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Posted to issues@commons.apache.org by "Gilles (JIRA)" <ji...@apache.org> on 2019/04/27 13:39:00 UTC

[jira] [Commented] (RNG-97) JumpableUniformRandomProvider

    [ https://issues.apache.org/jira/browse/RNG-97?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=16827603#comment-16827603 ] 

Gilles commented on RNG-97:
---------------------------

In the interface's Javadoc, wouldn't it be better to replace
{noformat}
copy will be advanced an equivalent of {@code n} sequential calls
{noformat}
by something like
{noformat}
copy will be advanced by a fixed, implementation-dependent, number of sequential calls
{noformat}
?

In the helper method, I'm not sure that saying
{noformat}
Reuse of this generator may overlap with output from the jump series.
{noformat}
is correct; or at least, it is also true for all instances in the returned array (if {{next()}} is called sufficiently many times).

In the helper also, we should perhaps allow argument {{n}} to be zero (?).

I'm not too fond of the {{Series}} suffix in the name; IMHO it does not add sufficient clarity for having a longer name...
 Perhaps {{jump}} is all that's needed (together with the self-documenting return value).

I'd think that the {{source}} argument would be advantageously renamed {{parent}}.

In order to facilitate usage (e.g. for launching parallel computations), we could add
{code:java}
public static UniformRandomProvider[] createJump(RandomSource source, int n) {
    final UniformRandomProvider parent = source.create();
    final UniformRandomProvider[] rngs = new UniformRandomProvider[n];
    rngs[0] = parent;
    final UniformRandomProvider[] children = jump(parent, n - 1);
    for (int i = 0; i < children.length; i++) {
        rngs[i + 1] = children[i];
    }
    return rngs;
}
{code}
With a variant where seed is user-provided (?).

> JumpableUniformRandomProvider
> -----------------------------
>
>                 Key: RNG-97
>                 URL: https://issues.apache.org/jira/browse/RNG-97
>             Project: Commons RNG
>          Issue Type: New Feature
>          Components: client-api, core
>    Affects Versions: 1.3
>            Reporter: Alex D Herbert
>            Assignee: Alex D Herbert
>            Priority: Major
>             Fix For: 1.3
>
>
> A feature of random number generators is their internal state is updated for every generation of a new random number. This is a single step. Some generators have the ability to compute the update to the state that is required to advance *{{n}}* steps. This is a jump. This can be supported using a new interface:
> {code:java}
> /**
>  * Applies to generators that can be advanced a large number of 
>  * steps of the output sequence in a single operation.
>  */
> public interface JumpableUniformRandomProvider
>     extends UniformRandomProvider {
>     /**
>      * Creates a copy of the UniformRandomProvider and advances the
>      * state of the copy. The state of the current instance is not altered. 
>      * The state of the copy will be advanced an equivalent of {@code n}
>      * sequential calls to a method that updates the state of the provider.
>      *
>      * @return the copy with an advanced state
>      */
>     JumpableUniformRandomProvider jump();
> }
> {code}
> A suggestion for how to document an implementation is:
> {code:java}
> public class JumpableRNG implements JumpableUniformRandomProvider {
>     /**
>      * {@inheritDoc}
>      *
>      * <p>The jump size {@code n} is the equivalent of <pre>2<sup>32</sup></pre>
>      * calls to {@link UniformRandomProvider#nextLong() nextLong()}.</p>
>      */
>     @Override
>     public JumpableUniformRandomProvider jump() {
>         return ...;
>     }
>     // etc.
> }
> {code}
> Notes on the interface:
>  * A copy is returned
>  * The original is not altered and so multiple calls to jump will return the same generator with an advanced state
> The intended use case is to create multiple copies of a RNG that will not overlap in sequence for use in parallel computations. A helper method can be added to {{RandomSource}} to facilitate this:
> {code:java}
> /**
>  * Create a series of {@code n} generators by jumping from the source generator
>  * {@code n} times. The resulting set of generators can be used in parallel
>  * computations with a guarantee of no sequence overlap for at least the
>  * length of the jump distance.
>  *
>  * <p>Note: The source generator state is not affected. Reuse of this
>  * generator may overlap with output from the jump series.</p>
>  *
>  * @param source The source generator.
>  * @param n The size of the series.
>  */
> public static UniformRandomProvider[] createJumpSeries(
>         JumpableUniformRandomProvider source, int n) {
>     if (n <= 0) {
>         throw new IllegalArgumentException("Size must be strictly positive");
>     }
>     final UniformRandomProvider[] rngs = new UniformRandomProvider[n];
>     for (int i = 0; i < n; i++) {
>         source = source.jump();
>         // Option to wrap the JumpableUniformRandomProvider to
>         // restrict to the functionality of UniformRandomProvider
>         rngs[i] = source;
>     }
>     return rngs;
> }
> {code}
> Note: There is the possibility to wrap the jumped RNGs to restrict their functionality to UniformRandomProvider (or RestorableUniformRandomProvider). This prevents any of the series from being jumped again.



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