How to predict Mersenne Twister patterns after more than 625 interation? - python

I read the Wikipedia article for Mersenne twister, in which it mentioned:
The algorithm in its native form is not suitable for cryptography (i.e. it is not a CSPRNG). The reason is that observing a sufficient number of iterations (624 in the case of MT19937, since this is the size of the state vector from which future iterations are produced) allows one to predict all future iterations.
So I thought given a particular seed, after 625 iterations I'll see the return value start repeat. And I did these code:
random.seed( 10 )
for i in xrange(10000):
n = random.random()
if n not in L:
L.append(n)
And I did len(L), I was shocked, it is 10000, they are all different values! Then I thought some values may be close to others. And I did:
for i in L:
if abs(i-L[0]) <= 0.00001:
print L.index(i)
I got 0, which means no numbers are close to the first number of the list.
Through random.getstate(), I can get a tuple, its second element is another tuple which contains 625 long digits, I thought it was related to the pattern stuff. But don't know how. Then, How should I to predict the behaviour of Python random.random() for a particular seed?

Related

How do you take randomness into account when finding the complexity of a function?

I've been trying to understand complexities, but all the online material has left me confused. Especially the part where they create actual mathematical functions. I have a for loop and a while loop. My confusion arises from the while loop. I know the complexity of the for loop is O(n), but the while loop is based on randomness. A random number if picked, and if this number is not in the list, it is added and the while loop broken. But my confusion arises here, the while loop may run in the worst case (in my thoughts) for an m number of times, until it is done. So I was thinking the complexity would then be O(n*m)?
I'm just really lost, and need some help.
Technically worst-case complexity is O(inf): random.randint if we consider it real random generator (it isn't, of course) can produce arbitrary long sequence with equal elements. However, we can estimate "average-case" complexity. It isn't the real average-case complexity (best, worst and average cases must be defined by input, not randomly), but it can show how many iterations program will do, if we run it for fixed n multiple times and take average of results.
Let's note that the list works as set here (you never add repeated number), so I'd stick with not in set comparison instead which is O(1) (while not in list is O(i)) to remove that complexity source and simplify things a bit: now count of iterations and complexity can be estimated with same big O limits. Single trial here is choosing from uniform integer distribution on [1; n]. Success is choosing number that is not in the list yet.
Then what's expected value of number of trials before getting item that is not in the set? Set size before each step is i in your code. We can pick any of n-i numbers. Thus probability of success is p_i = (n-i)/n (as the distribution is uniform). Every outer iteration is an example of geometrical distribution: count of trials before first success. So estimated count of while iterations is n_i = 1 / p_i = n / (n-i). To get final complexity we should sum this counts for each for iteration: sum(n_i for i in range(n)). This is obviously equal to n * Harmonic(n), where Harmonic(n) is n-th harmonic number (sum of first n reciprocals to natural numbers). Harmonic(n) ~ O(log n), thus "average-case" complexity of this code is O(n log n).
For list it will be sum(i*n / (n-i) for i in range(n)) ~ O(n^2 log(n)) (proof of this equality will be a little longer).
Big 'O' notation is used for worst case scenarios only.
figure out what could be he worst case for given loop.
make a function in 'n' , and take highest power of 'n' and ignore constant if any, you will get time complexity.

Linear congruential generator testing full period

Write a program to demonstrate that for a linear congruential generator with modulus
๐‘€ = 2
๐‘ and constant ๐‘ = 1, in order to achieve the full period, the multiplier ๐‘Ž must be
equal to 4๐พ + 1. Consider ๐‘ =5, 7, and 10; and ๐พ =2 and 9. You should also consider
two values of the multiplier that do not match this.
My problem with this is that I have the code to run this in Python. The suggestions I have been given are
def lcg(modulus, a, c, seed):
"""Linear congruential generator."""
while True:
seed = (a * seed + c) % modulus
yield seed
However, the problem does not mention the seed value, nor do I know how to tell if it will achieve a full period. Any guidance would be appreciated
What is the seed?
The variable seed refers to the state of the RNG (Random-Number Generator). You must have some sort of changeable state, even if it's the position in a file or true random numbers, or the RNG will return the same number on every call.
For a LCG, the seed is simply the most recent value. You save that in a driver routine, or as some sort of internal status integer. It's usually an optional parameter; you provide it on the first call to "seed", or begin the sequence.
How to tell whether I get the full sequence?
Since the LCG state is entirely described by the most recent value, it returns a constant cycle of values, repeating that cycle for as long as you use it. To test this, you can simply start with a seed of 0 (any value will do), and then count how many iterations it takes to get that value again.
You can also determine the cycle length from the LCG parameters. This is a research project for the student (start with Wikipedia).
Does that unblock your worries?

