rng seed and cvpartition

Question

micholeodon 2020-8-14

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https://ww2.mathworks.cn/matlabcentral/answers/579708-rng-seed-and-cvpartition

评论： micholeodon 2020-8-15

Dear Matlab Users,

Why cvpartition keeps choosing same test indices in folds from data, despite rng shuffle (thus different seed values assured) ?

When you run code below twice, you got same value of testInd. Why?

Thank you in advance for you help !

clear;
rng shuffle
parpool(parcluster('local'), 24)
tmp = rng;
seed = tmp.Seed;
nData = 89;
nFolds = 10;
selectedFold = 1;
spmd(3)
    tmp = cvpartition(nData, 'KFold', nFold)
    x = find(tmp.test(selectedFold)); % extract test indices of fold 1
end
for ii = 1:3
    testInd(ii,:) = x{ii};
end
% clear context and 
clear x tmp
delete(gcp('nocreate'))

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Answer 1

Steven Lord 2020-8-14

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https://ww2.mathworks.cn/matlabcentral/answers/579708-rng-seed-and-cvpartition#answer_480120

You're calling rng shuffle on the client, not on the workers. See this documentation page.

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micholeodon 2020-8-15

Thank you. I can read that:

"By default, the random numbers generated on each worker in a parfor loop are different from each other and from the random numbers generated on the client."

and

"each worker produces a unique sequence of random numbers.".

I have checked that and it is endeed true.

So in the context of my problem, it seems that each time I open MATLAB and run the code same set of random streams is produced and distributed to the workers. How to overcome that i.e. make sure that each time I open matlab and run that code I would get different set of random streams and thus different results? The article you pointed is mostly how to make things reproducible, same.

In RandStream documentation there is Example 7 - maybe this approach is recommended to my problem?

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