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'parallel' package changes '.Random.seed'

3 messages · Henric Nilsson (Public), Brian Ripley

#
Hi,

I've implemented parallelization in one of my packages using the 
'parallel' package -- many thanks for providing it!

In my package I'm importing 'parallel' and so added it to the 
DESCRIPTION file's 'Import:' tag and also added a 
'importFrom("parallel", ...)' statement in the NAMESPACE file.

Parallelization works nicely, but my package no longer passes any parts 
of its (unparallelized) checks that depends on random number generation, 
e.g., the simulated data in the check suite are no longer the same as 
before parallelization was added.  This seems to be due to 'parallel' 
changing '.Random.seed' when loading its name space:

 > set.seed(1)
 > rs1 <- .Random.seed
 > rnorm(1)
[1] -0.6264538
 > set.seed(1)
 > rs2 <- .Random.seed
 > identical(rs1, rs2)
[1] TRUE
 > loadNamespace("parallel")
<environment: namespace:parallel>
 > rs3 <- .Random.seed
 > identical(rs1, rs3)
[1] FALSE
 > rnorm(1)
[1] -0.3262334
 > set.seed(1)
 > rs4 <- .Random.seed
 > identical(rs1, rs4)
[1] TRUE

I've taken a look at the 'parallel' source code, and in a few places a 
call to 'runif(1)' is issued.  So, what effectively seems to happen when 
'parallel' is loaded is

 > set.seed(1)
 > runif(1)
[1] 0.2655087
 > rnorm(1)
[1] -0.3262334

which reproduces the above.  But is this really necessary?  And more 
importantly (at least to me):  Can it somehow be avoided?

The current state of affairs is a bit unfortunate, since it implies that 
a user just by loading the new parallelized version of my package can no 
longer reproduce any subsequent results depending on random number 
generation (unless a call to 'set.seed' was issued *after* attaching my 
package).

I'd be most grateful for any help that you're able to provide here. 
Many thanks!

Kind regards,
Henric Winell
R Under development (unstable) (2014-01-26 r64897)
Platform: x86_64-redhat-linux-gnu (64-bit)

locale:
  [1] LC_CTYPE=en_US.UTF-8       LC_NUMERIC=C
  [3] LC_TIME=sv_SE.UTF-8        LC_COLLATE=en_US.UTF-8
  [5] LC_MONETARY=en_US.UTF-8    LC_MESSAGES=en_US.UTF-8
  [7] LC_PAPER=en_US.UTF-8       LC_NAME=C
  [9] LC_ADDRESS=C               LC_TELEPHONE=C
[11] LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=C

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base

loaded via a namespace (and not attached):
[1] compiler_3.1.0 parallel_3.1.0 tools_3.1.0
#
Comments below.
On 2014-03-06 11:17, Henric Winell wrote:
Some digging reveals that this is due to no port number for the socket 
connection being set by default, in which case 'parallel' picks a random 
port in the 11000-11999 range using 'runif(1L)'.  So, by setting 
R_PARALLEL_PORT the '.Random.seed' object is no longer touched:

 > Sys.setenv(R_PARALLEL_PORT = 11500)
 > set.seed(1)
 > rs1 <- .Random.seed
 > loadNamespace("parallel")
<environment: namespace:parallel>
 > rs2 <- .Random.seed
 > identical(rs1, rs2)
[1] TRUE

This is handled in the 'initDefaultClusterOptions' function in 'snow.R', 
where line 88 has

port <- 11000 + 1000 * ((stats::runif(1L) + unclass(Sys.time())/300)%%1)

It seems to me that we can tread more carefully here.  I've attached a 
trivial patch that

1. Checks if '.Random.seed' exists
2. If TRUE:  a) save '.Random.seed'
              b) make the call above
              c) reset '.Random.seed' to its state in a)
    If FALSE: a) make the call above
              b) remove '.Random.seed'

In due course I hope someone is interested enough to review it.


Henric Winell
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#
On 06/03/2014 10:17, Henric Winell wrote:
Yes, in the places it is used.  Two are to do with setting up parallel 
streams when called, and the other is only called if R_PARALLEL_PORT is 
unset.

So set R_PARALLEL_PORT.

But your presumptions are wrong: R is perfectly entitled to use its 
random number generator, as is other code running in the R interpreter. 
  Once your call returns you cannot expect the session state to remain 
unchanged.


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