Justification of constants used in random.sample

I'm looking into the source code for the function sample in random.py (python standard library).
The idea is simple:
If a small sample (k) is needed from a large population (n): Just pick k random indices, since it is unlikely you'll pick the same number twice as the population is so large. And if you do, just pick again.
If a relatively large sample (k) is needed, compared to the total population (n): It is better to keep track of what you have picked.
My Question
There are a few constants involved, setsize = 21 and setsize += 4 ** _log(3*k,4). The critical ratio is roughly k : 21+3k. The comment says # size of a small set minus size of an empty list and # table size for big sets.
Where have these specific numbers come from? What is there justification?
The comments shed some light, however I find they bring as many questions as they answer.
I would kind of understand, size of a small set but find the "minus size of an empty list" confusing. Can someone shed any light on this?
what is meant specifically by "table" size, as apposed to say "set size".
Looking on the github repository, it looks like a very old version simply used the ratio k : 6*k, as the critical ratio, but I find that equally mysterious.
The code
def sample(self, population, k):
"""Chooses k unique random elements from a population sequence or set.
Returns a new list containing elements from the population while
leaving the original population unchanged. The resulting list is
in selection order so that all sub-slices will also be valid random
samples. This allows raffle winners (the sample) to be partitioned
into grand prize and second place winners (the subslices).
Members of the population need not be hashable or unique. If the
population contains repeats, then each occurrence is a possible
selection in the sample.
To choose a sample in a range of integers, use range as an argument.
This is especially fast and space efficient for sampling from a
large population: sample(range(10000000), 60)
"""
# Sampling without replacement entails tracking either potential
# selections (the pool) in a list or previous selections in a set.
# When the number of selections is small compared to the
# population, then tracking selections is efficient, requiring
# only a small set and an occasional reselection. For
# a larger number of selections, the pool tracking method is
# preferred since the list takes less space than the
# set and it doesn't suffer from frequent reselections.
if isinstance(population, _Set):
population = tuple(population)
if not isinstance(population, _Sequence):
raise TypeError("Population must be a sequence or set. For dicts, use list(d).")
randbelow = self._randbelow
n = len(population)
if not 0 <= k <= n:
raise ValueError("Sample larger than population or is negative")
result = [None] * k
setsize = 21 # size of a small set minus size of an empty list
if k > 5:
setsize += 4 ** _ceil(_log(k * 3, 4)) # table size for big sets
if n <= setsize:
# An n-length list is smaller than a k-length set
pool = list(population)
for i in range(k): # invariant: non-selected at [0,n-i)
j = randbelow(n-i)
result[i] = pool[j]
pool[j] = pool[n-i-1] # move non-selected item into vacancy
else:
selected = set()
selected_add = selected.add
for i in range(k):
j = randbelow(n)
while j in selected:
j = randbelow(n)
selected_add(j)
result[i] = population[j]
return result
(I apologise is this question would be better placed in math.stackexchange. I couldn't think of any probability/statistics-y reasons for this particular ratio, and the comments sounded as though, it was maybe something to do with the amount of space that sets and lists use - but could't find any details anywhere).
This code is attempting to determine whether using a list or a set would take more space (instead of trying to estimate the time cost, for some reason).
It looks like 21 was the difference between the size of an empty list and a small set on the Python build this constant was determined on, expressed in multiples of the size of a pointer. I don't have a build of that version of Python, but testing on my 64-bit CPython 3.6.3 gives a difference of 20 pointer sizes:
>>> sys.getsizeof(set()) - sys.getsizeof([])
160
and comparing the 3.6.3 list and set struct definitions to the list and set definitions from the change that introduced this code, 21 seems plausible.
I said "the difference between the size of an empty list and a small set" because both now and at the time, small sets used a hash table contained inside the set struct itself instead of externally allocated:
setentry smalltable[PySet_MINSIZE];
The
if k > 5:
setsize += 4 ** _ceil(_log(k * 3, 4)) # table size for big sets
check adds the size of the external table allocated for sets larger than 5 elements, with size again expressed in number of pointers. This computation assumes the set never shrinks, since the sampling algorithm never removes elements. I am not currently sure whether this computation is exact.
Finally,
if n <= setsize:
compares the base overhead of a set plus any space used by an external hash table to the n pointers required by a list of the input elements. (It doesn't seem to account for the overallocation performed by list(population), so it may be underestimating the cost of the list.)

