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ENH: reproducible Monte Carlo via per-simulation-index seeding#1054

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ENH: reproducible Monte Carlo via per-simulation-index seeding#1054
thc1006 wants to merge 8 commits into
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thc1006:enh/reproducible-montecarlo-seeding

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@thc1006 thc1006 commented Jul 7, 2026

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Pull request type

  • Code changes (bugfix, features)

Current behavior

MonteCarlo.simulate() seeds the stochastic models per worker in parallel mode (from a fresh, unseeded np.random.SeedSequence().spawn(n_workers)) and once at construction in serial mode. So the sampled inputs depend on the execution mode and the number of workers, and parallel runs are not reproducible run to run. This is #1053.

New behavior

Adds a keyword-only random_seed to simulate(). From that root, simulation index i is seeded from its own child of the root seed, derived before simulation i runs, so index i maps to the same seed no matter which worker runs it. The sampled inputs come out identical across serial, parallel(2) and parallel(N), and reproducible from the seed.

A few specifics:

  • O(1) per-index derivation. The child for index i is built by extending the root's spawn_key, which is exactly how SeedSequence.spawn derives it, so child(i) is bit-identical to root.spawn(number_of_simulations)[i]. Nothing pre-spawns a full list: a worker reconstructs any index from a small root state (entropy, spawn_key, pool_size, counter) that travels with the pickled instance, so nothing O(N) is sent to each process.
  • 128-bit int seeds. Each model is reseeded with a plain 128-bit int, not a SeedSequence. An int is the seed type numpy.random.default_rng and the stdlib random.Random both accept (a SeedSequence raises TypeError in random.Random since Python 3.11), so a custom sampler whose reset_seed documents an int keeps working. All four uint32 words are combined by value, so the seed is byte-order independent and keeps the full 128-bit pool rather than collapsing to 32 bits.
  • List-valued attributes are now seeded too. StochasticModel.dict_generator drew list attributes with the stdlib random.choice (an unseeded global instance), so random_seed did not govern them. It now draws the index from the model's own seeded generator, which also avoids numpy.random.choice coercing a heterogeneous list (Function, paths, arrays) to a single dtype.

random_seed is a seed, not a live RNG: it takes an int, a numpy integer, a sequence of ints, or a SeedSequence, with None = fresh entropy so existing behavior is unchanged unless you pass a seed. A supplied SeedSequence is copied from its full state before use, so it is never mutated and repeated calls with the same object reproduce the same run. This is informed by SPEC 7 and NumPy's parallel idiom, but keeps immutable seed-snapshot semantics rather than SPEC 7's stateful rng: a Generator/BitGenerator is not accepted, because reducing it to its underlying SeedSequence would ignore how far it has been consumed. Pass rng.bit_generator.seed_seq to seed from an existing generator.

Relation to #1071

#1071 targets the same issue. This PR takes the two ideas it got right, deriving each index's seed on demand instead of pre-spawning a list, and handing the samplers a plain int, and combines them with the parallel-claim lock below, the full 128-bit width (a single 32-bit word collides near 2**16 streams), the list-sampling fix, and cross-platform tests. Happy to reconcile the two however the maintainers prefer.

Tests

tests/unit/simulation/test_monte_carlo_determinism.py unit-tests the seed handling: the accepted seed types; the SeedSequence copy preserving the full .state (an entropy-only copy fails the test); the O(1) child equal to spawn bit-for-bit, including a root whose counter has advanced and indices past 2**32; the 128-bit int width; and the parallel index claim (a deterministic barrier-based test that fails if the claim's lock is dropped). tests/integration/simulation/test_monte_carlo_determinism.py covers end-to-end reproducibility (serial, and serial == parallel(2) == parallel(4)) with a stubbed Flight, plus a start-method-invariance test that runs under fork, spawn and forkserver in ordinary CI. tests/unit/stochastic/test_stochastic_model.py covers the list-sampling fix.

Notes from review

  • Parallel workers claimed the next index with an unlocked keep_simulating() + increment(). Near the end of a run two workers could both pass count < n and then both claim an index, running past the requested count. The claim now holds the shared mutex across the check and the increment, so each index is handed out once.
  • A supplied SeedSequence was returned as-is, and spawn() advances its child counter, so passing the same object twice was not reproducible. It is now copied from its full state, and Generator/BitGenerator are no longer accepted (see above).

