Changeset 13234 for trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess

Timestamp:

11/17/15 19:04:45 (9 years ago)

Author:

gkronber

Message:

#1967: synchronized access to PRNG in GaussianProcessCovarianceOptimizationProblem.Evaluate() and added a comment

File:

• trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/GaussianProcessCovarianceOptimizationProblem.cs (modified) (2 diffs)

trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/GaussianProcessCovarianceOptimizationProblem.cs

@@ -192 +192 @@
     }
 
+    // Does not produce the same result for the same seed when using parallel engine (see below)!
     public override double Evaluate(ISymbolicExpressionTree tree, IRandom random) {
       var meanFunction = new MeanConst();
@@ -220 +221 @@
         hyperParameters[0] = ds.GetDoubleValues(targetVariable).Average(); // mean const
 
-        for (int i = 0; i < covarianceFunction.GetNumberOfParameters(nVars); i++) {
-          hyperParameters[1 + i] = random.NextDouble() * 2.0 - 1.0;
+        // Evaluate might be called concurrently therefore access to random has to be synchronized.
+        // However, results of multiple runs with the same seed will be different when using the parallel engine.
+        lock (random) {
+          for (int i = 0; i < covarianceFunction.GetNumberOfParameters(nVars); i++) {
+            hyperParameters[1 + i] = random.NextDouble() * 2.0 - 1.0;
+          }
         }
         hyperParameters[hyperParameters.Length - 1] = 1.0; // s² = exp(2), TODO: other inits better?