Closed WardBrian closed 6 months ago
The original reference implementation from which boost's is derived makes it clear that this is a valid configuration:
void seed_uniquestream(rng_state_t* X, myID_t clusterID, myID_t machineID, myID_t runID, myID_t streamID );
/*
best choice: will make a state vector from which you can get at least 10^100 numbers
guaranteed mathematically to be non-colliding with any other stream prepared from another set of 32bit IDs,
so long as it is different by at least one bit in at least one of the four IDs
-- useful if you are running a parallel simulation with many clusters, many CPUs each
*/
@andrjohns @nhuurre mind reviewing?
Downstream failures addressed by https://github.com/stan-dev/cmdstan/pull/1274 (tolerance too tight) and by re-running the gold tests after merge (expected for the model that fails)
Submission Checklist
./runTests.py src/test/unit
make cpplint
Summary
Prevents the poor behavior seen in #3285.
The boost::mixmax rng is actually initialized with 128 bits of state. The overload we were previously calling was synonymous with
rng(0,0, 0, seed+chain)
. This PR changes torng(0,1,seed,chain)
. In addition to ensuring that the full 128 bits are never all zero, it also makes adjacent seeds more independent; previously seed=1 chain=1, seed=2 chain=0, and seed=0 chain=2 would all yield the same seeding.I am still awaiting on confirmation from the boost devs that this configuration of the RNG preserves the desirable property that
chain
andchain+1
yield independent streams, hence the draft status.Intended Effect
Closes #3285
How to Verify
See the updated godbolt which shows that the single
1
prevents the deterministic behaviorSide Effects
Seeds will be different from 2.35RC1. This also required updating the tests which are seed-dependent.
Documentation
None
Copyright and Licensing
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Simons Foundation
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