Can you provide a function to generate random number from multiple streams about ng-numpy-randomstate

[bashtage]

mt19937 is slow and the jump operator is slow (fine for 4 streams, terrible for 1000s) -- you should use either xoroshiro128 or xorshirt1024.

I don't support CUDA. If you need CUDA you should use numba which has support for xoroshioro128 and jump. You can pregenerate the states on the CPU and then pass these to your CUDA threads. IIRC generating 10K states takes < 1S in numba.

In randomstate initializing 1000 states from xoroshiro128 takes 2.92ms.

From your example it isn't clear why you need independent streams. If you sample n*m numbers and then reshape to be (n,m) the resulting array should have independent rows and columns (statistically). The only real case for independent streams is if you are generating the random numbers in parallel, either on a cluster or say on a GPU.

[jyzhang-bjtu]

The case is that I use this in the deep learning.
For example, I want generate an Epoch of size 1e5. The total data size, for example, is (1e5, 256), where 256 is the sample data length. The I want to shuffle the data set and iteratively learn on this data set. However, if I use the rand(1e5, 256), then I can not shuffle data and work on the same dataset.

Thanks a lot. I found xoroshiro128 is quick enough for my applications.
Best

[bashtage]

Going to close this.