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

Robert Kern robert.kern at gmail.com
Fri Feb 12 06:28:05 EST 2016

On 2016-02-12 04:15, Tim Peters wrote:

[Greg Ewing <greg.ewing at canterbury.ac.nz>]

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? I don't think so, because I've seen no groundswell of discontent about the Twister among Python users. Perhaps I'm missing some?

Well me, but I'm mostly focused on numpy's PRNG, which is proceeding apace.

https://github.com/bashtage/ng-numpy-randomstate

While I am concerned about MT's BigCrush failures, what makes me most discontented is not having multiple guaranteed-independent streams.

It's prudent to wait for someone else to find the early surprises in PCG and Random123 too ;-)

Quite so!

-- 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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