Shuffle a long list an even longer number of times in Python

I want to shuffle a long sequence (say it is has more than 10000 elements)a lot of times (say 10000). When reading Python Random documentation, I found the following:
Note that even for small len(x), the total number of permutations of x can quickly grow larger than the period of most random number generators. This implies that most permutations of a long sequence can never be generated. For example, a sequence of length 2080 is the largest that can fit within the period of the Mersenne Twister random number generator
I have two groups (could be more) and each has many values. The sequence I want to shuffle is the list of all values available regardless of the group. My concern is that the note implies that the shuffle I need may not be provided by the random.shuffle() function.
I have thought about some workarounds:
Initialize the random number generator (with random.seed()) several in certain iterations. That way, it does not matter if the permutations are more than the period because different seeds will get different results.
Use sample(range(length of sequence), k=size of a group) to get random indices an then use those to index within each group. That way I may not run out of permutations due to the period of the random number generator.
Would any of my alternatives help?
Thanks a lot!
Well 10,000! ~= 10^36,000 That is a lot of possible permutations. The best you could do is to delve into how your operating system or hardware accumulates "truly random" bits. You could then wait for ~120,000 bits of randomness that you are OK with then use the algorithm that generates the n'th permutation of your input list given that random n.
You can use numpy shuffle function to shuffle the list elements in-place
import numpy as np
L = range(0, 10000)
np.random.shuffle(L)
Timing the shuffle call (in Jupyter)
%timeit np.random.shuffle(L)
you get
10000 loops, best of 3: 182 ยตs per loop

