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多个实例的C ++ Boost随机数生成器集种子

[英]C++ boost random number generator set seed for multiple instances

我想创建一个类的许多实例,并希望它们使用Boost随机数生成器以用户定义的均值进行正态分布的跳转。 我已经从一些消息来源,他们说你不想补种数发生器喜欢读这里 理想情况下,我需要一个全局生成器,并且单个类的每个实例都具有更改均值并生成一个并非所有实例都相同的随机数的能力。 我正在努力实现这一点,因为我有一个全局普通类,但是该类的每个实例的种子都是相同的。

// C/C++ standard library
#include <iostream>
#include <cstdlib>
#include <ctime>

#include <boost/random/mersenne_twister.hpp>
#include <boost/random/variate_generator.hpp>
#include <boost/random/lognormal_distribution.hpp>

/**
 * The mt11213b generator is fast and has a reasonable cycle length
 * See http://www.boost.org/doc/libs/1_60_0/doc/html/boost_random/reference.html#boost_random.reference.generators
 */
struct random_generator : boost::mt11213b {
    random_generator(void){
        seed(static_cast<unsigned int>(std::time(0)));
    }
} random_generator;


template<
    class Type
> struct Distribution {
    Type distribution;
    boost::variate_generator<decltype(random_generator),Type> variate_generator;

    template<class... Args>
    Distribution(Args... args):
        variate_generator(random_generator,Type(args...)) {}

    double random(void) {
        return variate_generator();
    }
};
typedef Distribution< boost::normal_distribution<> > Normal;

using namespace std;
// global normal random number generator
Normal normal_random_generator;

// Class Individual
class Individual {
    public:
        Individual() { } // constructor initialise value
        virtual~Individual() = default;
        // an accessor to pass information back
        void move_bias_random_walk(double mu) {
            normal_random_generator = {mu, sigma_};
            distance_ += normal_random_generator.random();
        }

        // An accessor for the distance object
        double get_distance() {
            return distance_;
        }

    private:
        //containers
        double distance_ = 0.4;
        double sigma_ = 0.4;
};


int main() {
    cout << "!!!Begin!!!" << endl;
    // Initialise two individuals in this case but there could be thousands
    Individual individual_a;
    Individual individual_b;

    cout << "starting values: individual a = " << individual_a.get_distance() << " individual b = " << individual_b.get_distance() << endl;
    // Do 10 jumps with the same mean for each individual and see where they end up each time

    cout << "A\tB" << endl;
    for (auto i = 1; i <= 10; ++i) {
        double mean = rand();
        individual_a.move_bias_random_walk(mean);
        individual_b.move_bias_random_walk(mean);
        cout << individual_a.get_distance() << "\t" << individual_b.get_distance() << endl;
    }
    cout << "finished" << endl;

    system("PAUSE");
    return 0;
}

这是通过编译以上代码获得的输出。

!!!Begin!!!
starting values: individual a = 0.4 individual b = 0.4
A   B
41.8024 41.8024
18509.2 18509.2
24843.6 24843.6
51344   51344
70513.4 70513.4
86237.8 86237.8
97716.2 97716.2
127075  127075
154037  154037
178501  178501
finished

我试图提出一个示例,该示例可以实现我认为您想要实现的目标。 我希望您不要介意我摆脱了提振,因为我认为没有理由在这里使用它。

希望这可以帮助:

// C/C++ standard library
#include <cstdlib>
#include <ctime>
#include <iostream>
#include <random>

// Class Individual
class Individual
{
public:
  // an accessor to pass information back
  void move_bias_random_walk( double mu, double sigma = 0.4 )
  {
    distance_ += std::normal_distribution<double>{mu, sigma}( myEngine );
  }

  // An accessor for the distance object
  double get_distance() { return distance_; }

private:
  // containers
  double distance_ = 0.4;
  static std::mt19937 myEngine;
};

// initialize static random engine to be shared by all instances of the Inidvidual class   
auto Individual::myEngine = std::mt19937( std::time( 0 ) );

int main()
{
  std::cout << "!!!Begin!!!" << std::endl;
  // Initialise two individuals in this case but there could be thousands
  Individual individual_a{};
  Individual individual_b{};

  std::cout << "starting values: individual a = " << individual_a.get_distance()
       << " individual b = " << individual_b.get_distance() << std::endl;
  // Do 10 jumps with the same mean for each individual and see where they end up each time

  std::cout << "A\tB" << std::endl;

