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Date: Tue, 7 Oct 2014 11:07:33 +0000 (UTC)
From: "Gilles (JIRA)" <jira@apache.org>
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Subject: [jira] [Commented] (MATH-1154) Statistical tests in stat.inference
 package are very slow due to implicit RandomGenerator initialization
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    [ https://issues.apache.org/jira/browse/MATH-1154?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14161764#comment-14161764 ] 

Gilles commented on MATH-1154:
------------------------------

bq. the patch updates all inference tests to create distributions with a null rng, which avoid additional overhead [...]

Doesn't the OP's patch avoid the overhead?
It looks like the performance table above provides good ground to accept the change.

I'd just suggest to replace class "DefaultRandomGenerator" with a (static) method defined in "RandomGeneratorFactory".


> Statistical tests in stat.inference package are very slow due to implicit RandomGenerator initialization
> --------------------------------------------------------------------------------------------------------
>
>                 Key: MATH-1154
>                 URL: https://issues.apache.org/jira/browse/MATH-1154
>             Project: Commons Math
>          Issue Type: Bug
>    Affects Versions: 3.3
>            Reporter: Otmar Ertl
>         Attachments: MATH-1154.patch, math3.patch
>
>
> Some statistical tests defined in the stat.inference package (e.g. BinomialTest or ChiSquareTest) are unnecessarily very slow (up to a factor 20 slower than necessary). The reason is the implicit slow initialization of a default (Well19937c) random generator instance each time a test is performed. The affected tests create some distribution instance in order to use some methods defined therein. However, they do not use any method for random generation. Nevertheless a random number generator instance is automatically created when creating a distribution instance, which is the reason for the serious slowdown. The problem is related to MATH-1124.
> There are following solutions:
> 1) Fix the affected statistical tests by passing a light-weight RandomGenerator implementation (or even null) to the constructor of the distribution.
> 2) Or use for all distributions a RandomGenerator implementation that uses lazy initialization to generate the Well19937c instance as late as possible. This would also solve MATH-1124.
> I will attach a patch proposal together with a performance test, that will demonstrate the speed up after a fix.


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