get rid of sg_rand

examples/undocumented/libshogun/classifier_latent_svm.cpp

@@ -115,7 +115,6 @@ static void read_dataset(char* fname, CLatentFeatures*& feats, CLatentLabels*& l
 	SG_REF(feats);
 
 	auto pb = progress(range(num_examples));
-	CMath::init_random();
 	for (int i = 0; (!feof(fd)) && (i < num_examples); ++i)
 	{
 		fgets(line, MAX_LINE_LENGTH, fd);

examples/undocumented/libshogun/evaluation_cross_validation_multiclass_mkl.cpp

@@ -30,9 +30,7 @@ const char fname_labels[]="../data/label_train_multiclass.dat";
 
 void test_multiclass_mkl_cv()
 {
-	/* init random number generator for reproducible results of cross-validation in the light of ASSERT(result->mean>0.81); some lines down below */
-	sg_rand->set_seed(12);
-
+	CMath::init_random(12);
 	/* dense features from matrix */
 	CCSVFile* feature_file = new CCSVFile(fname_feats);
 	SGMatrix<float64_t> mat=SGMatrix<float64_t>();
@@ -86,6 +84,7 @@ void test_multiclass_mkl_cv()
 	CMulticlassAccuracy* eval_crit=new CMulticlassAccuracy();
 	CStratifiedCrossValidationSplitting* splitting=
 			new CStratifiedCrossValidationSplitting(labels, n_folds);
+	splitting->set_seed(12);
 	CCrossValidation *cross=new CCrossValidation(mkl, cfeats, labels, splitting,
 			eval_crit);
 	cross->set_autolock(false);

src/shogun/base/SGObject.cpp

@@ -510,6 +510,7 @@ void CSGObject::init()
 	m_parameters = new Parameter();
 	m_model_selection_parameters = new Parameter();
 	m_gradient_parameters=new Parameter();
+	m_rng = std::unique_ptr<CRandom>(new CRandom());
 	m_generic = PT_NOT_GENERIC;
 	m_load_pre_called = false;
 	m_load_post_called = false;
@@ -1052,3 +1053,8 @@ namespace shogun
 	SGOBJECT_PUT_DEFINE_WITH_CONVERSION(float32_t)
 	SGOBJECT_PUT_DEFINE_WITH_CONVERSION(float64_t)
 };
+
+void CSGObject::set_seed(int32_t seed)
+{
+	m_rng->set_seed(seed);
+}

src/shogun/base/SGObject.h

@@ -26,6 +26,8 @@
 #include <utility>
 #include <vector>
 
+#include <memory>
+
 /** \namespace shogun
  * @brief all of classes and functions are contained in the shogun namespace
  */
@@ -37,6 +39,7 @@ class Parallel;
 class Parameter;
 class CSerializableFile;
 class ParameterObserverInterface;
+class CRandom;
 
 template <class T, class K> class CMap;
 
@@ -624,6 +627,11 @@ class CSGObject
 	 */
 	virtual CSGObject* clone();
 
+	/** Set random seed
+	 * @param seed seed for random generator
+	 */
+	void set_seed(int32_t seed);
+
 protected:
 	/** Returns an empty instance of own type.
 	 *
@@ -740,6 +748,10 @@ class CSGObject
 	/** Hash of parameter values*/
 	uint32_t m_hash;
 
+protected:
+	/** random generator */
+	std::unique_ptr<CRandom> m_rng;
+
 private:
 
 	EPrimitiveType m_generic;

src/shogun/base/init.cpp

@@ -41,8 +41,8 @@ namespace shogun
 	SGIO* sg_io=NULL;
 	Version* sg_version=NULL;
 	CMath* sg_math=NULL;
-	CRandom* sg_rand=NULL;
 	std::unique_ptr<CSignal> sg_signal(nullptr);
+
 	std::unique_ptr<SGLinalg> sg_linalg(nullptr);
 