  // let's not use rand()
  std::default_random_engine eng{1337};
  std::uniform_real_distribution<double> uniformMean{-10,10};

  for ( auto i = 1; i <= 10; ++i ) {
    double mean = uniformMean(eng);
    individual_a.move_bias_random_walk( mean );
    individual_b.move_bias_random_walk( mean );
    std::cout << individual_a.get_distance() << " " << individual_b.get_distance() << std::endl;
  }

  std::cout << "finished" << std::endl;
  return 0;
}

它打印:

!!!Begin!!!
starting values: individual a = 0.4 individual b = 0.4
A   B
8.01456 7.68829
2.53383 1.19675
7.06496 5.74414
9.60985 9.04333
12.4008 13.4647
11.2468 13.4128
6.02199 8.24547
0.361428 2.85905
-3.28938 -1.59109
-5.99163 -4.37436
finished

就像克里斯托夫(Christoph)所评论的那样,如果复制生成器引擎的状态,则将有两个具有相同状态的引擎。

因此,在复制后为引擎添加种子:

template<class... Args>
Distribution(Args... args):
    variate_generator(random_generator,Type(args...)) {
        boost::random::random_device dev;
        variate_generator.engine().seed(dev);
    }

请注意,从random_device播种是非常可取的。 这确保了种子本身是随机的,并且确保了引擎的整个状态都已种子化。

如果您不想链接到Boost Random,则可以再次使用一个种子值:

template<class... Args>
Distribution(Args... args):
    variate_generator(random_generator,Type(args...)) {
        std::random_device dev;
        variate_generator.engine().seed(dev());
    }

其他事宜

当你做

normal_random_generator = {mu, sigma_};

您将替换全局Distribution实例,并将mu设置为从main获得的值。 由于您在那儿使用了rand() ,因此mu只会具有完全不随机和较大的价值。 在我的系统上

1804289383
846930886
1681692777
1714636915
1957747793
424238335
719885386
1649760492
596516649
1189641421

与之相比,您的发行版的sigma很小,因此您生成的值将接近原始值,并且数字的科学格式将隐藏任何差异:

!!!Begin!!!
starting values: individual a = 0.4 individual b = 0.4
A       B
1.80429e+09     1.80429e+09
2.65122e+09     2.65122e+09
4.33291e+09     4.33291e+09
6.04755e+09     6.04755e+09
8.0053e+09      8.0053e+09
8.42954e+09     8.42954e+09
9.14942e+09     9.14942e+09
1.07992e+10     1.07992e+10
1.13957e+10     1.13957e+10
1.25853e+10     1.25853e+10
finished

看起来两列都具有相同的值。 但是,它们基本上只是rand()的输出,只有很小的变化。 新增中

std::cout << std::fixed;

表明存在差异:

!!!Begin!!!
starting values: individual a = 0.4 individual b = 0.4
A       B
1804289383.532134       1804289383.306165
2651220269.054946       2651220269.827112
4332913046.416999       4332913046.791281
6047549960.973747       6047549961.979666
8005297753.938927       8005297755.381466
8429536088.122741       8429536090.737263
9149421474.458202       9149421477.268963
10799181966.514246      10799181969.109875
11395698614.754076      11395698617.892900
12585340035.563337      12585340038.882833
finished

总而言之,我建议

  • 不使用rand()和/或选择更合适的mean范围
  • 我也建议不要使用全局变量。 由于您每次都在这里创建一个新的Normal实例:

      normal_random_generator = {mu, sigma_}; 

    我看不到用该实例覆盖全局变量可能有什么价值。 这只会降低效率。 因此,这是严格等效的,并且效率更高:

     void move_bias_random_walk(double mu) { Normal nrg {mu, sigma_}; distance_ += nrg.random(); } 
  • 了解您的分布的西格玛,以便您可以预测期望的数字方差。

固定代码#1

生活在Coliru

// C/C++ standard library
#include <iostream>
#include <cstdlib>
#include <ctime>

#include <boost/random/mersenne_twister.hpp>
#include <boost/random/variate_generator.hpp>
#include <boost/random/lognormal_distribution.hpp>
#include <boost/random/random_device.hpp>

