[Python-Dev] Time for a change of random number generator? (original) (raw)

Robert Kern robert.kern at gmail.com
Thu Feb 11 06:57:45 EST 2016

On 2016-02-11 00:08, Greg Ewing wrote:

The Mersenne Twister is no longer regarded as quite state-of-the art because it can get into states that produce long sequences that are not very random.

There is a variation on MT called WELL that has better properties in this regard. Does anyone think it would be a good idea to replace MT with WELL as Python's default rng? https://en.wikipedia.org/wiki/Wellequidistributedlong-periodlinear

There was a side-discussion about this during the secrets module proposal discussion.

WELL would not be my first choice. It escapes the excess-0 islands faster than MT, but still suffers from them. More troubling to me is that it is a linear feedback shift register, like MT, and all LFSRs quickly fail the linear complexity test in BigCrush.

xorshift* shares some of these flaws, but is significantly stronger and dominates WELL in most (all?) relevant dimensions.

http://xorshift.di.unimi.it/

I'm favorable to the PCG family these days, though xorshift* and Random123 are reasonable alternatives.

http://www.pcg-random.org/ https://www.deshawresearch.com/resources_random123.html

-- Robert Kern

"I have come to believe that the whole world is an enigma, a harmless enigma that is made terrible by our own mad attempt to interpret it as though it had an underlying truth." -- Umberto Eco

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