--- title: "Reproducibility: RNG and Seed Conventions" output: rmarkdown::html_vignette vignette: > %\VignetteIndexEntry{Reproducibility: RNG and Seed Conventions} %\VignetteEngine{knitr::rmarkdown} %\VignetteEncoding{UTF-8} --- ```{r, include = FALSE} knitr::opts_chunk$set(collapse = TRUE, comment = "#>", eval = FALSE) ``` EDI draws randomness in several different places — design allocation, non-parametric/Bayesian/parametric bootstrap, randomization-based inference, and Monte Carlo simulation — from several different RNG sources (R's own generator, a portable C++ reimplementation of it, and, in exactly two documented cases, hardware entropy that is *not* reproducible at all). This page is the single place that explains which mechanism applies where, so individual class/function documentation can link here instead of repeating it. See `vignette("notation-glossary")` for the symbols referenced below. ## The default case: `seed` sets R's own RNG state once Every `Design` constructor accepts a `seed` argument. Internally this does **not** call `set.seed()` immediately; it stores `private$seed` and calls `private$maybe_set_seed()` — `if (!is.null(private$seed)) set.seed(private$seed)` — once, immediately before each call that consumes randomness (`draw_ws_raw()`/`assign_w_to_all_subjects()`). This means: - Two designs constructed with the same `seed` and then drawn from once each produce identical allocations. - Calling a draw method a second time on the *same* object re-seeds again (since `maybe_set_seed()` runs before every draw), so it reproduces the **first** draw again rather than advancing to a fresh one — draws are not incremented automatically across repeated calls on one object. If you want `r` independent replicate columns, request them in one call (`draw_ws_according_to_design(r)`), not via `r` separate single-draw calls. - `seed = NULL` (the default) leaves R's ambient RNG state untouched — draws consume whatever state R's global stream happens to be in, exactly like any other call to `sample()`/`runif()`. This is the mechanism behind the overwhelming majority of `Design` subclasses (`DesignFixedBernoulli`, `DesignFixedFactorial`, `DesignFixedBlocking`, the `DesignSeqOneByOne*` family, etc.). Three design families implement "seed means R's `set.seed()` governs the draw" via a different, local-generator mechanism, documented in detail below: `DesignFixedGreedy` (parallel-safe per-thread generators), `DesignFixedGreedyDOptimal` (a single local generator seeded from R's stream), and `DesignFixedOptimal` (per-chain generators for its annealing solver plus an R-level mirror coin; see its own subsection below). Every concrete design is seed-reproducible; the package currently has no exceptions. ## `DesignFixedOptimal`: deterministic solves, seeded coin and chains `DesignFixedOptimal` computes one optimal allocation rather than drawing from a randomization distribution, so most of its "draw" is not random at all: - **The exact `"ompr"` MILP path is fully deterministic** — same data, same arguments, same allocation, no RNG consumed by the solve itself. - **The mirror coin is R-seeded.** With `mirror_coin = TRUE` (the default) and a verified co-optimal mirror at `prob_T = 0.5`, one `runif(1)` draw from R's live stream decides between `w*` and `1 - w*`. Under the constructor's `seed`, `maybe_set_seed()` runs before the solve, so the flip is reproducible; the MILP path is therefore "deterministic up to the seeded label flip." - **The annealing solver seeds one `edi_rng::RRng` per chain** (not per thread), each from one `R::unif_rand()` draw before the parallel region — so a given `set.seed()` reproduces the identical search under **any** OpenMP thread count, a deliberately stronger guarantee than `DesignFixedGreedy`'s per-thread seeding. When `initial_temp` is auto-calibrated, the calibration probe also consumes R's stream (and is therefore covered by the same seed). Annealing carries certificate `"annealing_converged"`, never `"global"`: Hajek (1988) guarantees convergence in probability only under a logarithmic cooling schedule, and the practical geometric schedule used here is asymptotically motivated, not a finite-time proof. - **BRT replicates replay the coin-inclusive mechanism**: each replicate's re-optimization (reduced annealing by default, `solver_args$brt_*`) and its own mirror flip consume the worker's seeded stream, so bootstrap randomization p-values are reproducible under `set.seed()` like every other BRT in the package. ## The portable cross-language RNG: `edi_rng::RRng` Most C++ backends that need bulk random draws (Pocock-Simon minimization's `pocock_simon_assign_cpp`, the bootstrap-index generators `bootstrap_indices.cpp`/`bootstrap_match_indices.cpp`, weighted-distance sampling, and others) do **not** call back into R's `unif_rand()` for every individual draw — that has real per-call overhead. Instead they use a two-step pattern: 1. Draw **exactly one** value from R's live RNG stream via `R::unif_rand()`, and convert it to a 32-bit integer seed (`edi_rng::seed_from_unif01()`). 