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Posted to issues@commons.apache.org by "Gilles (JIRA)" <ji...@apache.org> on 2016/02/14 19:50:18 UTC
[jira] [Updated] (MATH-1314) RNG: Warn users about "seeding"
[ https://issues.apache.org/jira/browse/MATH-1314?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Gilles updated MATH-1314:
-------------------------
Description:
The "package-info.java" file of {{o.a.c.m.random}} does not mention the problem of seeding.
Many users of CM could not be aware that it is not sufficient to "randomly" choose a seed in order to ensure a random sequence.
I think that this is what is illustrated by random failures of some unit tests (when the seed is "randomly" selected).
Do the intricate initialization procedures provided in some implementations (WELL family and ISAAC) ensure that all seeds are good enough?
Should we provide some tool to test a seed?
By the way, the WELL performances listed on [this table|http://commons.apache.org/proper/commons-math/javadocs/api-3.6/org/apache/commons/math3/random/package-summary.html] do not correspond to the results obtained on my machine with our {{PerfTestUtils}} benchmark: the {{MersenneTwister}} is invariably faster than all WELL implementations.
*Update*: the two benchmarks actually _agree_ that {{MersenneTwister}} is faster than WELL.
was:
The "package-info.java" file of {{o.a.c.m.random}} does not mention the problem of seeding.
Many users of CM could not be aware that it is not sufficient to "randomly" choose a seed in order to ensure a random sequence.
I think that this is what is illustrated by random failures of some unit tests (when the seed is "randomly" selected).
Do the intricate initialization procedures provided in some implementations (WELL family and ISAAC) ensure that all seeds are good enough?
Should we provide some tool to test a seed?
By the way, the WELL performances listed on [this table|http://commons.apache.org/proper/commons-math/javadocs/api-3.6/org/apache/commons/math3/random/package-summary.html] do not correspond to the results obtained on my machine with our {{PerfTestUtils}} benchmark: the {{MersenneTwister}} is invariably faster than all WELL implementations.
> RNG: Warn users about "seeding"
> -------------------------------
>
> Key: MATH-1314
> URL: https://issues.apache.org/jira/browse/MATH-1314
> Project: Commons Math
> Issue Type: Wish
> Reporter: Gilles
> Labels: doc
> Fix For: 4.0
>
>
> The "package-info.java" file of {{o.a.c.m.random}} does not mention the problem of seeding.
> Many users of CM could not be aware that it is not sufficient to "randomly" choose a seed in order to ensure a random sequence.
> I think that this is what is illustrated by random failures of some unit tests (when the seed is "randomly" selected).
> Do the intricate initialization procedures provided in some implementations (WELL family and ISAAC) ensure that all seeds are good enough?
> Should we provide some tool to test a seed?
> By the way, the WELL performances listed on [this table|http://commons.apache.org/proper/commons-math/javadocs/api-3.6/org/apache/commons/math3/random/package-summary.html] do not correspond to the results obtained on my machine with our {{PerfTestUtils}} benchmark: the {{MersenneTwister}} is invariably faster than all WELL implementations.
> *Update*: the two benchmarks actually _agree_ that {{MersenneTwister}} is faster than WELL.
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