8000 Merge pull request #13 from bashtage/legacy-experiments · mattip/numpy@2557203 · GitHub
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Merge pull request #13 from bashtage/legacy-experiments
ENH: Add integrated legacy generator
2 parents 3d5f1f3 + 27a27ca commit 2557203

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‎_randomgen/doc/source/legacy.rst

Lines changed: 34 additions & 17 deletions
=============
Original file line numberDiff line numberDiff line change
@@ -1,7 +1,7 @@
11
Legacy Random Generation
22
------------------------
33
The :class:`~randomgen.legacy.LegacyGenerator` provides access to
4-
some legacy generators. These all depend on Box-Muller normals or
4+
legacy generators. These all depend on Box-Muller normals or
55
inverse CDF exponentials or gammas. This class should only be used
66
if it is essential to have randoms that are identical to what
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would have been produced by NumPy.
@@ -12,36 +12,22 @@ are produced in pairs. It is important to use
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:attr:`~randomgen.legacy.LegacyGenerator.state`
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when accessing the state so that these extra values are saved.
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.. warning::
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17-
:class:`~randomgen.legacy.LegacyGenerator` only contains functions
18-
that have changed. Since it does not contain other functions, it
19-
is not direclty possible to replace :class:`~numpy.random.RandomState`.
20-
In order to full replace :class:`~numpy.random.RandomState`, it is
21-
necessary to use both :class:`~randomgen.legacy.LegacyGenerator`
22-
and :class:`~randomgen.generator.RandomGenerator` both driven
23-
by the same basic RNG. Methods present in :class:`~randomgen.legacy.LegacyGenerator`
24-
must be called from :class:`~randomgen.legacy.LegacyGenerator`. Other Methods
25-
should be called from :class:`~randomgen.generator.RandomGenerator`.
26-
27-
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.. code-block:: python
2916
30-
from randomgen import RandomGenerator, MT19937
17+
from randomgen import MT19937
3118
from randomgen.legacy import LegacyGenerator
3219
from numpy.random import RandomState
3320
# Use same seed
3421
rs = RandomState(12345)
3522
mt19937 = MT19937(12345)
36-
rg = RandomGenerator(mt19937)
3723
lg = LegacyGenerator(mt19937)
3824
3925
# Identical output
4026
rs.standard_normal()
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lg.standard_normal()
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rs.random_sample()
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rg.random_sample()
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lg.random_sample()
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rs.standard_exponential()
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lg.standard_exponential()
@@ -65,31 +51,62 @@ Simple random data
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.. autosummary::
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:toctree: generated/
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~LegacyGenerator.rand
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~LegacyGenerator.randn
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~LegacyGenerator.randint
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~LegacyGenerator.random_integers
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~LegacyGenerator.random_sample
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~LegacyGenerator.choice
60+
~LegacyGenerator.bytes
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~LegacyGenerator.random_uintegers
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~LegacyGenerator.random_raw
63+
64+
Permutations
65+
============
66+
.. autosummary::
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:toctree: generated/
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~LegacyGenerator.shuffle
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~LegacyGenerator.permutation
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Distributions
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.. autosummary::
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:toctree: generated/
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~LegacyGenerator.beta
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~LegacyGenerator.binomial
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~LegacyGenerator.chisquare
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~LegacyGenerator.complex_normal
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~LegacyGenerator.dirichlet
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~LegacyGenerator.exponential
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~LegacyGenerator.f
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~LegacyGenerator.gamma
85+
~LegacyGenerator.geometric
86+
~LegacyGenerator.gumbel
87+
~LegacyGenerator.hypergeometric
88+
~LegacyGenerator.laplace
89+
~LegacyGenerator.logistic
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~LegacyGenerator.lognormal
91+
~LegacyGenerator.logseries
92+
~LegacyGenerator.multinomial
8293
~LegacyGenerator.multivariate_normal
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~LegacyGenerator.negative_binomial
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~LegacyGenerator.noncentral_chisquare
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~LegacyGenerator.noncentral_f
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~LegacyGenerator.normal
8798
~LegacyGenerator.pareto
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~LegacyGenerator.poisson
88100
~LegacyGenerator.power
101+
~LegacyGenerator.rayleigh
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~LegacyGenerator.standard_cauchy
90103
~LegacyGenerator.standard_exponential
91104
~LegacyGenerator.standard_gamma
92105
~LegacyGenerator.standard_normal
93106
~LegacyGenerator.standard_t
107+
~LegacyGenerator.triangular
108+
~LegacyGenerator.uniform
109+
~LegacyGenerator.vonmises
94110
~LegacyGenerator.wald
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~LegacyGenerator.weibull
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~LegacyGenerator.zipf