Follow-up review round

A closer pass after the first reviews turned up four more fixes, all pushed here:

  • StochasticRocket._set_stochastic gave the same seed to the rocket body and to every surface, motor, rail button and parachute, so components that sample the same distribution (a main and a drogue parachute, for instance) drew identical cd_s and lag quantiles. Each component now gets its own child of the run's seed, in a fixed order, so they stay independent and reproducible.
  • dict_generator and StochasticRocket._randomize_position sampled list-valued attributes (component positions included) with the stdlib random.choice, which random_seed did not govern. Both now draw the index through the model's seeded generator, via a shared _random_choice helper.
  • simulate() set up (and, for append=False, truncated) the output files before the seed was validated, so passing a rejected seed destroyed a previous run's results. The seed is validated first now.
  • Corrected the seed helper's docstring about RandomState, and moved it to rocketpy.tools so the stochastic models can share it.

Known limitations and follow-ups

The 128-bit int does not fit the legacy numpy.random.RandomState, which caps seeds at 2**32 - 1. A custom sampler built on the modern default_rng (or the stdlib random.Random) takes it fine; one built on RandomState would need to reduce it. Since RandomState is the discouraged legacy path this felt like the right trade for keeping the full 128-bit decorrelation, but I am happy to revisit if you would rather cap the width.

Three larger items from the review are better handled on their own, so I filed them separately rather than growing this PR:

Breaking change

  • Yes

The exact numbers a run produces change (per-index seeding, the env/rocket/flight split and the per-component split within a rocket, the 128-bit int seeds, the serial index now counting from 0 to match parallel, and list-valued attributes and positions now sampled through the seeded generator), so external code that pinned exact Monte Carlo samples would need to re-baseline. The in-repo Monte Carlo tests do not pin exact values (test_monte_carlo_simulate checks apogee and impact velocity within a tolerance and still passes), and random_seed is opt-in.

Closes #1053

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thc1006 marked this pull request as ready for review July 8, 2026 19:35
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thc1006 requested a review from a team as a code owner July 8, 2026 19:35
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codecov Bot commented Jul 8, 2026

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Codecov Report

❌ Patch coverage is 84.00000% with 8 lines in your changes missing coverage. Please review.
✅ Project coverage is 82.89%. Comparing base (e0ff281) to head (e5ba940).
⚠️ Report is 7 commits behind head on develop.

Files with missing lines Patch % Lines
rocketpy/simulation/monte_carlo.py 82.60% 8 Missing ⚠️
Additional details and impacted files
@@             Coverage Diff             @@
##           develop    #1054      +/-   ##
===========================================
+ Coverage    82.18%   82.89%   +0.71%     
===========================================
  Files          122      122              
  Lines        16355    16410      +55     
===========================================
+ Hits         13441    13603     +162     
+ Misses        2914     2807     -107     

☔ View full report in Codecov by Harness.
📢 Have feedback on the report? Share it here.

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@thc1006

thc1006 commented Jul 8, 2026

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The seeding logic is unit-tested in tests/unit/simulation/test_monte_carlo_determinism.py: __root_seed_sequence accepts an int, a sequence of ints, or a SeedSequence (copied from its full state so the caller's object is not mutated and repeated calls reproduce) and rejects a stateful Generator/BitGenerator; __seed_simulation splits each child seed three ways; and _claim_next_index (the atomic index claim from the race fix) has a deterministic barrier-based test that over-claims and fails if the lock is removed. End-to-end reproducibility (serial, and serial == parallel) lives in tests/integration/, with only the fork-based worker-invariance test marked slow.

The lines codecov still shows uncovered are all in the parallel path: simulate's parallel=True dispatch, the worker setup in __run_in_parallel, and the __sim_producer loop. The coverage jobs cannot reach them because parallel=True is only exercised by the slow worker-invariance test (the jobs do not pass --runslow), and the producer body runs in forked worker processes that coverage.py does not instrument without concurrency = multiprocessing. The behavior is covered by the slow determinism and test_monte_carlo_simulate[parallel] tests, and the claim logic by the fast unit test above. Glad to set up multiprocessing coverage separately if you want the parallel path counted, but that felt out of scope for this PR.

@Gui-FernandesBR
Gui-FernandesBR force-pushed the enh/reproducible-montecarlo-seeding branch from 0d37ed6 to 761c092 Compare July 9, 2026 21:08

@phmbressan phmbressan left a comment

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The implementation is very clear and throughout, nice work.

The explanation on the concepts behind per index seeding (both in the issue and PR description) were rather helpful. I agree having reproducible results was an issue with the parallel per worker seeding.

Regarding the decisions on parameter naming, I agree with most of the decisions taken here. Moreover, the rng attribute is well docstringed, so it shouldn't be a matter of confusion to the user.

@MateusStano could you give your two cents on the changes here before we proceed with a merge?

Comment thread tests/integration/simulation/test_monte_carlo_determinism.py
Comment thread rocketpy/simulation/monte_carlo.py Outdated
Comment thread rocketpy/simulation/monte_carlo.py Outdated
thc1006 added a commit to thc1006/RocketPy that referenced this pull request Jul 11, 2026
Addresses review feedback on RocketPy-Team#1054.

