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leiroigh | 2 years ago
Typical example where the badness of the floats bites you is if you do something like log(rand()), or 1/x, or more generally you map your uniform (0,1] interval via a cdf to generate a different distribution, and your mapping has a singularity at zero (this is like super standard -- e.g. how you generate exponentially distributed numbers. Or if you generate random vectors in an N-d ball, you're using a singular cdf to compute the magnitude your vector, multiplied with a normalized normal distributed N-d variable to generate the angular component).
Then the bad random floats (i.e. the non-smooth distribution close to zero) introduce real and visible bias after transformation. Afaiu the problem is well-known and serious people correct for it somewhere. If you fix the underlying problem without revisiting the now-obsolete fixes, then your results are biased again.
I'm not arguing for keeping the bad random float generation everywhere. I think it should be fixed, not just in julia but everywhere. I'm just saying that it's not a no-brainer and there is discussion and compat and communication and code audit involved in doing such a momentuous change.
Also, I'm not really up to putting in the work to champion that at the moment (arguing on the internet doesn't count ;)).
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