2. Seed a fresh `edi_rng::RRng` instance (`RNG.h`) from that one integer, and do every subsequent draw against that instance instead of R's own generator. `edi_rng::RRng` is a **portable, from-scratch reimplementation of R's own Mersenne-Twister + Inversion generator** (not a wrapper around it) — the same generator, byte-for-byte, callable from C++ or Python without linking against R's runtime. This is what makes a given seed produce **identical draws in R and in the Python bindings (`edi_kernels`)** using the same core, and is why individual function docstrings describe this as "seeded from one `R::unif_rand()` draw into `edi_rng::RRng`." **Consequence worth internalizing:** because only one `unif_rand()` value is consumed from R's stream per call, R's own `.Random.seed` afterward has advanced by exactly one draw, not by however many draws happened inside the C++ function — so R-level code interleaving several such calls still gets a well-defined, reproducible (if not obviously predictable) sequence of R-level draws in between them. ### The one documented exception: continuing R's live stream bit-for-bit `pocock_simon_redraw_w_cpp` is the **only** function in the package that does *not* use the one-draw-seeded pattern above. It instead reads R's live `.Random.seed` directly, continues R's Mersenne-Twister stream exactly where it left off for every draw inside the loop, and writes the advanced state back to `.Random.seed` when done — so its output is bit-identical to what a subject-by-subject R-level loop calling `unif_rand()` directly would have produced (verified against an independent pure-R reference implementation in `test-pocock-simon-redraw-buffers.R`). This requires `RNGkind(c("Mersenne-Twister", "Inversion"))` — R's default — and errors if `.Random.seed` is not the expected 626-element Mersenne-Twister state vector (e.g. if `RNGkind()` was changed). Every other Pocock-Simon/bootstrap function in the package uses the one-draw-seeded independent-`RRng` pattern instead, specifically so that it does *not* need to make this assumption about `.Random.seed`'s internal shape. ## Seed-reproducible via a local generator: `DesignFixedGreedyDOptimal` Historical note: the two classes this design merges (`DesignFixedAOptimal`/`DesignFixedDOptimal`) originally seeded their exchange-search kernels' initial random shuffles from `std::random_device` (hardware entropy), which made their draws genuinely not reproducible via `seed`. The RNG migration (see the SEXP-removal spec's RNG section) replaced that with a local `edi_rng::RRng` generator seeded from R's own stream (`R::unif_rand()`) inside `d_optimal_search_cpp()`/`a_optimal_search_cpp()`, and the merged `DesignFixedGreedyDOptimal` class inherits that behavior: **repeated calls with the same `seed` return identical allocations** (verified empirically in `test-greedy-d-optimal-merged.R`, and reflected in the `seed_reproducible_draw` registry field). Because randomization-based inference (`compute_rand_two_sided_pval()`, `compute_rand_confidence_interval()`) generates its reference distribution by calling the design's own `draw_ws_according_to_design()` (see below), randomization p-values/CIs against this design are exactly reproducible with `seed` set, like every other design's. ## Seed-reproducible despite being parallel: `DesignFixedGreedy` `DesignFixedGreedy`'s search (`greedy_design_search_cpp()`) runs `r` independent searches in parallel via OpenMP, each with its own `std::mt19937` generator — but unlike the A-/D-optimal kernels, these per-thread generators are **seeded from R's own RNG state** (`GetRNGstate()`/`unif_rand()`) **before the parallel region begins**, so `private$maybe_set_seed()` does govern the resulting allocation, and the result is identical regardless of how many OpenMP threads (`RhpcBLASctl`/ `set_num_cores()`) are actually used at draw time. This is the template other designs' parallel kernels should follow if they need both speed and seed-reproducibility simultaneously — draw all per-worker seeds from R's stream up front, before fanning out. ## Randomization inference reuses the design's own draw mechanism `InferenceRand`'s `generate_permutations(r)` does not implement its own permutation-drawing logic; it duplicates the design object (`des_obj$duplicate()`) and calls that duplicate's `draw_ws_according_to_design(r)` — the exact same entry point `assign_w_to_all_subjects()` uses. Consequences: - **RNG/seed-reproducibility of a randomization p-value or CI is exactly whatever the underlying `Design` subclass's is** — and every concrete design is currently seed-reproducible (see above). - **Draw