Setting RNG in StratifiedCrossValidationSplitting for thread safety

[tklein23]

Using the same CRandom instance over multiple threads is not safe. Modified StratifiedCrossValidationSplitting so that we can set own RNGs using member m_rng. This patch works for me when using different instances of CStratifiedCrossValidationSplitting across multiple threads.

@karlnapf: I think there's need for discussion. Please have a look.

[karlnapf]

Nice!

We should update unit tests though if we touch this. See the libshogun examples where I wrote test examples which can be migrated.
Also , please also update the other x validation splitting and add a note in the class description that it is thread safe random number generator.

Sorry for all the requests and thanks again;)

[tklein23]

I updated my PR and shuffle(CRandom *) methods to several classes. I found out that the parameter-less shuffle() is not consumed somewhere else, so I encourage to remove it. Objections?

[karlnapf]

agreed!

What about the examples/test? Interested? :)

[sonney2k]

Yes please keep the static one too.

[tklein23]

@sonney2k: Reverted my last commit, so your parameter-less (and non-thread-safe) methods are back.

@karlnapf: I know good test coverage is important, but I currently can't do it. Have a brief look on the complete diff. I think unit-tests are not (strongly) required for the following reasons:

• I simplified my changes so much that they only rely on modified versions of "permute()" or "shuffle()".
• I added a note to "shuffle()" that it's not thread safe
• Since m_rng is initialized with "sg_rand" by default, the behaviour did not change (unless you explicitly set m_rng)

[karlnapf]

SGVectorTest.dot failed on travis?

[karlnapf]

@tklein23 I agree it is safe to not add them. Though it would be very easy since the tests already exist as c++ examples, just have to be translated to unit tests. But I can do that also at some point.

[tklein23]

I did a rebase & push --force to trigger travis. It's (almost) green now.

[iglesias]

It is possible to restart complete builds or jobs from the travis GUI. You have to sign in with your github account and I guess that permissions for the repository are also needed.

[tklein23]

@iglesias: Thanks for telling. Didn't know that.