 	// Two global variables to over-ride CMath::fequals for certain
@@ -74,8 +74,6 @@ namespace shogun
 			sg_version = new shogun::Version();
 		if (!sg_math)
 			sg_math = new shogun::CMath();
-		if (!sg_rand)
-			sg_rand = new shogun::CRandom();
 		if (!sg_linalg)
 			sg_linalg = std::unique_ptr<SGLinalg>(new shogun::SGLinalg());
 		if (!sg_signal)
@@ -91,7 +89,6 @@ namespace shogun
 		SG_REF(sg_parallel);
 		SG_REF(sg_version);
 		SG_REF(sg_math);
-		SG_REF(sg_rand);
 
 		sg_print_message=print_message;
 		sg_print_warning=print_warning;
@@ -123,7 +120,6 @@ namespace shogun
 		SG_UNREF(mallocs);
 #endif
 
-		SG_UNREF(sg_rand);
 		SG_UNREF(sg_math);
 		SG_UNREF(sg_version);
 		SG_UNREF(sg_parallel);
@@ -210,19 +206,6 @@ namespace shogun
 		return sg_math;
 	}
 
-	void set_global_rand(CRandom* rand)
-	{
-		SG_REF(rand);
-		SG_UNREF(sg_rand);
-		sg_rand=rand;
-	}
-
-	CRandom* get_global_rand()
-	{
-		SG_REF(sg_rand);
-		return sg_rand;
-	}
-
 	CSignal* get_global_signal()
 	{
 		return sg_signal.get();

src/shogun/base/init.h

@@ -123,18 +123,6 @@ namespace shogun
 	 */
 	CMath* get_global_math();
 
-	/** set the global random object
-	 *
-	 * @param rand random object to use
-	 */
-	void set_global_rand(CRandom* rand);
-
-	/** get the global random object
-	 *
-	 * @return random object
-	 */
-	CRandom* get_global_rand();
-
 #ifndef SWIG // SWIG should skip this part
 /** get the global linalg library object
  *

src/shogun/clustering/KMeansMiniBatch.cpp

@@ -128,11 +128,12 @@ SGVector<int32_t> CKMeansMiniBatch::mbchoose_rand(int32_t b, int32_t num)
 {
 	SGVector<int32_t> chosen=SGVector<int32_t>(num);
 	SGVector<int32_t> ret=SGVector<int32_t>(b);
+	auto rng = std::unique_ptr<CRandom>(new CRandom());
 	chosen.zero();
 	int32_t ch=0;
 	while (ch<b)
 	{
-		const int32_t n=CMath::random(0,num-1);
+		const int32_t n = rng->random(0, num - 1);
 		if (chosen[n]==0)
 		{
 			chosen[n]+=1;

src/shogun/distributions/classical/GaussianDistribution.cpp

@@ -88,7 +88,7 @@ SGMatrix<float64_t> CGaussianDistribution::sample(int32_t num_samples,
 		/* allocate memory and sample from std normal */
 		samples=SGMatrix<float64_t>(m_dimension, num_samples);
 		for (index_t i=0; i<m_dimension*num_samples; ++i)
-			samples.matrix[i]=sg_rand->std_normal_distrib();
+			samples.matrix[i] = m_rng->std_normal_distrib();
 	}
 
 	/* map into desired Gaussian covariance */

src/shogun/evaluation/CrossValidationSplitting.cpp

@@ -13,14 +13,12 @@ using namespace shogun;
 CCrossValidationSplitting::CCrossValidationSplitting() :
 	CSplittingStrategy()
 {
-	m_rng = sg_rand;
 }
 