reuse / caching:** the generated permutation matrix is cached, keyed on `r` and a stable signature of the design's structural parameters (class, `n`, `prob_T`, `m`, `strata_cols`). A second call for the same `r` against a structurally-identical design reuses the cached matrix rather than drawing again — so, for example, computing both a randomization p-value and a randomization confidence interval (which internally makes several p-value evaluations at different `delta`) against the same object draws the reference permutation set **once**, not once per evaluation. ## Bootstrap resampling - **Non-parametric bootstrap:** the default fallback is `sample.int(n, n, replace = TRUE)` — plain R-level sampling, governed by R's ambient RNG state / `set.seed()` exactly like any base-R code. Block/pair/cluster-structured designs instead call `des_obj$draw_bootstrap_indices(bootstrap_type)`, which for most designs routes to the one-draw-seeded `edi_rng::RRng` C++ backends described above (`draw_matching_bootstrap_sample_cpp`, `stratified_bootstrap_indices_cpp`, `resample_group_rows_cpp`) — reproducible via `set.seed()` acting on R's stream at the point the one seeding draw is taken. - **Bayesian bootstrap:** weights are drawn as `stats::rgamma(length(idx), shape = 1, rate = 1)`, one Gamma(1,1) draw per exchangeable resampling unit (subject or block), which is the standard construction of Dirichlet$(1,\dots,1)$ weights (a Dirichlet draw is a Gamma$(1,1)$ vector normalized to sum to the unit count — see `vignette("notation-glossary")`'s "Resampling and randomization" section). This is plain R-level `rgamma()`, governed by R's ambient RNG state. - **Parametric bootstrap / warm-start / factorization reuse:** several inference classes cache a factorization or warm-start state across bootstrap replicates purely for *speed* (see `get_warm_start_dispatch_policy()`/`set_warm_start_dispatch_policy()`); this caching does not change which random draws are made, only how fast each replicate's model fit converges. ## Machine-dependent performance defaults: `tune_EDI_for_this_machine()` Every performance-policy default mentioned above — whether an inference class's C++ backend uses a `smart_cold_start` OLS warm-up or a plain zero start, whether resampling reuses a previous replicate's warm start (and at what sample size that stops paying off), which optimizer algorithm a family uses by default, and at what sample size parallel bootstrapping starts to beat serial execution — was measured empirically on the maintainer's machine. These are *speed* judgments, not statistical ones: core count, cache sizes, and BLAS backend all affect which setting wins, so a default that is net-positive on the maintainer's machine can be net-negative on yours, and vice versa. `tune_EDI_for_this_machine()` re-runs those same benchmarks on your own hardware, keeps only the settings that win by a real margin (median improvement past a noise threshold, not any transient win), and persists the result to a per-user config file that every subsequent `library(EDI)` re-applies automatically. This does not weaken anything this vignette documents: tuning never changes *which* random draws are made or *which* estimate/CI a fit produces — only how fast it gets there. Concretely, every accepted change is re-fit once under both settings before being kept, and any disagreement in the result discards that change rather than applying it (the same "measure, don't assume" discipline this vignette applies to RNG behavior, applied here to timing behavior). The one axis with a partial exception is the parallel/core-count benchmark itself, since forked workers draw from an independent RNG stream by construction — that axis compares the (core-count-invariant) point estimate instead of the resampling distribution, for exactly the reason a bootstrap CI is *expected* to differ across independent Monte Carlo draws. To see what has been tuned on your machine, call `get_local_EDI_optimization()`; to discard it and return to the shipped defaults, call `clear_local_EDI_optimization()`. Setting `EDI_SKIP_LOCAL_TUNING=1` (e.g. before `library(EDI)`) skips the automatic import for one session without deleting the saved file — useful when isolating whether a saved tuning is responsible for an observed timing difference. ## Simulation (`SimulationFramework`): per-replication and per-cache-job seeds `SimulationFramework$new(seed = ...)