Numpy’s random number routines produce pseudo random numbers using combinations of a BitGenerator
to create sequences and a Generator
to use those sequences to sample from different statistical distributions:
Since Numpy version 1.17.0 the Generator can be initialized with a number of different BitGenerators. It exposes many different probability distributions. See NEP 19 for context on the updated random Numpy number routines. The legacy RandomState
random number routines are still available, but limited to a single BitGenerator.
For convenience and backward compatibility, a single RandomState
instance’s methods are imported into the numpy.random namespace, see Legacy Random Generation for the complete list.
By default, Generator
uses bits provided by PCG64
which has better statistical properties than the legacy mt19937 random number generator in RandomState
.
# Uses the old numpy.random.RandomState from numpy import random random.standard_normal()
Generator
can be used as a replacement for RandomState
. Both class instances now hold a internal BitGenerator
instance to provide the bit stream, it is accessible as gen.bit_generator
. Some long-overdue API cleanup means that legacy and compatibility methods have been removed from Generator
RandomState | Generator | Notes |
random_sample , | random | Compatible with random.random
|
rand | ||
randint , | integers | Add an endpoint kwarg |
random_integers | ||
tomaxint | removed |
|
seed | removed | Use spawn
|
See new-or-different
for more information
# As replacement for RandomState(); default_rng() instantiates Generator with # the default PCG64 BitGenerator. from numpy.random import default_rng rg = default_rng() rg.standard_normal() rg.bit_generator
Something like the following code can be used to support both RandomState
and Generator
, with the understanding that the interfaces are slightly different
try: rg_integers = rg.integers except AttributeError: rg_integers = rg.randint a = rg_integers(1000)
Seeds can be passed to any of the BitGenerators. The provided value is mixed via SeedSequence
to spread a possible sequence of seeds across a wider range of initialization states for the BitGenerator. Here PCG64
is used and is wrapped with a Generator
.
from numpy.random import Generator, PCG64 rg = Generator(PCG64(12345)) rg.standard_normal()
The new infrastructure takes a different approach to producing random numbers from the RandomState
object. Random number generation is separated into two components, a bit generator and a random generator.
The BitGenerator
has a limited set of responsibilities. It manages state and provides functions to produce random doubles and random unsigned 32- and 64-bit values.
The random generator
takes the bit generator-provided stream and transforms them into more useful distributions, e.g., simulated normal random values. This structure allows alternative bit generators to be used with little code duplication.
The Generator
is the user-facing object that is nearly identical to RandomState
. The canonical method to initialize a generator passes a PCG64
bit generator as the sole argument.
from numpy.random import default_rng rg = default_rng(12345) rg.random()
One can also instantiate Generator
directly with a BitGenerator
instance. To use the older MT19937
algorithm, one can instantiate it directly and pass it to Generator
.
from numpy.random import Generator, MT19937 rg = Generator(MT19937(12345)) rg.random()
Warning
The Box-Muller method used to produce NumPy’s normals is no longer available in Generator
. It is not possible to reproduce the exact random values using Generator for the normal distribution or any other distribution that relies on the normal such as the RandomState.gamma
or RandomState.standard_t
. If you require bitwise backward compatible streams, use RandomState
.
dtype
argument that accepts np.float32
or np.float64
to produce either single or double prevision uniform random variables for select distributionsout
argument that allows existing arrays to be filled for select distributionsrandom_entropy
provides access to the system source of randomness that is used in cryptographic applications (e.g., /dev/urandom
on Unix).ctypes
) and CFFI (cffi
). This allows the bit generators to be used in numba.integers
is now the canonical way to generate integer random numbers from a discrete uniform distribution. The rand
and randn
methods are only available through the legacy RandomState
. The endpoint
keyword can be used to specify open or closed intervals. This replaces both randint
and the deprecated random_integers
.random
is now the canonical way to generate floating-point random numbers, which replaces RandomState.random_sample
, RandomState.sample
, and RandomState.ranf
. This is consistent with Python’s random.random
.SeedSequence
to convert seeds into initialized states.See What’s New or Different for a complete list of improvements and differences from the traditional Randomstate
.
The included generators can be used in parallel, distributed applications in one of three ways:
This package was developed independently of NumPy and was integrated in version 1.17.0. The original repo is at https://github.com/bashtage/randomgen.
© 2005–2019 NumPy Developers
Licensed under the 3-clause BSD License.
https://docs.scipy.org/doc/numpy-1.17.0/reference/random/index.html