210 lines
8.8 KiB
Markdown
210 lines
8.8 KiB
Markdown
# Random numbers the non-legacy way
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{:.no_toc}
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<nav markdown="1" class="toc-class">
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* TOC
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{:toc}
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</nav>
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## Goal
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If you don't see something like **np.random.default_rng()** in your code then you are probably using the old [Legacy Random Generation](https://numpy.org/doc/stable/reference/random/legacy.html#legacy-random-generation).
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**Don't use the [legacy](https://numpy.org/doc/stable/reference/random/legacy.html) methods** for new source code!!!
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**numpy.random.random() == old == bad == don't use**
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Do it like this:
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```python
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import numpy as np
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rng = np.random.default_rng()
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random_values = rng.random(size=(2, 10))
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```
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Questions to [David Rotermund](mailto:davrot@uni-bremen.de)
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## [Random Generator](https://numpy.org/doc/stable/reference/random/generator.html#random-generator)
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### Typical usage
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```python
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import numpy as np
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rng = np.random.default_rng()
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random_values = rng.random(size=(2, 10))
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print(random_values)
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```
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Output:
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```
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[[0.81103943 0.1110591 0.42978062 0.47818377 0.91138636 0.47051031
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0.08662082 0.1643707 0.48717037 0.17870536]
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[0.94499902 0.74089677 0.12221184 0.61603001 0.91198789 0.33900609
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0.75832792 0.74465679 0.19940125 0.56674595]]
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```
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### With seed:
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```python
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import numpy as np
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rng = np.random.default_rng(seed=23)
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random_values = rng.random(size=(2, 10))
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print(random_values)
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```
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Output:
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```
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[[0.69393308 0.64145822 0.12864422 0.11370805 0.65334552 0.85345711
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0.20177913 0.21801864 0.71658464 0.47069967]
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[0.41522193 0.3491478 0.06385375 0.45466617 0.30145328 0.38907675
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0.54029782 0.68358969 0.62475238 0.74270445]]
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```
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## [Changing the random number generator](https://numpy.org/doc/stable/reference/random/bit_generators/index.html)
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### Default
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```python
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import numpy as np
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rng = np.random.default_rng()
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print(rng) # -> Generator(PCG64)
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```
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If you don't like it there are other options:
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|[PCG64](https://numpy.org/doc/stable/reference/random/bit_generators/pcg64.html) -- **The default**| A fast generator that can be advanced by an arbitrary amount. See the documentation for advance. PCG-64 has a period of 2^128. See the PCG author’s page for more details about this class of PRNG.|
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|[MT19937](https://numpy.org/doc/stable/reference/random/bit_generators/mt19937.html)| The standard Python BitGenerator. Adds a MT19937.jumped function that returns a new generator with state as-if 2^128 draws have been made.|
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|[PCG64DXSM](https://numpy.org/doc/stable/reference/random/bit_generators/pcg64dxsm.html)| An upgraded version of PCG-64 with better statistical properties in parallel contexts. See Upgrading PCG64 with PCG64DXSM for more information on these improvements.|
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|[Philox](https://numpy.org/doc/stable/reference/random/bit_generators/philox.html)|A counter-based generator capable of being advanced an arbitrary number of steps or generating independent streams. See the Random123 page for more details about this class of bit generators.|
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|[SFC64](https://numpy.org/doc/stable/reference/random/bit_generators/sfc64.html)|A fast generator based on random invertible mappings. Usually the fastest generator of the four. See the SFC author’s page for (a little) more detail.|
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## [Distributions](https://numpy.org/doc/stable/reference/random/generator.html#distributions) (you will use)
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The most important ones are in **bold**. If you see a function argument *out*, then you can reuse an existing np array (i.e. [in-place operation](https://numpy.org/doc/stable/reference/random/generator.html#in-place-vs-copy)) as target.