‎_randomgen/randomgen/legacy/legacy.pyx renamed to ‎_randomgen/randomgen/legacy/_legacy.pyx

Lines changed: 12 additions & 12 deletions
Original file line numberDiff line numberDiff line change
@@ -22,23 +22,23 @@ import randomgen.pickle
2222

2323
np.import_array()
2424

25-
cdef class LegacyGenerator:
25+
cdef class _LegacyGenerator:
2626
"""
27-
LegacyGenerator(brng=None)
27+
_LegacyGenerator(brng=None)
2828
2929
Container providing legacy generators.
3030
31-
``LegacyGenerator`` exposes a number of methods for generating random
31+
``_LegacyGenerator`` exposes a number of methods for generating random
3232
numbers for a set of distributions where the method used to produce random
33-
samples has changed. Three core generators have changed: normals, exponentials
34-
and gammas. These have been replaced by fster Ziggurat-based methds in
35-
``RadnomGenerator``. ``LegacyGenerator`` retains the slower methods
33+
samples has changed. Three core generators have changed: normal, exponential
34+
and gamma. These have been replaced by faster Ziggurat-based methods in
35+
``RadnomGenerator``. ``_LegacyGenerator`` retains the slower methods
3636
to produce samples from these distributions as well as from distributions
3737
that depend on these such as the Chi-square, power or Weibull.
3838
3939
**No Compatibility Guarantee**
4040
41-
``LegacyGenerator`` is evolving and so it isn't possible to provide a
41+
``_LegacyGenerator`` is evolving and so it isn't possible to provide a
4242
compatibility guarantee like NumPy does. In particular, better algorithms
4343
have already been added. This will change once ``RandomGenerator``
4444
stabilizes.
@@ -53,15 +53,15 @@ cdef class LegacyGenerator:
5353
Examples
5454
--------
5555
Exactly reproducing a NumPy stream requires both a ``RandomGenerator``
56-
and a ``LegacyGenerator``. These must share a common ``MT19937`` basic
56+
and a ``_LegacyGenerator``. These must share a common ``MT19937`` basic
5757
RNG. Functions that are available in LegacyGenerator must be called
58-
from ``LegacyGenerator``, and other functions must be called from
58+
from ``_LegacyGenerator``, and other functions must be called from
5959
``RandomGenerator``.
6060
6161
>>> from randomgen import RandomGenerator, MT19937
62-
>>> from randomgen.legacy import LegacyGenerator
62+
>>> from randomgen.legacy._legacy import _LegacyGenerator
6363
>>> mt = MT19937(12345)
64-
>>> lg = LegacyGenerator(mt)
64+
>>> lg = _LegacyGenerator(mt)
6565
>>> rg = RandomGenerator(mt)
6666
>>> x = lg.standard_normal(10)
6767
>>> rg.shuffle(x)
@@ -118,7 +118,7 @@ cdef class LegacyGenerator:
118118
self.state = state
119119

120120
def __reduce__(self):
121-
return (randomgen.pickle.__generator_ctor,
121+
return (randomgen.pickle.__legacy_ctor,
122122
(self.state['brng'],),
123123
self.state)
124124

