How to use RandStreams appropriately with Parallel Computing?
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I am currently working to update an existing set of code for reproducibility.
Currently, the code is structured as follows:
nlabs = 6;
seed = 1; % User-choice
[globalstream, labstreams{1:nlabs}] = RandStream.create('mrg32k3a','NumStreams',nlabs+1,'Seed',seed);
RandStream.setGlobalStream( globalstream );
parallelpool=parpool(nlabs);
spmd
RandStream.setGlobalStream( labstreams{spmdIndex} );
end
parfor i=1:nlabs
Calculations here
end
However, I need the code to be fully reproducible. I understand that to achieve reproducibility with parallel computing I need to use substreams ( https://www.mathworks.com/help/stats/reproducibility-in-parallel-statistical-computations.html ). However I am not confident of how to distinguish the global stream and worker stream.
I've seen an example in which the user used only a single global stream by storing and retreiving the stream state before and after the parfor loop ( https://www.mathworks.com/matlabcentral/answers/1670009-reproducible-and-independent-random-stream-generation-in-parfor-loop ) but it seems like it would be simpler to setup two independent streams.
I've outlined a two-stream setup below. Does this seem reasonable? I want globalstream and each substream of labstream to be independent.
nlabs = 6;
seed = 1; % User-choice
[globalstream, labstream] = RandStream.create('mrg32k3a','NumStreams',2,'Seed',seed);
RandStream.setGlobalStream( globalstream );
<Some Calculations>
parallelpool=parpool(nlabs);
parallel.pool.Constant(RandStream.setGlobalStream(labstream)) % Not sure of the syntax here
parfor i=1:nlabs
set(labstream,'Substream',i)
<Some Calculations>
end
RandStream.setGlobalStream( globalstream );
<Some Calculations>
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