Parallel workers claimed the next index with an unlocked
keep_simulating() + increment(), so near the end of a run two workers
could both pass the count < n check and then claim sim_idx == n; the
per-index child_seeds lookup turned that into an IndexError (before, it
only wrote one extra record). Move the claim into a _claim_next_index
helper that holds the shared mutex across the check and the increment,
so each index is handed out once and the counter never overshoots. A
deterministic unit test (a barrier plus a widened check-to-increment
window) over-claims and fails if the lock is dropped.

__root_seed_sequence returned the caller's SeedSequence, and spawn()
advances its child counter, so passing the same object to simulate()
twice produced different children. Copy it from its full state instead,
which leaves the caller untouched and keeps repeated calls reproducible.
Also drop Generator/BitGenerator from the accepted types: a stateful
generator is not a seed, and reducing it to its underlying SeedSequence
ignores how far it has been consumed. random_seed now takes an int, a
sequence of ints, or a SeedSequence.

Signed-off-by: thc1006 <84045975+thc1006@users.noreply.github.com>
@thc1006
thc1006 requested a review from MateusStano July 11, 2026 01:18
thc1006 added a commit to thc1006/RocketPy that referenced this pull request Jul 11, 2026
Addresses review feedback on RocketPy-Team#1054.

Parallel workers claimed the next index with an unlocked
keep_simulating() + increment(), so near the end of a run two workers
could both pass the count < n check and then claim sim_idx == n; the
per-index child_seeds lookup turned that into an IndexError (before, it
only wrote one extra record). Move the claim into a _claim_next_index
helper that holds the shared mutex across the check and the increment,
so each index is handed out once and the counter never overshoots. A
deterministic unit test (a barrier plus a widened check-to-increment
window) over-claims and fails if the lock is dropped.

__root_seed_sequence returned the caller's SeedSequence, and spawn()
advances its child counter, so passing the same object to simulate()
twice produced different children. Copy it from its full state instead,
which leaves the caller untouched and keeps repeated calls reproducible.
Also drop Generator/BitGenerator from the accepted types: a stateful
generator is not a seed, and reducing it to its underlying SeedSequence
ignores how far it has been consumed. random_seed now takes an int, a
sequence of ints, or a SeedSequence.

Signed-off-by: thc1006 <84045975+thc1006@users.noreply.github.com>
@thc1006
thc1006 force-pushed the enh/reproducible-montecarlo-seeding branch from 9c020b6 to 3e22729 Compare July 11, 2026 06:38
thc1006 added a commit to thc1006/RocketPy that referenced this pull request Jul 18, 2026
Addresses review feedback on RocketPy-Team#1054.

Parallel workers claimed the next index with an unlocked
keep_simulating() + increment(), so near the end of a run two workers
could both pass the count < n check and then claim sim_idx == n; the
per-index child_seeds lookup turned that into an IndexError (before, it
only wrote one extra record). Move the claim into a _claim_next_index
helper that holds the shared mutex across the check and the increment,
so each index is handed out once and the counter never overshoots. A
deterministic unit test (a barrier plus a widened check-to-increment
window) over-claims and fails if the lock is dropped.

__root_seed_sequence returned the caller's SeedSequence, and spawn()
advances its child counter, so passing the same object to simulate()
twice produced different children. Copy it from its full state instead,
which leaves the caller untouched and keeps repeated calls reproducible.
Also drop Generator/BitGenerator from the accepted types: a stateful
generator is not a seed, and reducing it to its underlying SeedSequence
ignores how far it has been consumed. random_seed now takes an int, a
sequence of ints, or a SeedSequence.

Signed-off-by: thc1006 <84045975+thc1006@users.noreply.github.com>
@thc1006
thc1006 force-pushed the enh/reproducible-montecarlo-seeding branch from 3e22729 to 6bf8bb6 Compare July 18, 2026 21:06
@thc1006

thc1006 commented Jul 18, 2026

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@MateusStano friendly ping when you have a moment. Both points from your last pass are addressed: the parallel index claim now holds the shared mutex across the check-and-increment (with a deterministic test that goes red if the lock is removed), and a supplied SeedSequence is copied from its full state before spawning, so repeated calls reproduce and the caller is left untouched. I replied inline on both threads. The test matrix and lint pass on the current head; the only red is the soft codecov patch check, which is the parallel-only lines I covered in the thread above. Whenever you get a chance to take another look, I would appreciate it.

thc1006 added 3 commits July 20, 2026 12:02
MonteCarlo seeded the stochastic models per worker in parallel mode (from a
fresh, unseeded SeedSequence) and once at construction in serial mode, so the
sampled inputs depended on the execution mode and the worker count, and parallel
runs were not reproducible run to run.

