2014_05_14a_pymc_random_seed_issues.ipynb

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   "cells": [
    {
     "cell_type": "code",
     "collapsed": false,
     "input": [
      "!date"
     ],
     "language": "python",
     "metadata": {},
     "outputs": [
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": [
        "Wed May 14 07:19:24 PDT 2014\r\n"
       ]
      }
     ],
     "prompt_number": 1
    },
    {
     "cell_type": "markdown",
     "metadata": {},
     "source": [
      "If pymc.numpy.random.seed(0) guarantee the same random number sequence to initialize a stochastic variable (say a Uniform distribution), why does its posterior samples (from trace plot) don't have the same values for multiple runs with the same seed=0 ?"
     ]
    },
    {
     "cell_type": "code",
     "collapsed": false,
     "input": [
      "import numpy as np, pymc as pm\n",
      "%matplotlib inline"
     ],
     "language": "python",
     "metadata": {},
     "outputs": [],
     "prompt_number": 2
    },
    {
     "cell_type": "code",
     "collapsed": false,
     "input": [
      "# what pymc version is this?\n",
      "\n",
      "pm.__version__"
     ],
     "language": "python",
     "metadata": {},
     "outputs": [
      {
       "metadata": {},
       "output_type": "pyout",
       "prompt_number": 3,
       "text": [
        "'2.3.2'"
       ]
      }
     ],
     "prompt_number": 3
    },
    {
     "cell_type": "code",
     "collapsed": false,
     "input": [
      "np.random.seed(123456)\n",
      "a = pm.Normal('a', 0, 1)\n",
      "pm.MCMC([a]).sample(1000)"
     ],
     "language": "python",
     "metadata": {},
     "outputs": [
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": [
        "\r",
        " [-----------------100%-----------------] 1000 of 1000 complete in 0.1 sec"
       ]
      }
     ],
     "prompt_number": 4
    },
    {
     "cell_type": "code",
     "collapsed": false,
     "input": [
      "np.random.seed(123456)\n",
      "b = pm.Normal('b', 0, 1)\n",
      "pm.MCMC([b]).sample(1000)"
     ],
     "language": "python",
     "metadata": {},
     "outputs": [
      {
       "output_type": "stream",
       "stream": "stdout",
       "text": [
        "\r",
        " [-----------------100%-----------------] 1000 of 1000 complete in 0.1 sec"
       ]
      }
     ],
     "prompt_number": 5
    },
    {
     "cell_type": "code",
     "collapsed": false,
     "input": [
      "np.sum((a.trace() - b.trace())**2)"
     ],
     "language": "python",
     "metadata": {},
     "outputs": [
      {
       "metadata": {},
       "output_type": "pyout",
       "prompt_number": 6,
       "text": [
        "0.0"
       ]
      }
     ],
     "prompt_number": 6
    }
   ],
   "metadata": {}
  }
 ]
}