‎_randomgen/randomgen/legacy/legacy.py

Lines changed: 84 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,84 @@
1+
from randomgen.generator import RandomGenerator
2+
from randomgen.mt19937 import MT19937
3+
from randomgen.legacy._legacy import _LegacyGenerator
4+
import randomgen.pickle
5+
6+
7+
class LegacyGenerator(RandomGenerator):
8+
"""
9+
LegacyGenerator(brng=None)
10+
11+
Container providing legacy generators.
12+
13+
``LegacyGenerator`` exposes a number of methods for generating random
14+
numbers for a set of distributions where the method used to produce random
15+
samples has changed. Three core generators have changed: normal, exponential
16+
and gamma. These have been replaced by faster Ziggurat-based methods in
17+
``RadnomGenerator``. ``LegacyGenerator`` retains the slower methods
18+
to produce samples from these distributions as well as from distributions
19+
that depend on these such as the Chi-square, power or Weibull.
20+
21+
**No Compatibility Guarantee**
22+
23+
``LegacyGenerator`` is evolving and so it isn't possible to provide a
24+
compatibility guarantee like NumPy does. In particular, better algorithms
25+
have already been added. This will change once ``RandomGenerator``
26+
stabilizes.
27+
28+
Parameters
29+
----------
30+
brng : Basic RNG, optional
31+
Basic RNG to use as the core generator. If none is provided, uses
32+
MT19937.
33+
34+
35+
Examples
36+
--------
37+
Exactly reproducing a NumPy stream requires using ``MT19937`` as
38+
the Basic RNG.
39+
40+
>>> from randomgen import MT19937
41+
>>> lg = LegacyGenerator(MT19937(12345))
42+
>>> x = lg.standard_normal(10)
43+
>>> lg.shuffle(x)
44+
>>> x[0]
45+
0.09290787674371767
46+
>>> lg.standard_exponential()
47+
1.6465621229906502
48+
49+
The equivalent commands from NumPy produce identical output.
50+
51+
>>> from numpy.random import RandomState
52+
>>> rs = RandomState(12345)
53+
>>> x = rs.standard_normal(10)
54+
>>> rs.shuffle(x)
55+
>>> x[0]
56+
0.09290787674371767
57+
>>> rs.standard_exponential()
58+
1.6465621229906502
59+
"""
60+
_LEGACY_ATTRIBUTES = tuple(a for a in dir(
61+
_LegacyGenerator) if not a.startswith('_'))
62+
63+
def __init__(self, brng=None):
64+
if brng is None:
65+
brng = MT19937()
66+
super(LegacyGenerator, self).__init__(brng)
67+
self.__legacy = _LegacyGenerator(brng)
68+
69+
def __getattribute__(self, name):
70+
if name in LegacyGenerator._LEGACY_ATTRIBUTES:
71+
return self.__legacy.__getattribute__(name)
72+
return object.__getattribute__(self, name)
73+
74+
# Pickling support:
75+
def __getstate__(self):
76+
return self.state
77+
78+
def __setstate__(self, state):
79+
self.state = state
80+
81+
def __reduce__(self):
82+
return (randomgen.pickle._experiment_ctor,
83+
(self.state['brng'],),
84+
self.state)

‎_randomgen/randomgen/pickle.py

Lines changed: 78 additions & 25 deletions
Original file line numberDiff line numberDiff line change
@@ -1,23 +1,24 @@
11
from .generator import RandomGenerator
22
from .dsfmt import DSFMT
33
from .mt19937 import MT19937
4-
from .pcg32 import PCG32
5-
from .pcg64 import PCG64
6-
from .philox import Philox
7-
from .threefry import ThreeFry
8-
from .threefry32 import ThreeFry32
9-
from .xoroshiro128 import Xoroshiro128
10-
from .xorshift1024 import Xorshift1024
11-
12-
PRNGS = {'MT19937': MT19937,
13-
'DSFMT': DSFMT,
14-
'PCG32': PCG32,
15-
'PCG64': PCG64,
16-
'Philox': Philox,
17-
'ThreeFry': ThreeFry,
18-
'ThreeFry32': ThreeFry32,
19-
'Xorshift1024': Xorshift1024,
20-
'Xoroshiro128': Xoroshiro128}
4+
from randomgen.pcg32 import PCG32
5+
from randomgen.pcg64 import PCG64
6+
from randomgen.philox import Philox
7+
from randomgen.threefry import ThreeFry
8+
from randomgen.threefry32 import ThreeFry32
9+
from randomgen.xoroshiro128 import Xoroshiro128
10+
from randomgen.xorshift1024 import Xorshift1024
11+
from randomgen.legacy import LegacyGenerator
12+
13+
BasicRNGS = {'MT19937': MT19937,
14+
'DSFMT': DSFMT,
15+
'PCG32': PCG32,
16+
'PCG64': PCG64,
17+
'Philox': Philox,
18+
'ThreeFry': ThreeFry,
19+
'ThreeFry32': ThreeFry32,
20+
'Xorshift1024': Xorshift1024,
21+
'Xoroshiro128': Xoroshiro128}
2122

