How to save random number generator state?

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1

Suppose I have a loop where I generate samples with a stochastic function:

srand(2017)

for i=1:1000
  sample = stochastic_function(deterministic_parameters...)
end

I need to save the state in order to be able to do some calculations later. That is, I need to be able to pass in the same deterministic parameters and get the same exact sample. What is the appropriate idiom in Julia for achieving this goal?

2

One possible idiom:

for i=1:1000
  srand(i)
  stochastic_function(deterministic_parameters...)

  # save parameters and the seed
  save(deterministic_parameters, seed)
end
3

Base.Random.GLOBAL_RNG.seed

4

I don’t really understand what you need, but there is copy for MersenneTwister. For example r = copy(GLOBAL_RNG); rand ()...; copy!(GLOBAL_RNG, r).

2 Likes
5

Thank you all, I am just saving the setting the seed inside of the loop and saving it for now.