` does **not** rely on a single global `set.seed()` call covering the entire run. At the top of `run()`, if `seed` is non-`NULL`, R's `.Random.seed` is saved (to be restored via `on.exit()` when `run()` returns, so a simulation run never leaks RNG state into the caller's session) and `set.seed(private$seed)` is called once — but the more important mechanism is per-unit **deterministic seed derivation**: - Each replication `i` (within a `w`-rep loop) is dispatched with `rep_seed = seed + i`, and the worker executing that replication calls `set.seed(rep_seed)` itself before drawing anything. - Each cache-building job (pre-generating the design/SE caches used across replications) is dispatched with `cache_seed = seed + 1000003L + job_idx` — a large additive offset specifically chosen so the cache-job seed range and the replication seed range do not collide for any realistic `Nrep_W`/ cell count. **Why this matters for parallel execution:** because every unit of work carries its *own* explicit seed and calls `set.seed()` itself, the ambient RNG state of whichever worker process executes it is irrelevant — this is what makes a `SimulationFramework` run reproducible **regardless of `num_cores`, regardless of whether the fork-cluster or `mirai`-daemon backend is used, and regardless of the order in which the scheduler happens to dispatch replications/cache jobs** across workers. Each saved on-disk cache record additionally stores the RNG state present right after that cache object was built (`rng_after`); `restore_rng` (default `FALSE` on cache *loads*) controls whether a cache **hit** replays that saved state into the current session. Since a cache hit skips the computation that would have consumed that randomness anyway, leaving `restore_rng = FALSE` is the correct default — cache hits are RNG-inert (they neither consume nor need to replay randomness), while a cache **miss** (an actual fresh `.run_simulation_cache_job()` call) still explicitly seeds itself via the same `seed + 1000003L + job_idx` derivation as any other cache job. **Consequence:** a `SimulationFramework` run's results are reproducible across separate `run()` invocations with the same `seed` and the same `(design_classes_and_params, inference_classes_and_params, n, p, betaT, ...)` configuration. (Historically this carried an exception for the two pre-merge optimal-design classes, whose kernels were not seeded from R's stream; since the RNG migration and the `DesignFixedGreedyDOptimal` merge, no such exception exists.) ## Monte Carlo error None of `B_boot`, `r_rand`, or `Nrep_W`/`Nrep_Y_w` has a closed-form "this value is large enough" answer baked into the package — larger values reduce simulation noise at the cost of runtime, and the right value is estimand/design-specific. Rules of thumb used elsewhere in statistics apply directly here: - A **randomization or bootstrap p-value** built from `r`/`B` draws has Monte Carlo standard error on the order of $\sqrt{\hat p (1-\hat p) / r}$ (treating "did this draw's statistic exceed the observed one" as a Bernoulli($\hat p$) indicator) — e.g. `r` = 999 gives a Monte Carlo SE of roughly $0.016$ at $\hat p \approx 0.5$, tighter near the tails that usually matter for a decision at $\alpha = 0.05$. - A **bootstrap confidence interval's** endpoints (percentile or BCa) are themselves noisy quantile estimates from `B` draws; their Monte Carlo error shrinks roughly like $O(1/\sqrt{B})$, but unlike the p-value case there is no single clean formula — the standard practical guidance is to re-run with a different seed and confirm the interval doesn't move appreciably before trusting a `B_boot` choice for a final reported result. - A **`SimulationFramework` operating characteristic** (`MSE`, `coverage`, `power`/`size` in `SimulationFrameworkReport$summarize()`) is itself a Monte Carlo estimate over `Nrep_W * Nrep_Y_w` replications; `coverage_pval`/`size_pval` (exact two-sided binomial test p-values against the nominal $1-\alpha$/$\alpha$ target) are provided specifically so a large enough `Nrep_W` can be chosen to distinguish "genuinely miscalibrated" from "within Monte Carlo noise of nominal" rather than eyeballing a point estimate. ## Reproducing a documented example To exactly reproduce a design allocation, bootstrap replicate, or simulation run shown in this package's own examples/vignettes/published comparisons: 1. Use the same R version and the default `RNGkind()` (`c("Mersenne-Twister", "Inversion", "Rejection")`) — the portable `edi_rng::RRng` reimplementation and `pocock_simon_redraw_w_cpp`'s live-stream continuation both assume the Mersenne-Twister + Inversion normal-sampling kind specifically. 2. Pass an explicit `seed` to the `Design`/`SimulationFramework` constructor rather than relying on ambient RNG state, and do not call any other RNG-consuming code between construction and the draw you want to reproduce (anything that advances R's global stream in between — including, per above, a *second* call to a draw method on the same object — changes what gets drawn next). 3. For parallel `SimulationFramework` runs, `num_cores` and the fork/`mirai` backend choice do not need to match the original run for reproducibility (per-unit seed derivation makes them irrelevant) — only `seed` and the simulation configuration do.