[gecode-users] How to set an arbitrary RandomGenerator for randomized branching?!?

[Martin Mann]

Alright, what is my scenario:

I have a stochastic simulation e.g. a Markov chain. Within this 
simulation, for each step x_i a CSP is formulated and I would like to 
get a random solution r. This solution r is accepted based on some 
probability. Thus, I can stay at x_i (x_(i+1)=x_i) or proceed to r 
(x_(i+1)=r).

So I have two "areas" where random numbers are produced: (1) the Markov 
chain and (2) the randomized branching within Gecode.

Now I would like to have ONE pseudo random number generator (RNG) used 
for both to ensure that I have reproducable results...

One possible hack is the following:
- assume RNG_M for the markov chain and RNG_G for gecode internals.
- for each step I set the seed of RNG_G via a random number drawn from RNG_M
- I use RNG_M for the Markov chain step check

Would be an option, but it would ease the problem a lot if one could 
directly use the same RNG for both or not?

Another point about arbitrary RNGs is about statistics. I am working in 
a field were e.g. physics care a lot about the random number 
distributions and statistics a pseudo random number generator gives. 
Therefore, these people like to set up their favorite RNG they trust 
most to give low-biased stochastic simulations.
In the above solution, the RNG_M can be defined freely, the RNG_G not.

That's why I was asking. :) It's not about speed or space, more about 
application.

But so long the above solution will do or has to be sufficient.

Thanks,

Martin




Javier Andrés Mena Zapata schrieb:
> Hi,
> 
> Just curiosity... Do you prefer RNG speed, RNG space, general speed or
> general space?
> 
> Cheers,
> 
> On Mon, May 18, 2009 at 2:55 AM, Mikael Zayenz Lagerkvist
> <zayenz at gmail.com>wrote:
> 
>> Hi,
>>
>> Currently it is not possible to exchange the random number generator.
>> Furthermore, the implementation uses properties of the random number
>> generator that would most probably compromise efficiency if they were
>> abstracted away (for example, the state is limited to a single
>> unsigned int as seed). If you want to use your own random number
>> generator, I would suggest writing your own subclasses of ViewSelBase
>> and ValSelbase similar to ViewSelRnd and ValRnd.
>>
>> For curiosity, what is the reason that you want to change the random
>> number generator used?
>>
>> Cheers,
>> Mikael
>>
>> On Sat, May 16, 2009 at 12:37 AM, Martin Mann
>> <mmann at informatik.uni-freiburg.de> wrote:
>>> Hi everybody,
>>>
>>> I digged a bit into the Gecode source about the randomized branching
>>> supported since version 3.
>>>
>>> In line 124 in gecode/support/random.hpp I found the definition of
>>> RandomGenerator internally used in the view selection:
>>>
>>>
>> http://www.gecode.org/doc-latest/reference/group__FuncSupport.html#g02fe942f90a57a25639f09960dab4459
>>> As given there, it is just a typedef onto the
>>> LinearCongruentialGenerator provided by Gecode but I would like to set
>>> up my own random number generator...
>>>
>>> Is there a possibility to support user defined generators? e.g. in
>>> coming versions?
>>>
>>> If not available right now, maybe you like the following suggestion:
>>>
>>> A possibility would be a super class 'RNG' that has to be implemented by
>>> every generator plus a kind of factory class 'RNF' with static members
>> only.
>>> The RNF would be a wrapper around the current RNG instance to use
>>> (stored in a static internal member). Thus, all Gecode internals that
>>> need a random number use a static interface of RNF instead of some RNG
>>> instance members. So the library gets independent of the concrete RNG
>>> used and you get the possibility to register a user defined RNG within
>>> the RNF. Per default the RNF can use the linear congruential generator
>>> provided. The static interface and data member would avoid annoying
>>> copies of RNGs all around and won't complicate your Gecode
>> internals/source.
>>>
>>> Just a suggestion... if it is already possible just ignore and please
>>> let me know how to do with the current Gecode version. :)
>>>
>>>
>>> Have a nice weekend,
>>>
>>> Martin
>>>
>>>
>>> _______________________________________________
>>> Gecode users mailing list
>>> users at gecode.org
>>> https://www.gecode.org/mailman/listinfo/gecode-users
>>>
>>
>>
>> --
>> Mikael Zayenz Lagerkvist, http://www.ict.kth.se/~zayenz/<http://www.ict.kth.se/%7Ezayenz/>
>>
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>>
> 
> 
> 
> 
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-- 
Martin Mann, Dipl. Bioinf.
Bioinformatics - Inst. of Computer Science
Albert-Ludwigs-University Freiburg
Tel: ++49-761-203-8259
Fax: ++49-761-203-7462
http://www.bioinf.uni-freiburg.de/~mmann/