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Do not use global random seeding in SMC sampling #4938

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ricardoV94 opened this issue Aug 17, 2021 · 0 comments · Fixed by #5131
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Do not use global random seeding in SMC sampling #4938

ricardoV94 opened this issue Aug 17, 2021 · 0 comments · Fixed by #5131
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beginner friendly help wanted SMC Sequential Monte Carlo

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ricardoV94 commented Aug 17, 2021 •
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We are creating new random seeds in sample_smc here:

https://github.com/pymc-devs/pymc3/blob/2257c34ccf59a5e500c7faf1ca3d480244e7848f/pymc3/smc/sample_smc.py#L207-L216

And then setting a global seed state in the SMC kernel here:
https://github.com/pymc-devs/pymc3/blob/2257c34ccf59a5e500c7faf1ca3d480244e7848f/pymc3/smc/smc.py#L155-L156

Instead we should propagate the rng RandomStream/Generator to the methods that take random draws and use it directly
@ricardoV94 ricardoV94 changed the title Make use of rng in SMC sampling Do not use global random seeding in SMC sampling Aug 17, 2021
@ricardoV94 ricardoV94 mentioned this issue Nov 3, 2021
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Use Random Generator in SMC instead of global seeding ricardoV94/pymc
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