/**
 * The mt11213b generator is fast and has a reasonable cycle length
 * See http://www.boost.org/doc/libs/1_60_0/doc/html/boost_random/reference.html#boost_random.reference.generators
 */
typedef boost::mt11213b Engine;
boost::random::random_device random_device;

template<
    class Type
> struct Distribution {
    boost::variate_generator<Engine, Type> variate_generator;

    template<class... Args>
    Distribution(Args... args):
        variate_generator(Engine(random_device()), Type(args...)) {
            //variate_generator.engine().seed(random_device);
            //std::cout << "ctor test: " << variate_generator.engine()() << "\n";
        }

    double random(void) {
        double v = variate_generator();
        //std::cout << "debug: " << v << "\n";
        return v;
    }
};

typedef Distribution< boost::normal_distribution<> > Normal;

// Class Individual
class Individual {
    public:
        Individual() { } // constructor initialise value
        virtual ~Individual() = default;

        // an accessor to pass information back
        void move_bias_random_walk(double mu) {
            Normal nrg {mu, sigma_};
            distance_ += nrg.random();
        }

        // An accessor for the distance object
        double get_distance() {
            return distance_;
        }

    private:
        //containers
        double distance_ = 0.4;
        double sigma_ = 0.4;
};


int main() {
    std::cout << std::fixed;
    std::cout << "!!!Begin!!!" << std::endl;
    // Initialise two individuals in this case but there could be thousands
    Individual individual_a;
    Individual individual_b;

    std::cout << "starting values: individual a = " << individual_a.get_distance() << " individual b = " << individual_b.get_distance() << std::endl;
    // Do 10 jumps with the same mean for each individual and see where they end up each time

    std::cout << "A\tB" << std::endl;
    for (auto i = 1; i <= 10; ++i) {
        double mean = rand()%10;
        //std::cout << "mean: " << mean << "\n";
        individual_a.move_bias_random_walk(mean);
        individual_b.move_bias_random_walk(mean);
        std::cout << individual_a.get_distance() << "\t" << individual_b.get_distance() << std::endl;
    }
    std::cout << "finished" << std::endl;
}

版画

!!!Begin!!!
starting values: individual a = 0.400000 individual b = 0.400000
A   B
3.186589    3.754065
9.341219    8.984621
17.078740   16.054461
21.787808   21.412336
24.896861   24.272279
29.801920   29.090233
36.134987   35.568845
38.228595   37.365732
46.833353   46.410176
47.573564   47.194575
finished

简化:演示#2

以下内容完全等效,但效率更高:

生活在Coliru

#include <boost/random/mersenne_twister.hpp>
#include <boost/random/normal_distribution.hpp>
#include <boost/random/random_device.hpp>
#include <iostream>

/**
 * The mt11213b generator is fast and has a reasonable cycle length
 * See http://www.boost.org/doc/libs/1_60_0/doc/html/boost_random/reference.html#boost_random.reference.generators
 */
typedef boost::mt11213b Engine;

template <typename Distribution>
class Individual {
  public:
    Individual(Engine& engine) : engine_(engine) { }

    // an accessor to pass information back
    void move_bias_random_walk(double mu) {
        Distribution dist { mu, sigma_ };
        distance_ += dist(engine_);
    }

    // An accessor for the distance object
    double get_distance() {
        return distance_;
    }

  private:
    Engine& engine_;
    //containers
    double distance_ = 0.4;
    double sigma_ = 0.4;
};

int main() {
    boost::random::random_device device;
    Engine engine(device);

    std::cout << std::fixed;
    std::cout << "!!!Begin!!!" << std::endl;

    // Initialise two individuals in this case but there could be thousands
    Individual<boost::normal_distribution<> > individual_a(engine);
    Individual<boost::normal_distribution<> > individual_b(engine);

    std::cout << "starting values: individual a = " << individual_a.get_distance() << " individual b = " << individual_b.get_distance() << std::endl;
    // Do 10 jumps with the same mean for each individual and see where they end up each time

    std::cout << "A\tB" << std::endl;
    for (auto i = 1; i <= 10; ++i) {
        double mean = rand()%10;
        individual_a.move_bias_random_walk(mean);
        individual_b.move_bias_random_walk(mean);
        std::cout << individual_a.get_distance() << "\t" << individual_b.get_distance() << std::endl;
    }
    std::cout << "finished" << std::endl;
}

注意

  • 它根据需要共享Engine实例
  • 它不使用全局变量(或更糟糕的是,重新分配它们!)
  • 否则,行为完全相同,但代码更少

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