2223

2324
def __generator_ctor(brng_name='mt19937'):
@@ -27,21 +28,21 @@ def __generator_ctor(brng_name='mt19937'):
2728
Parameters
2829
----------
2930
brng_name: str
30-
String containing the core PRNG
31+
String containing the core BasicRNG
3132
3233
Returns
3334
-------
3435
rg: RandomGenerator
35-
RandomGenerator using the named core PRNG
36+
RandomGenerator using the named core BasicRNG
3637
"""
3738
try:
3839
brng_name = brng_name.decode('ascii')
3940
except AttributeError:
4041
pass
41-
if brng_name in PRNGS:
42-
brng = PRNGS[brng_name]
42+
if brng_name in BasicRNGS:
43+
brng = BasicRNGS[brng_name]
4344
else:
44-
raise ValueError(str(brng_name) + ' is not a known PRNG module.')
45+
raise ValueError(str(brng_name) + ' is not a known BasicRNG module.')
4546

4647
return RandomGenerator(brng())
4748

@@ -64,9 +65,61 @@ def __brng_ctor(brng_name='mt19937'):
6465
brng_name = brng_name.decode('ascii')
6566
except AttributeError:
6667
pass
67-
if brng_name in PRNGS:
68-
brng = PRNGS[brng_name]
68+
if brng_name in BasicRNGS:
69+
brng = BasicRNGS[brng_name]
6970
else:
70-
raise ValueError(str(brng_name) + ' is not a known PRNG module.')
71+
raise ValueError(str(brng_name) + ' is not a known BasicRNG module.')
7172

7273
return brng()
74+
75+
76+
def __legacy_ctor(brng_name='mt19937'):
77+
"""
78+
Pickling helper function that returns a LegacyGenerator object
79+
80+
Parameters
81+
----------
82+
brng_name: str
83+
String containing the core BasicRNG
84+
85+
Returns
86+
-------
87+
lg: LegacyGenerator
88+
LegacyGenerator using the named core BasicRNG
89+
"""
90+
try:
91+
brng_name = brng_name.decode('ascii')
92+
except AttributeError:
93+
pass
94+
if brng_name in BasicRNGS:
95+
brng = BasicRNGS[brng_name]
96+
else:
97+
raise ValueError(str(brng_name) + ' is not a known BasicRNG module.')
98+
99+
return LegacyGenerator(brng())
100+
101+
102+
def _experiment_ctor(brng_name='mt19937'):
103+
"""
104+
Pickling helper function that returns a LegacyGenerator object
105+
106+
Parameters
107+
----------
108+
brng_name: str
109+
String containing the name of the Basic RNG
110+
111+
Returns
112+
-------
113+
brng: BasicRNG
114+
Basic RNG instance
115+
"""
116+
try:
117+
brng_name = brng_name.decode('ascii')
118+
except AttributeError:
119+
pass
120+
if brng_name in BasicRNGS:
121+
brng = BasicRNGS[brng_name]
122+
else:
123+
raise ValueError(str(brng_name) + ' is not a known BasicRNG module.')
124+
125+
return LegacyGenerator(brng())

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