sequences, and argument :code:`k` identifies the subsequence. | ||
|
||
The method is supported for :ref:`"mcg31m1" <mcg31m1_brng>`, :ref:`"mcg59" <mcg59_brng>`, and :ref:`"wh" <wh_brng>` | ||
basic pseudo-random number generators. | ||
|
||
.. note:: | ||
When using :meth:`leapfrog` or :meth:`skipahead` methods one must remember that parallel tasks partition | ||
generators period and choose a generator with sufficiently long period to avoid cycling over the period | ||
more than once, as doing so also breaks the assumption of statistical independence and may compromise | ||
correctness of the simulation. | ||
|
||
:mod:`mkl_random` also provides two families of basic pseudo-random number generators, :ref:`"mt2203" <mt2203_brng>` and | ||
:ref:`"wh" <wh_brng>`, with property that members from particular family, initialized equally, produce streams of | ||
randomness stasistically indistunguishable from independent. To use such families in parallel computation, assign | ||
difference family generators to different parallel workers and sample those assigned generators in each parallel worker. | ||
Please refer to "examples/" folder in the `GitHub repo <https://github.com/IntelPython/mkl_random>`_ for more details. |
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Original file line number | Diff line number | Diff line change |
---|---|---|
@@ -1,3 +1,5 @@ | ||
.. _ars5_brng: | ||
|
||
ARS5 brng | ||
========= | ||
|
||
|
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Original file line number | Diff line number | Diff line change |
---|---|---|
@@ -1,3 +1,5 @@ | ||
.. _mcg31m1_brng: | ||
|
||
MCG31 brng | ||
========== | ||
|
||
|
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Original file line number | Diff line number | Diff line change |
---|---|---|
@@ -1,3 +1,5 @@ | ||
.. _mcg59_brng: | ||
|
||
MCG59 brng | ||
========== | ||
|
||
|
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Original file line number | Diff line number | Diff line change |
---|---|---|
@@ -1,3 +1,5 @@ | ||
.. _mrg32k3a_brng: | ||
|
||
MRG32k3a brng | ||
============= | ||
|
||
|
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Original file line number | Diff line number | Diff line change |
---|---|---|
@@ -1,3 +1,5 @@ | ||
.. _mt19937_brng: | ||
|
||
MT19937 brng | ||
============ | ||
|
||
|
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Original file line number | Diff line number | Diff line change |
---|---|---|
@@ -1,3 +1,5 @@ | ||
.. _mt2203_brng: | ||
|
||
MT2203 brng | ||
=========== | ||
|
||
|
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Original file line number | Diff line number | Diff line change |
---|---|---|
@@ -1,3 +1,5 @@ | ||
.. _nondeterm_brng: | ||
|
||
Nondeterm brng | ||
============== | ||
|
||
|
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Original file line number | Diff line number | Diff line change |
---|---|---|
@@ -1,3 +1,5 @@ | ||
.. _philox4x32x10_brng: | ||
|
||
Philox4x32x10 brng | ||
================== | ||
|
||
|
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Original file line number | Diff line number | Diff line change |
---|---|---|
@@ -1,3 +1,5 @@ | ||
.. _r250_brng: | ||
|
||
R250 brng | ||
========= | ||
|
||
|
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Original file line number | Diff line number | Diff line change |
---|---|---|
@@ -1,3 +1,5 @@ | ||
.. _sfmt19937_brng: | ||
|
||
SFMT19937 brng | ||
============== | ||
|
||
|
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Original file line number | Diff line number | Diff line change |
---|---|---|
@@ -1,3 +1,5 @@ | ||
.. _wh_brng: | ||
|
||
Wichmann-Hill brng | ||
================== | ||
|
||
|
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters