[RFC] Use of Random API

[kimikage]

Currently, the random number array of the FixedPoint is generated by reinterpreting the random number array of its rawtype.
The generation is very fast, but the use of ReinterpretArray brings poor performance. (cf. #125)

Julia v1.0 and later, the sampler-based Random API is provided. By using the Random API, we can generate random numbers more flexibly. The disadvantage is that the generation of random arrays is much slower.

Current:

julia> @btime rand(N0f8, 1000, 1000); # ReinterpretArray
  139.100 μs (3 allocations: 976.73 KiB)

julia> @btime collect(rand(N0f8, 1000, 1000));
  2.479 ms (5 allocations: 1.91 MiB)

julia> @btime replace!(_->rand(N0f8), Array{N0f8}(undef, 1000, 1000));
  2.744 ms (2 allocations: 976.70 KiB)

Using the newer Random API:

julia> @btime rand(rng, N0f8, 1000, 1000) setup=(rng=Random.MersenneTwister(1234)); # we can specify the RNG
  1.231 ms (2 allocations: 976.70 KiB)

Do you have any thoughts?

[kimikage]

Interestingly, the following is not so slow.

julia> @btime reinterpret.(N0f8, rand(UInt8, 1000, 1000));
  219.100 μs (4 allocations: 1.91 MiB)

[kimikage]

Of course, the following unsafe method is possible, but I don't want to use it.

function Random.rand!(r::Random.MersenneTwister, A::Array{X}, ::Random.SamplerType{X}) where {X <: FixedPoint}
    sp = Random.SamplerType{rawtype(X)}()
    GC.@preserve A Random.rand!(r, Random.UnsafeView{rawtype(X)}(pointer(A), length(A)), sp)
    A
end

(cf. https://github.com/JuliaLang/julia/blob/0e74b3e872f6133704c4aed51fa99a6959ad17b1/stdlib/Random/src/RNGs.jl#L588-L605)

[Johnny Chen]

Regardless of the performance tradeoff which I absolutely have no idea what's happening under the hood:

👍 for adapting the new API; actually I don't think we should hesitate to keep API updated to wrt Base -- the only reason we didn't do so IMO is that we don't have enough people around.

👍 👍 if this made it possible to use https://github.com/JuliaStats/Distributions.jl

[kimikage]

The Distributions.jl also directly overloads rand and rand!, so the change in FixedPointNumbers should not affect it.

FYI, random FixedPoint numbers according to a specific distribution can be obtained via (implicit) convert.

julia> d = truncated(Normal(0.5, 0.1), typemin(N0f8), typemax(N0f8))
Truncated(Normal{Float64}(μ=0.5, σ=0.1), range=(0.0, 1.0))

julia> rand!(d, Array{N0f8}(undef, 10, 10))
10×10 Array{N0f8,2} with eltype Normed{UInt8,8}:
 0.541  0.576  0.533  0.604  0.376  0.341  0.439  0.518  0.616  0.561
 0.545  0.698  0.38   0.722  0.388  0.624  0.51   0.443  0.549  0.545
 0.369  0.553  0.396  0.604  0.416  0.408  0.639  0.49   0.576  0.494
 0.486  0.373  0.435  0.478  0.4    0.282  0.482  0.471  0.643  0.471
 0.427  0.541  0.643  0.486  0.451  0.573  0.494  0.557  0.533  0.643
 0.608  0.682  0.392  0.424  0.471  0.502  0.522  0.6    0.569  0.376
 0.529  0.647  0.459  0.471  0.612  0.282  0.361  0.502  0.42   0.639
 0.51   0.545  0.565  0.42   0.576  0.467  0.482  0.773  0.553  0.459
 0.459  0.541  0.38   0.439  0.467  0.671  0.549  0.486  0.525  0.529
 0.557  0.416  0.455  0.325  0.486  0.514  0.604  0.471  0.42   0.404

Currently Distributions.jl depends on Float64, and types like N0f8 are not suitable for intermediate calculations. Therefore, the conversion-on-write is the best method for now.

[Tim Holy]

Really we just need to fix the performance of ReinterpretArrays.

To prevent usage from being slow, though, perhaps it would be better to create as an Array{X,N} where X<:FixedPoint, reinterpret that to the rawtype, call rand! on that, and return the array. This shields the user from receiving a ReinterpretArray.

[kimikage]

create as an Array{X,N} where X<:FixedPoint, reinterpret that to the rawtype, call rand! on that, and return the array.

Unfortunately, that doesn't work well. Only when the collection is the Array (not AbstractArray), the fast generation is available. (cf. #196 (comment))

[Tim Holy]

Base.unsafe_wrap should let you circumvent it. Irritating, since the fast path for random number generation is going to use pointers anyway.

[kimikage]

In conclusion, do you think FixedPointNumbers should provide such a fast random number generation?

Given that the problem with ReinterpretArray has been left untouched for a long time, I think that few users really need the fast random number generation.

[Tim Holy]

There are few people with the knowledge to fix the ReinterpretArray performance, if indeed it can be fixed.

But as you point out, the lack of complaints may indicate that it is not a huge deal.

[kimikage]

Even if the random number generation itself is slow, I think the total performance will not be degraded in practical use.

Performance improvements without API changes are always welcome. Fortunately, the new ColorTypes.jl doesn't have to depend on FixedPointNumbers.jl v0.9 for now (I'm going to add the compatibility measures for the printing FPNs into ColorTypes.jl), so we still have time.

I think the decision we need to make now is whether to stop returning the ReinterpretArray (more precisely, leave the return type to the Random module implementation).