seed_sequence
Sequence of seed values for multi-stage random sampling
Specification
Alias: None
Arguments: INTEGERLIST
Default: system-generated (non-repeatable)
Description
This specification allows the stipulation of seed values (passed to a random number generator) for each of a set of stages within a multi-stage random sampling algorithm.
This is particularly useful for reusing sample sets (via restart) that were generated in some other context (e.g., from a single-stage study) within a multi-stage algorithm execution. Normally the random number sequence would continue from a seed specified for the initial sample set, making subsequent sample sets more difficult to recreate outside of their original context. With finer granularity in the seed specification for multi-stage samplers, intermediate portions of a sampling sequence can now be more readily recreated and reused.
Default Behavior
As for the scalar case, the default is no seed control, such that a query to a system clock will be used to randomize results.
Usage Tips
For $L$ levels in a multilevel method, the seed_sequence
can be of
any length and seeds will be assigned up to the number of values that
are provided or up to the number of levels in the sequence. Thus, a
seed_sequence of length 1 recovers the behavior of a scalar seed.
When fixed_seed
is unspecified, the seed_sequence
specification
does not extend to the refinement of the sample set. For example, the
value from the seed_sequence
defines the initial sample set for a
level, but then subsequent sample sets generated as data increments
will allow the random number sequence to continue without resetting
the seed value. This reflects the need to avoid reusing previous
sample values when generating sample augmentations.
Examples
Defining a multilevel Monte Carlo in the following way
method,
model_pointer = 'HIERARCH'
multilevel_sampling
pilot_samples = 100 50 40 30 20
seed_sequence = 1234 2345 3456 4567 5678
allows the reuse (via restart) of intermediate sample sets from other sources by matching the seed specifications for the targeted model resolutions.