MATLAB: Restart random numbers with parallel loop

parforrandom number generator

I want to be able to restart my simulation from where I left off and also for it to be reproducible
if isfile("State.mat")
    % If we previously saved the state, start from there

    load("State");
    globalStream.State = rngState;
    ...
else
    % Otherwise start from scratch

    rng(42,'twister');
    globalStream = RandStream.getGlobalStream;
    rngState = globalStream.State;
    ...
    save("State", "current_time", "B", "rngState");
    dlmwrite("data/tvol_sim_mat.csv", tvol_mat(1, :), 'precision', 15);
end
...
for t = 1:2
    for i = 1:n
        % Simulates the system forward

    end
    globalStream = RandStream.getGlobalStream;
    rngState = globalStream.State;
    save("State", "current_time", "B", "rngState");
end
But I want to replace for by parfor. I've read the docs and tried
if isfile("State.mat")
    % If we previously saved the state, start from there
    load("State");
    s = RandStream('mlfg6331_64', 'Seed', parameters_for_inference.filter.seed);
    options = statset('UseParallel', true,  'Streams', s, 'UseSubstreams', true);
    s.State = rngState;
    ...
else
    % Otherwise start from scratch
    s = RandStream('mlfg6331_64', 'Seed', parameters_for_inference.filter.seed);
    options = statset('UseParallel', true,  'Streams', s, 'UseSubstreams', true);
    rngState = s.State;
    save("State", "current_time", "B", "rngState");
end
...
for t = 1:2
    parfor i = 1:n
        % Simulates the system forward
    end
    rngState = s.State;
    save("State", "current_time", "B", "rngState");
end
But I get this error when trying to restart
Error using matlab.internal.math.RandStream_getset_mex
State array class is invalid for a mlfg6331_64 generator.
Error in RandStream/subsasgn (line 646)
                    matlab.internal.math.RandStream_getset_mex('state',a.StreamID,b);
Error in emacsrunregion (line 23)
    evalin('base',evalTxt);
Is it possible to do what I want in Matlab? Apologies if this is obvious but I am very new to Matlab. Many thanks 🙂

Best Answer

The error that you're seeing there I think is because you've got an old version of your "State.mat" file - the error is the one that you receive when you try to set the State property of a 'mlfg6331_64' generator using the State extracted from a 'twister' generator. So maybe you simply need to delete or rename your old "State.mat" file.
Also, can I suggest you review this page which describes how to use Parallel Computing together with Statistics and Machine Learning Toolbox. Basically, if you're using statset with option 'UseParallel' -> true, then you do not need to write the parfor loop yourself to get parallel execution of the stats functions. (Although perhaps you're not calling stats functions inside your parfor loop?)
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