I'm having a problem where I'm getting different random numbers across different computers despite
scipy.__version__ == '1.2.1'
on all computersnumpy.__version__ == '1.15.4'
on all computersrandom_state
seed is fixed to the same number (42) in every function call that generates random numbers for reproducible results
The code is a bit to complex to post in full here, but I noticed results start to diverge specifically when sampling from a multivariate normal:
import numpy as np
from scipy import stats
seed = 42
n_sim = 1000000
d = corr_mat.shape[0] # corr_mat is a 15x15 correlation matrix, numpy.ndarray
# results diverge from here across different hardware
z = stats.multivariate_normal(mean=np.zeros(d), cov=corr_mat).rvs(n_sim, random_state=seed)
corr_mat
is a correlation matrix (see Appendix below) and is the same across all computers.
The two different computers we are testing on are
Computer 1
- OS: Windows 7
- Processor: Intel(R) Xeon(R) CPU E5-2623 v4 @ 2.60Ghz 2.60 Ghz (2 processors)
- RAM: 64 GB
- System type: 64-bit
Computer 2
- OS: Windows 7
- Processor: Intel(R) Xeon(R) CPU E5-2660 v3 @ 2.10Ghz 2.10 Ghz (2 processors)
- RAM: 64 GB
- System type: 64-bit
Appendix
corr_mat
>>> array([[1. , 0.15, 0.25, 0.25, 0.25, 0.25, 0.1 , 0.1 , 0.1 , 0.25, 0.25,
0.25, 0.1 , 0.1 , 0.1 ],
[0.15, 1. , 0. , 0. , 0. , 0. , 0.15, 0.05, 0.15, 0.15, 0.15,
0. , 0.15, 0.15, 0.15],
[0.25, 0. , 1. , 0.25, 0.25, 0.25, 0.2 , 0. , 0.2 , 0.2 , 0.2 ,
0.25, 0.2 , 0.2 , 0.2 ],
[0.25, 0. , 0.25, 1. , 0.25, 0.25, 0.2 , 0. , 0.2 , 0.2 , 0.2 ,
0.25, 0.2 , 0.2 , 0.2 ],
[0.25, 0. , 0.25, 0.25, 1. , 0.25, 0.2 , 0. , 0.2 , 0.2 , 0.2 ,
0.25, 0.2 , 0.2 , 0.2 ],
[0.25, 0. , 0.25, 0.25, 0.25, 1. , 0.2 , 0. , 0.2 , 0.2 , 0.2 ,
0.25, 0.2 , 0.2 , 0.2 ],
[0.1 , 0.15, 0.2 , 0.2 , 0.2 , 0.2 , 1. , 0.15, 0.25, 0.25, 0.25,
0.2 , 0.25, 0.25, 0.25],
[0.1 , 0.05, 0. , 0. , 0. , 0. , 0.15, 1. , 0.15, 0.15, 0.15,
0. , 0.15, 0.15, 0.15],
[0.1 , 0.15, 0.2 , 0.2 , 0.2 , 0.2 , 0.25, 0.15, 1. , 0.25, 0.25,
0.2 , 0.25, 0.25, 0.25],
[0.25, 0.15, 0.2 , 0.2 , 0.2 , 0.2 , 0.25, 0.15, 0.25, 1. , 0.25,
0.2 , 0.25, 0.25, 0.25],
[0.25, 0.15, 0.2 , 0.2 , 0.2 , 0.2 , 0.25, 0.15, 0.25, 0.25, 1. ,
0.2 , 0.25, 0.25, 0.25],
[0.25, 0. , 0.25, 0.25, 0.25, 0.25, 0.2 , 0. , 0.2 , 0.2 , 0.2 ,
1. , 0.2 , 0.2 , 0.2 ],
[0.1 , 0.15, 0.2 , 0.2 , 0.2 , 0.2 , 0.25, 0.15, 0.25, 0.25, 0.25,
0.2 , 1. , 0.25, 0.25],
[0.1 , 0.15, 0.2 , 0.2 , 0.2 , 0.2 , 0.25, 0.15, 0.25, 0.25, 0.25,
0.2 , 0.25, 1. , 0.25],
[0.1 , 0.15, 0.2 , 0.2 , 0.2 , 0.2 , 0.25, 0.15, 0.25, 0.25, 0.25,
0.2 , 0.25, 0.25, 1. ]])
Aucun commentaire:
Enregistrer un commentaire