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| | |
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| ------------- |:-------------:|
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|**[integers(low[, high, size, dtype, endpoint])](https://numpy.org/doc/stable/reference/random/generated/numpy.random.Generator.integers.html#numpy.random.Generator.integers)**| Return random integers from low (inclusive) to high (exclusive), or if endpoint=True, low (inclusive) to high (inclusive). |
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|**[random([size, dtype, out])](https://numpy.org/doc/stable/reference/random/generated/numpy.random.Generator.random.html#numpy.random.Generator.random)** | Return random floats in the half-open interval [0.0, 1.0). |
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|**[choice(a[, size, replace, p, axis, shuffle])](https://numpy.org/doc/stable/reference/random/generated/numpy.random.Generator.choice.html#numpy.random.Generator.choice)** | Generates a random sample from a given array |
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|[bytes(length)](https://numpy.org/doc/stable/reference/random/generated/numpy.random.Generator.bytes.html#numpy.random.Generator.bytes) | Return random bytes. |
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|[binomial(n, p[, size])](https://numpy.org/doc/stable/reference/random/generated/numpy.random.Generator.binomial.html#numpy.random.Generator.binomial) | Draw samples from a binomial distribution.|
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|[multinomial(n, pvals[, size])](https://numpy.org/doc/stable/reference/random/generated/numpy.random.Generator.multinomial.html#numpy.random.Generator.multinomial) |Draw samples from a multinomial distribution. |
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|[multivariate_normal(mean, cov[, size, ...])](https://numpy.org/doc/stable/reference/random/generated/numpy.random.Generator.multivariate_normal.html#numpy.random.Generator.multivariate_normal) | Draw random samples from a multivariate normal distribution.|
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|**[normal([loc, scale, size])](https://numpy.org/doc/stable/reference/random/generated/numpy.random.Generator.normal.html#numpy.random.Generator.normal)** | Draw random samples from a normal (Gaussian) distribution.|
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|**[poisson([lam, size])](https://numpy.org/doc/stable/reference/random/generated/numpy.random.Generator.poisson.html#numpy.random.Generator.poisson)** | Draw samples from a Poisson distribution.|
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|[standard_normal([size, dtype, out])](https://numpy.org/doc/stable/reference/random/generated/numpy.random.Generator.standard_normal.html#numpy.random.Generator.standard_normal) | Draw samples from a standard Normal distribution (mean=0, stdev=1).|
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|**[uniform([low, high, size])](https://numpy.org/doc/stable/reference/random/generated/numpy.random.Generator.uniform.html#numpy.random.Generator.uniform)** |Draw samples from a uniform distribution. |
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### random
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```python
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import numpy as np
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rng = np.random.default_rng()
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random_values = rng.random(size=(2, 10))
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print(random_values)
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```
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Output:
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```
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[[0.75309105 0.15751286 0.49454759 0.18204807 0.88459006 0.78685769
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0.68525047 0.4000365 0.45317167 0.62412358]
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[0.01082224 0.13257961 0.75638974 0.84886965 0.19755022 0.18697649
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0.47064409 0.66128207 0.30285691 0.53465021]]
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```
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### integers
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```python
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import numpy as np
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rng = np.random.default_rng()
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random_values = rng.integers(
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low=1, high=3, size=(2, 10), dtype=np.uint64, endpoint=True
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)
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print(random_values)
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```
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Output:
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```
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[[2 3 3 2 1 3 1 1 2 2]
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[3 3 2 3 3 2 3 3 1 3]]
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```
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### choice
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```python
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import numpy as np
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rng = np.random.default_rng()
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p = np.array([1, 2, 3]).astype(np.float64)
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p /= p.sum()
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print(f"p: {p}")
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random_values = rng.choice(a=p.shape[0], p=p, size=(2, 10))
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print(random_values)
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```
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Output:
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```
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p: [0.16666667 0.33333333 0.5 ]
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[[0 2 2 1 2 1 2 1 0 1]
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[2 0 1 2 2 1 0 2 1 2]]
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```
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## [Permutations](https://numpy.org/doc/stable/reference/random/generator.html#permutations)
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| ------------- |:-------------:|
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|[shuffle(x[, axis])](https://numpy.org/doc/stable/reference/random/generated/numpy.random.Generator.shuffle.html#numpy.random.Generator.shuffle)|Modify an array or sequence in-place by shuffling its contents.|
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|[permutation(x[, axis])](https://numpy.org/doc/stable/reference/random/generated/numpy.random.Generator.permutation.html#numpy.random.Generator.permutation)|Randomly permute a sequence, or return a permuted range.|
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|[permuted(x[, axis, out])](https://numpy.org/doc/stable/reference/random/generated/numpy.random.Generator.permuted.html#numpy.random.Generator.permuted)|Randomly permute x along axis axis.|
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|method |copy/in-place | [ axis handling](https://numpy.org/doc/stable/reference/random/generator.html#handling-the-axis-parameter) |
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| ------------- |:-------------:|:-------------:|
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|shuffle|in-place|as if 1d|
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|permutation|copy|as if 1d|
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|permuted|either (use ‘out’ for in-place)|axis independent|
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### shuffle
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```python
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import numpy as np
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rng = np.random.default_rng()
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idx_randomized = np.arange(0, 10)
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rng.shuffle(idx_randomized)
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print(idx_randomized)
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```
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Output:
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```
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[0 2 8 9 5 4 3 6 1 7]
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```
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### permutation
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```python
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import numpy as np
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rng = np.random.default_rng()
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idx_randomized = rng.permutation(10)
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print(idx_randomized)
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```
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Output:
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```
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[9 4 7 2 6 3 1 8 5 0]
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```
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### permuted
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```python
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import numpy as np
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rng = np.random.default_rng()
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idx = np.arange(0, 10)
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idx_randomized = rng.permuted(idx)
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print(idx_randomized)
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```
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Output:
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```
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[4 1 2 8 9 6 0 5 7 3]
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```
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## All Distributions
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You need more distributions? [Go here.](https://numpy.org/doc/stable/reference/random/generator.html#distributions)
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## Multithreaded Generation
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The four core distribution (random, standard_normal, standard_exponential, and standard_gamma) can be used with multi-threading. Please look [here for an example](https://numpy.org/doc/stable/reference/random/multithreading.html#multithreaded-generation).
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