 CCrossValidationSplitting::CCrossValidationSplitting(
 		CLabels* labels, index_t num_subsets) :
 	CSplittingStrategy(labels, num_subsets)
 {
-	m_rng = sg_rand;
 }
 
 void CCrossValidationSplitting::build_subsets()
@@ -32,7 +30,7 @@ void CCrossValidationSplitting::build_subsets()
 	/* permute indices */
 	SGVector<index_t> indices(m_labels->get_num_labels());
 	indices.range_fill();
-	CMath::permute(indices, m_rng);
+	CMath::permute(indices, m_rng.get());
 
 	index_t num_subsets=m_subset_indices->get_num_elements();
 
@@ -57,5 +55,5 @@ void CCrossValidationSplitting::build_subsets()
 	/* finally shuffle to avoid that subsets with low indices have more
 	 * elements, which happens if the number of class labels is not equal to
 	 * the number of subsets (external random state important for threads) */
-	m_subset_indices->shuffle(m_rng);
+	m_subset_indices->shuffle(m_rng.get());
 }

src/shogun/evaluation/CrossValidationSplitting.h

@@ -41,9 +41,6 @@ class CCrossValidationSplitting: public CSplittingStrategy
 
 	/** implementation of the standard cross-validation splitting strategy */
 	virtual void build_subsets();
-
-	/** custom rng if using cross validation across different threads */
-	CRandom * m_rng;
 };
 }
 

src/shogun/evaluation/StratifiedCrossValidationSplitting.cpp

@@ -14,7 +14,6 @@ using namespace shogun;
 CStratifiedCrossValidationSplitting::CStratifiedCrossValidationSplitting() :
 	CSplittingStrategy()
 {
-	m_rng = sg_rand;
 }
 
 CStratifiedCrossValidationSplitting::CStratifiedCrossValidationSplitting(
@@ -66,7 +65,6 @@ CStratifiedCrossValidationSplitting::CStratifiedCrossValidationSplitting(
 		}
 	}
 
-	m_rng = sg_rand;
 }
 
 void CStratifiedCrossValidationSplitting::build_subsets()
@@ -120,7 +118,7 @@ void CStratifiedCrossValidationSplitting::build_subsets()
 				label_indices.get_element(i);
 
 		// external random state important for threads
-		current->shuffle(m_rng);
+		current->shuffle(m_rng.get());
 
 		SG_UNREF(current);
 	}
@@ -148,5 +146,5 @@ void CStratifiedCrossValidationSplitting::build_subsets()
 	/* finally shuffle to avoid that subsets with low indices have more
 	 * elements, which happens if the number of class labels is not equal to
 	 * the number of subsets (external random state important for threads) */
-	m_subset_indices->shuffle(m_rng);
+	m_subset_indices->shuffle(m_rng.get());
 }

src/shogun/evaluation/StratifiedCrossValidationSplitting.h

@@ -43,9 +43,6 @@ class CStratifiedCrossValidationSplitting: public CSplittingStrategy
 
 	/** implementation of the stratified cross-validation splitting strategy */
 	virtual void build_subsets();
-
-	/** custom rng if using cross validation across different threads */
-	CRandom * m_rng;
 };
 }
 

src/shogun/mathematics/Math.cpp

@@ -33,6 +33,8 @@ int32_t CMath::LOGACCURACY         = 0; // 100000 steps per integer
 
 int32_t CMath::LOGRANGE            = 0; // range for logtable: log(1+exp(x))  -25 <= x <= 0
 
+CRandom* CMath::m_rng = new CRandom(12345);
+
 const float64_t CMath::NOT_A_NUMBER    	=  NAN;
 const float64_t CMath::INFTY            =  INFINITY;	// infinity
 const float64_t CMath::ALMOST_INFTY		=  +1e+300;		//a large number
@@ -51,7 +53,6 @@ const float64_t CMath::F_MIN_VAL64=(DBL_MIN * DBL_EPSILON);
 #ifdef USE_LOGCACHE
 float64_t* CMath::logtable = NULL;
 #endif
-uint32_t CMath::seed = 0;
 
 CMath::CMath()
 : CSGObject()