Sum of primes below 2,000,000 in python

I am attempting problem 10 of Project Euler, which is the summation of all primes below 2,000,000. I have tried implementing the Sieve of Erasthotenes using Python, and the code I wrote works perfectly for numbers below 10,000.
However, when I attempt to find the summation of primes for bigger numbers, the code takes too long to run (finding the sum of primes up to 100,000 took 315 seconds). The algorithm clearly needs optimization.
Yes, I have looked at other posts on this website, like Fastest way to list all primes below N, but the solutions there had very little explanation as to how the code worked (I am still a beginner programmer) so I was not able to actually learn from them.
Can someone please help me optimize my code, and clearly explain how it works along the way?
Here is my code:
primes_below_number = 2000000 # number to find summation of all primes below number
numbers = (range(1, primes_below_number + 1, 2)) # creates a list excluding even numbers
pos = 0 # index position
sum_of_primes = 0 # total sum
number = numbers[pos]
while number < primes_below_number and pos < len(numbers) - 1:
pos += 1
number = numbers[pos] # moves to next prime in list numbers
sum_of_primes += number # adds prime to total sum
num = number
while num < primes_below_number:
num += number
if num in numbers[:]:
numbers.remove(num) # removes multiples of prime found
print sum_of_primes + 2
As I said before, I am new to programming, therefore a thorough explanation of any complicated concepts would be deeply appreciated. Thank you.
As you've seen, there are various ways to implement the Sieve of Erasthotenes in Python that are more efficient than your code. I don't want to confuse you with fancy code, but I can show how to speed up your code a fair bit.
Firstly, searching a list isn't fast, and removing elements from a list is even slower. However, Python provides a set type which is quite efficient at performing both of those operations (although it does chew up a bit more RAM than a simple list). Happily, it's easy to modify your code to use a set instead of a list.
Another optimization is that we don't have to check for prime factors all the way up to primes_below_number, which I've renamed to hi in the code below. It's sufficient to just go to the square root of hi, since if a number is composite it must have a factor less than or equal to its square root.
We don't need to keep a running total of the sum of the primes. It's better to do that at the end using Python's built-in sum() function, which operates at C speed, so it's much faster than doing the additions one by one at Python speed.
# number to find summation of all primes below number
hi = 2000000
# create a set excluding even numbers
numbers = set(xrange(3, hi + 1, 2))
for number in xrange(3, int(hi ** 0.5) + 1):
if number not in numbers:
#number must have been removed because it has a prime factor
continue
num = number
while num < hi:
num += number
if num in numbers:
# Remove multiples of prime found
numbers.remove(num)
print 2 + sum(numbers)
You should find that this code runs in a a few seconds; it takes around 5 seconds on my 2GHz single-core machine.
You'll notice that I've moved the comments so that they're above the line they're commenting on. That's the preferred style in Python since we prefer short lines, and also inline comments tend to make the code look cluttered.
There's another small optimization that can be made to the inner while loop, but I let you figure that out for yourself. :)
First, removing numbers from the list will be very slow. Instead of this, make a list
primes = primes_below_number * True
primes[0] = False
primes[1] = False
Now in your loop, when you find a prime p, change primes[k*p] to False for all suitable k. (You wouldn't actually do multiply, you'd continually add p, of course.)
At the end,
primes = [n for n i range(primes_below_number) if primes[n]]
This should be a great deal faster.
Second, you can stop looking once your find a prime greater than the square root of primes_below_number, since a composite number must have a prime factor that doesn't exceed its square root.
Try using numpy, should make it faster. Replace range by xrange, it may help you.
Here's an optimization for your code:
import itertools
primes_below_number = 2000000
numbers = list(range(3, primes_below_number, 2))
pos = 0
while pos < len(numbers) - 1:
number = numbers[pos]
numbers = list(
itertools.chain(
itertools.islice(numbers, 0, pos + 1),
itertools.ifilter(
lambda n: n % number != 0,
itertools.islice(numbers, pos + 1, len(numbers))
)
)
)
pos += 1
sum_of_primes = sum(numbers) + 2
print sum_of_primes
The optimization here is because:
Removed the sum to outside the loop.
Instead of removing elements from a list we can just create another one, memory is not an issue here (I hope).
When creating the new list we create it by chaining two parts, the first part is everything before the current number (we already checked those), and the second part is everything after the current number but only if they are not divisible by the current number.
Using itertools can make things faster since we'd be using iterators instead of looping through the whole list more than once.
Another solution would be to not remove parts of the list but disable them like #saulspatz said.
And here's the fastest way I was able to find: http://www.wolframalpha.com/input/?i=sum+of+all+primes+below+2+million ๐Ÿ˜
Update
Here is the boolean method:
import itertools
primes_below_number = 2000000
numbers = [v % 2 != 0 for v in xrange(primes_below_number)]
numbers[0] = False
numbers[1] = False
numbers[2] = True
number = 3
while number < primes_below_number:
n = number * 3 # We already excluded even numbers
while n < primes_below_number:
numbers[n] = False
n += number
number += 1
while number < primes_below_number and not numbers[number]:
number += 1
sum_of_numbers = sum(itertools.imap(lambda index_n: index_n[1] and index_n[0] or 0, enumerate(numbers)))
print(sum_of_numbers)
This executes in seconds (took 3 seconds on my 2.4GHz machine).
Instead of storing a list of numbers, you can instead store an array of boolean values. This use of a bitmap can be thought of as a way to implement a set, which works well for dense sets (there aren't big gaps between the values of members).
An answer on a recent python sieve question uses this implementation python-style. It turns out a lot of people have implemented a sieve, or something they thought was a sieve, and then come on SO to ask why it was slow. :P Look at the related-questions sidebar from some of them if you want more reading material.
Finding the element that holds the boolean that says whether a number is in the set or not is easy and extremely fast. array[i] is a boolean value that's true if i is in the set, false if not. The memory address can be computed directly from i with a single addition.
(I'm glossing over the fact that an array of boolean might be stored with a whole byte for each element, rather than the more efficient implementation of using every single bit for a different element. Any decent sieve will use a bitmap.)
Removing a number from the set is as simple as setting array[i] = false, regardless of the previous value. No searching, not comparison, no tracking of what happened, just one memory operation. (Well, two for a bitmap: load the old byte, clear the correct bit, store it. Memory is byte-addressable, but not bit-addressable.)
An easy optimization of the bitmap-based sieve is to not even store the even-numbered bytes, because there is only one even prime, and we can special-case it to double our memory density. Then the membership-status of i is held in array[i/2]. (Dividing by powers of two is easy for computers. Other values are much slower.)
An SO question:
Why is Sieve of Eratosthenes more efficient than the simple "dumb" algorithm? has many links to good stuff about the sieve. This one in particular has some good discussion about it, in words rather than just code. (Nevermind the fact that it's talking about a common Haskell implementation that looks like a sieve, but actually isn't. They call this the "unfaithful" sieve in their graphs, and so on.)
discussion on that question brought up the point that trial division may be fast than big sieves, for some uses, because clearing the bits for all multiples of every prime touches a lot of memory in a cache-unfriendly pattern. CPUs are much faster than memory these days.

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