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Restart random numbers with parallel loop

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I want to be able to restart my simulation from where I left off and also for it to be reproducible
if isfile("State.mat")
% If we previously saved the state, start from there
load("State");
globalStream.State = rngState;
...
else
% Otherwise start from scratch
rng(42,'twister');
globalStream = RandStream.getGlobalStream;
rngState = globalStream.State;
...
save("State", "current_time", "B", "rngState");
dlmwrite("data/tvol_sim_mat.csv", tvol_mat(1, :), 'precision', 15);
end
...
for t = 1:2
for i = 1:n
% Simulates the system forward
end
globalStream = RandStream.getGlobalStream;
rngState = globalStream.State;
save("State", "current_time", "B", "rngState");
end
But I want to replace for by parfor. I've read the docs and tried
if isfile("State.mat")
% If we previously saved the state, start from there
load("State");
s = RandStream('mlfg6331_64', 'Seed', parameters_for_inference.filter.seed);
options = statset('UseParallel', true, 'Streams', s, 'UseSubstreams', true);
s.State = rngState;
...
else
% Otherwise start from scratch
s = RandStream('mlfg6331_64', 'Seed', parameters_for_inference.filter.seed);
options = statset('UseParallel', true, 'Streams', s, 'UseSubstreams', true);
rngState = s.State;
save("State", "current_time", "B", "rngState");
end
...
for t = 1:2
parfor i = 1:n
% Simulates the system forward
end
rngState = s.State;
save("State", "current_time", "B", "rngState");
end
But I get this error when trying to restart
Error using matlab.internal.math.RandStream_getset_mex
State array class is invalid for a mlfg6331_64 generator.
Error in RandStream/subsasgn (line 646)
matlab.internal.math.RandStream_getset_mex('state',a.StreamID,b);
Error in emacsrunregion (line 23)
evalin('base',evalTxt);
Is it possible to do what I want in Matlab? Apologies if this is obvious but I am very new to Matlab. Many thanks :)

Accepted Answer

Edric Ellis
Edric Ellis on 4 Feb 2021
The error that you're seeing there I think is because you've got an old version of your "State.mat" file - the error is the one that you receive when you try to set the State property of a 'mlfg6331_64' generator using the State extracted from a 'twister' generator. So maybe you simply need to delete or rename your old "State.mat" file.
Also, can I suggest you review this page which describes how to use Parallel Computing together with Statistics and Machine Learning Toolbox. Basically, if you're using statset with option 'UseParallel' -> true, then you do not need to write the parfor loop yourself to get parallel execution of the stats functions. (Although perhaps you're not calling stats functions inside your parfor loop?)
  4 Comments
Edric Ellis
Edric Ellis on 15 Feb 2021
For methods that don't accept the RandStream as an input, you can set the "global" stream using RandStream.setGlobalStream. You'd want to wrap your code something like this (untested...)
oldStream = RandStream.getGlobalStream();
restoreStream = onCleanup(@() RandStream.setGlobalStream(oldStream));
RandStream.setGlobalStream(someStream);
% Now, "random" will use "someStream"; when "restoreStream" goes out of
% scope, MATLAB's global stream will be restored.

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