What’s new or different

NumPy 1.17.0 introduced Generator as an improved replacement for the legacy RandomState. Here is a quick comparison of the two implementations.

• The normal, exponential and gamma generators use 256-step Ziggurat methods which are 2-10 times faster than NumPy’s default implementation in standard_normal, standard_exponential or standard_gamma. Because of the change in algorithms, it is not possible to reproduce the exact random values using Generator for these distributions or any distribution method that relies on them.

In [1]: import numpy.random

In [2]: rng = np.random.default_rng()

In [3]: %timeit -n 1 rng.standard_normal(100000)
   ...: %timeit -n 1 numpy.random.standard_normal(100000)
   ...: 
1.02 ms +- 9.03 us per loop (mean +- std. dev. of 7 runs, 1 loop each)
1.75 ms +- 15.3 us per loop (mean +- std. dev. of 7 runs, 1 loop each)

In [4]: %timeit -n 1 rng.standard_exponential(100000)
   ...: %timeit -n 1 numpy.random.standard_exponential(100000)
   ...: 
487 us +- 6.98 us per loop (mean +- std. dev. of 7 runs, 1 loop each)
1.25 ms +- 6.35 us per loop (mean +- std. dev. of 7 runs, 1 loop each)

In [5]: %timeit -n 1 rng.standard_gamma(3.0, 100000)
   ...: %timeit -n 1 numpy.random.standard_gamma(3.0, 100000)
   ...: 
1.85 ms +- 24.4 us per loop (mean +- std. dev. of 7 runs, 1 loop each)
3.42 ms +- 27.1 us per loop (mean +- std. dev. of 7 runs, 1 loop each)

• integers is now the canonical way to generate integer random numbers from a discrete uniform distribution. This replaces both randint and the deprecated random_integers.
• The rand and randn methods are only available through the legacy RandomState.
• Generator.random is now the canonical way to generate floating-point random numbers, which replaces RandomState.random_sample, sample, and ranf, all of which were aliases. This is consistent with Python’s random.random.
• All bit generators can produce doubles, uint64s and uint32s via CTypes (ctypes) and CFFI (cffi). This allows these bit generators to be used in numba.
• The bit generators can be used in downstream projects via Cython.
• All bit generators use SeedSequence to convert seed integers to initialized states.

• Optional dtype argument that accepts np.float32 or np.float64 to produce either single or double precision uniform random variables for select distributions. integers accepts a dtype argument with any signed or unsigned integer dtype.

  • Uniforms (random and integers)
  • Normals (standard_normal)
  • Standard Gammas (standard_gamma)
  • Standard Exponentials (standard_exponential)

In [6]: rng = np.random.default_rng()

In [7]: rng.random(3, dtype=np.float64)
Out[7]: array([0.15428534, 0.69863672, 0.45724786])

In [8]: rng.random(3, dtype=np.float32)
Out[8]: array([0.1729908 , 0.0745824 , 0.42687505], dtype=float32)

In [9]: rng.integers(0, 256, size=3, dtype=np.uint8)
Out[9]: array([183, 218, 161], dtype=uint8)

• Optional out argument that allows existing arrays to be filled for select distributions

  • Uniforms (random)
  • Normals (standard_normal)
  • Standard Gammas (standard_gamma)
  • Standard Exponentials (standard_exponential)

  This allows multithreading to fill large arrays in chunks using suitable BitGenerators in parallel.

In [10]: rng = np.random.default_rng()

In [11]: existing = np.zeros(4)

In [12]: rng.random(out=existing[:2])
Out[12]: array([0.99546415, 0.1408341 ])

In [13]: print(existing)
[0.99546415 0.1408341  0.         0.        ]

• Optional axis argument for methods like choice, permutation and shuffle that controls which axis an operation is performed over for multi-dimensional arrays.

In [14]: rng = np.random.default_rng()

In [15]: a = np.arange(12).reshape((3, 4))

In [16]: a
Out[16]: 
array([[ 0,  1,  2,  3],
       [ 4,  5,  6,  7],
       [ 8,  9, 10, 11]])

In [17]: rng.choice(a, axis=1, size=5)
Out[17]: 
array([[ 2,  2,  3,  2,  1],
       [ 6,  6,  7,  6,  5],
       [10, 10, 11, 10,  9]])

In [18]: rng.shuffle(a, axis=1)        # Shuffle in-place

In [19]: a
Out[19]: 
array([[ 3,  1,  2,  0],
       [ 7,  5,  6,  4],
       [11,  9, 10,  8]])

• Added a method to sample from the complex normal distribution (complex_normal)