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Merge pull request #2 from FredericWantiez/feature/split
Reset rng
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -1,40 +1,88 @@ | ||
| using Random123 | ||
| using Random | ||
| using Distributions | ||
|
|
||
| import Base.rand | ||
| import Random.seed! | ||
|
|
||
| # Use Philox2x for now | ||
| BASE_RNG = Philox2x | ||
|
|
||
| """ | ||
| Data structure to keep track of the history of the random stream | ||
| produced by RNG. | ||
| TracedRNG{R,T} | ||
| Wrapped random number generator from Random123 to keep track of random streams during model evaluation | ||
| """ | ||
| mutable struct TracedRNG{T} <: Random.AbstractRNG where {T<:Random.AbstractRNG} | ||
| count::Base.RefValue{Int} | ||
| mutable struct TracedRNG{T} <: | ||
| Random.AbstractRNG where {T<:(Random123.AbstractR123{R} where {R})} | ||
| count::Int | ||
| rng::T | ||
| seed::Array | ||
| states::Array{T} | ||
| keys | ||
| counters | ||
| end | ||
|
|
||
| # Set seed manually, for init ? | ||
| function Random.seed!(rng::TracedRNG, seed) | ||
| rng.rng.seed = seed | ||
| return Random.seed!(rng.rng, seed) | ||
| function TracedRNG(r::Random123.AbstractR123) | ||
| return TracedRNG(1, r, typeof(r.key)[], typeof(r.ctr1)[]) | ||
| end | ||
|
|
||
| # Reset the rng to the initial seed | ||
| Random.seed!(rng::TracedRNG) = Random.seed!(rng.rng, rng.seed) | ||
| """ | ||
| TracedRNG() | ||
| TracedRNG() = TracedRNG(Random.MersenneTwister()) # Pick up an explicit RNG from Random | ||
| TracedRNG(rng::Random.AbstractRNG) = TracedRNG(Ref(0), rng, rng.seed, [rng]) | ||
| TracedRNG(rng::Random._GLOBAL_RNG) = TracedRNG(Random.default_rng()) | ||
| Create a default TracedRNG | ||
| """ | ||
| function TracedRNG() | ||
| r = BASE_RNG() | ||
| return TracedRNG(r) | ||
| end | ||
|
|
||
| # Intercept rand | ||
| # https://github.com/JuliaLang/julia/issues/30732 | ||
| Random.rng_native_52(r::TracedRNG) = UInt64 | ||
| # Plug into Random | ||
| Random.rng_native_52(rng::TracedRNG{U}) where {U} = Random.rng_native_52(rng.rng) | ||
| Base.rand(rng::TracedRNG{U}, ::Type{T}) where {U,T} = Base.rand(rng.rng, T) | ||
|
|
||
| function Base.rand(rng::TracedRNG, ::Type{T}) where {T} | ||
| res = Base.rand(rng.rng, T) | ||
| inc_count!(rng, length(res)) | ||
| push!(rng.states, copy(rng.rng)) | ||
| return res | ||
| """ | ||
| split(r::TracedRNG, n::Integer) | ||
| Split keys of the internal Philox2x into n distinct seeds | ||
| """ | ||
| function split(r::TracedRNG{T}, n::Integer) where {T} | ||
| n == 1 && return [r.rng.key] | ||
| return map(i -> hash(r.rng.key, convert(UInt, r.rng.ctr1 + i)), 1:n) | ||
| end | ||
|
|
||
| inc_count!(rng::TracedRNG) = inc_count!(rng, 1) | ||
| """ | ||
| update_rng!(r::TracedRNG, seed::Number) | ||
| inc_count!(rng::TracedRNG, n::Int) = rng.count[] += n | ||
| Set the key of the wrapped Philox2x rng | ||
| """ | ||
| function seed!(r::TracedRNG{T}, seed) where {T} | ||
| return seed!(r.rng, seed) | ||
| end | ||
|
|
||
| """ | ||
| reset_rng(r::TracedRNG, seed) | ||
| Reset the rng to the running model step | ||
| """ | ||
| function reset_rng!(rng::TracedRNG{T}) where {T} | ||
| key = rng.keys[rng.count] | ||
| ctr = rng.counters[rng.count] | ||
| Random.seed!(rng.rng, key) | ||
| return set_counter!(rng.rng, ctr) | ||
| end | ||
|
|
||
| function save_state!(r::TracedRNG{T}) where {T} | ||
| push!(r.keys, r.rng.key) | ||
| return push!(r.counters, r.rng.ctr1) | ||
| end | ||
|
|
||
| Base.copy(r::TracedRNG{T}) where {T} = TracedRNG(r.count, copy(r.rng), copy(r.keys)) | ||
|
|
||
| """ | ||
| set_count!(r::TracedRNG, n::Integer) | ||
| Set the counter of the TracedRNG, used to keep track of the current model step | ||
| """ | ||
| set_count!(r::TracedRNG, n::Integer) = r.count = n | ||
|
|
||
| curr_count(t::TracedRNG) = t.count[] | ||
| inc_count!(r::TracedRNG, n::Integer) = r.count += n | ||
| inc_count!(r::TracedRNG) = inc_count!(r, 1) |
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