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Experiment: Switch RNG from ecuyer1988 to mixmax #3169

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Submission Checklist

  • Run unit tests: ./runTests.py src/test/unit
  • Run cpplint: make cpplint
  • Declare copyright holder and open-source license: see below

Summary

Experiment to see how viable it is to change RNGs, see #3167 and discussion.

Also needs https://github.com/stan-dev/stanc3/tree/experiment/mixmax-rng

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Please list the copyright holder for the work you are submitting (this will be you or your assignee, such as a university or company):
Simons Foundation

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@WardBrian
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This seems fine up to the performance tests, which don't yet pass on the stanc3_bin_url parameter so can't be run yet.

I had to revert some of the tests to using ecuyer1988 in e026895 because a fair number of tests here seem to have "magic" seeds and assert on certain values, and I cannot tell if those values were derived somehow of if the existing output was just frozen in the tests

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Interesting: Up at the performance-tests-cmdstan level, this change had two models fail https://jenkins.flatironinstitute.org/blue/organizations/jenkins/Stan%2FCmdStan%20Performance%20Tests/detail/downstream_tests/391/pipeline

One of them is a data generation model which heavily uses RNGs, so it is expected that it would likely change. The other is low_dim_gauss_mix_collapse (here)

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Closing for now, if we ever wanted to make this change it seems like we'd just need to update the magic numbers in a few of our tests

@WardBrian WardBrian closed this Mar 29, 2023
@WardBrian WardBrian deleted the experiment/mixmax-rng branch November 14, 2024 14:41
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