BUG: Non-reproducible RNG when using .options.RNG and %dorng%

[HenrikBengtsson]

First call to foreach(..., .options.RNG=1234) %dorng% { ... } uses a different RNG state.

Minimal reproducible example

$ R --quiet --vanilla

library(doRNG)
registerDoSEQ()

# single %dorng% loops are reproducible
r1 <- foreach(i=1:4, .options.RNG=1234) %dorng% { runif(1) }
r2 <- foreach(i=1:4, .options.RNG=1234) %dorng% { runif(1) }
r3 <- foreach(i=1:4, .options.RNG=1234) %dorng% { runif(1) }
stopifnot(identical(r3, r2)) # OK
stopifnot(identical(r1, r2)) # FAILS

> str(list(r1=r1, r2=r2))
List of 2
 $ r1:List of 4
  ..$ : num 0.479
  ..$ : num 0.922
  ..$ : num 0.0592
  ..$ : num 0.191
  ..- attr(*, "rng")=List of 4
  .. ..$ : int [1:7] 10407 -305383241 69318028 -1161659107 -348804806 -1127582349 -343284712
  .. ..$ : int [1:7] 10407 1222430165 -1386318120 1144759979 748500427 690571908 329037778
  .. ..$ : int [1:7] 10407 215137210 -1421031558 1452323561 -2060097535 712279522 -278425444
  .. ..$ : int [1:7] 10407 -1017432992 1583835527 1997665660 821136125 1282044776 1045008570
 $ r2:List of 4
  ..$ : num 0.473
  ..$ : num 0.413
  ..$ : num 0.622
  ..$ : num 0.349
  ..- attr(*, "rng")=List of 4
  .. ..$ : int [1:7] 10407 -305777535 -1394370482 -1723143049 2071488076 1659356893 -1081051142
  .. ..$ : int [1:7] 10407 1325398954 -1161873690 -494229462 -159563550 560770250 333672325
  .. ..$ : int [1:7] 10407 297685860 239054748 -160895377 224208364 -348437793 -1537437949
  .. ..$ : int [1:7] 10407 -1436965524 -782679284 2145224753 2079003111 -745179495 -788808701

Troubleshooting

Note how it's the first call with %dorng% that gives a different answer. Because of this, I strongly suspect that the RNG state is updated after .options.RNG has been applied but before the loop expression is evaluated.

Session info

> sessionInfo()
R version 3.6.1 (2019-07-05)
Platform: x86_64-pc-linux-gnu (64-bit)
Running under: Ubuntu 18.04.3 LTS

Matrix products: default
BLAS:   /usr/lib/x86_64-linux-gnu/blas/libblas.so.3.7.1
LAPACK: /usr/lib/x86_64-linux-gnu/lapack/liblapack.so.3.7.1

Random number generation:
 RNG:     L'Ecuyer-CMRG 
 Normal:  Inversion 
 Sample:  Rejection 
 
locale:
 [1] LC_CTYPE=en_US.UTF-8       LC_NUMERIC=C              
 [3] LC_TIME=en_US.UTF-8        LC_COLLATE=en_US.UTF-8    
 [5] LC_MONETARY=en_US.UTF-8    LC_MESSAGES=en_US.UTF-8   
 [7] LC_PAPER=en_US.UTF-8       LC_NAME=C                 
 [9] LC_ADDRESS=C               LC_TELEPHONE=C            
[11] LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=C       

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
[1] doRNG_1.7.1    rngtools_1.4   pkgmaker_0.27  registry_0.5-1 foreach_1.4.7 

loaded via a namespace (and not attached):
 [1] compiler_3.6.1   magrittr_1.5     parallel_3.6.1   tools_3.6.1     
 [5] withr_2.1.2      stringi_1.4.3    codetools_0.2-16 iterators_1.0.12
 [9] stringr_1.4.0    digest_0.6.21    xtable_1.8-4     bibtex_0.4.2

[HenrikBengtsson]

Another clue: Initiating the RNG state before calling the first foreach() will make the results reproducible;

library(doRNG)
registerDoSEQ()
sample.int(1L)
r1 <- foreach(i=1:4, .options.RNG=1234) %dorng% { runif(1) }
r2 <- foreach(i=1:4, .options.RNG=1234) %dorng% { runif(1) }
r3 <- foreach(i=1:4, .options.RNG=1234) %dorng% { runif(1) }
stopifnot(identical(r3, r2)) # OK
stopifnot(identical(r1, r2)) # OK

[renozao]

@HenrikBengtsson did you get a chance to test this fix?

[HenrikBengtsson]

Thxs. I can confirm that the master branch solves the problem (tested with my original example)