Add a keyword-only random_seed to simulate() (SPEC 7 style: accepts an int, a
SeedSequence, or a Generator; None keeps the previous fresh-entropy behavior).
Spawn one child seed per simulation index from that root and reseed the
stochastic models from child_seeds[i] before simulation i. SeedSequence.spawn is
prefix-stable, so index i maps to the same seed regardless of which worker runs
it, making the inputs identical across serial, parallel(2) and parallel(N). Each
index seed is split three ways so the environment, rocket and flight draw from
independent streams rather than sharing one.

The serial index field now counts from 0 to match the parallel path. Both changes
alter the numbers a fixed seed produces, so stored baselines regenerate.

Adds tests/unit/simulation/test_monte_carlo_determinism.py: serial
reproducibility, worker invariance (serial == parallel(2) == parallel(4)), and
the None-seed path.

Signed-off-by: thc1006 <84045975+thc1006@users.noreply.github.com>
The reproducible-seeding change added __root_seed_sequence and
__seed_simulation plus the per-index serial and parallel seeding, but the
only tests that reached them ran a full Monte Carlo and were marked slow,
so the coverage job (which does not pass --runslow) never executed them.

Add fast unit tests that drive the two helpers directly: every supported
random_seed type normalizes to the same root stream, None draws fresh
entropy, existing SeedSequence/Generator/BitGenerator objects are reused
rather than copied, and each child seed splits three ways so environment,
rocket and flight get independent streams.

Move the end-to-end simulate reproducibility tests into tests/integration,
next to the existing Monte Carlo simulate test. The serial reproducibility
run now lives in the non-slow suite; only the fork-based worker-invariance
test stays slow, and it imports multiprocess lazily like the library does.

Signed-off-by: thc1006 <84045975+thc1006@users.noreply.github.com>
Addresses review feedback on RocketPy-Team#1054.

Parallel workers claimed the next index with an unlocked
keep_simulating() + increment(), so near the end of a run two workers
could both pass the count < n check and then claim sim_idx == n; the
per-index child_seeds lookup turned that into an IndexError (before, it
only wrote one extra record). Move the claim into a _claim_next_index
helper that holds the shared mutex across the check and the increment,
so each index is handed out once and the counter never overshoots. A
deterministic unit test (a barrier plus a widened check-to-increment
window) over-claims and fails if the lock is dropped.

__root_seed_sequence returned the caller's SeedSequence, and spawn()
advances its child counter, so passing the same object to simulate()
twice produced different children. Copy it from its full state instead,
which leaves the caller untouched and keeps repeated calls reproducible.
Also drop Generator/BitGenerator from the accepted types: a stateful
generator is not a seed, and reducing it to its underlying SeedSequence
ignores how far it has been consumed. random_seed now takes an int, a
sequence of ints, or a SeedSequence.

Signed-off-by: thc1006 <84045975+thc1006@users.noreply.github.com>
@thc1006
thc1006 force-pushed the enh/reproducible-montecarlo-seeding branch from 6bf8bb6 to c529d0a Compare July 20, 2026 06:09
@thc1006

thc1006 commented Jul 20, 2026

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Heads up that this changed enough since the last look to be worth a fresh pass rather than merging on the earlier approval. @MateusStano @phmbressan when you have a moment.

What is new since the review:

  • Per-index child seeds are now derived in O(1) by extending the root spawn_key (bit-identical to spawn(n)[i]) instead of pre-spawning the whole list, so nothing O(N) is pickled to each worker.
  • The samplers get a plain 128-bit int rather than a SeedSequence, so a custom sampler's int-typed reset_seed keeps working (a SeedSequence raises TypeError in random.Random since 3.11). The int combines all four words by value, so it is byte-order independent.
  • List-valued stochastic attributes now draw from the model's seeded generator, so random_seed governs them too. That closes the gap the previous description called out as a known limitation.
  • Added a start-method-invariance test that runs under fork, spawn and forkserver in ordinary CI, since 3.14 moved the POSIX default to forkserver.

Both earlier concerns are still handled: the parallel claim holds the mutex across the check and the increment, and a supplied SeedSequence is copied from its full state. #1071 opened for the same issue in the meantime; the description notes how this relates and what it borrows. A re-review whenever you get the chance would be appreciated.

thc1006 added 3 commits July 20, 2026 14:25
…128-bit ints

Each simulation index is seeded from its own child of the run's root seed. Building that child by extending the captured root spawn_key is bit-identical to root.spawn(number_of_simulations)[index] but O(1) in time and memory, so a worker reconstructs any index from a small root state instead of the full spawned list being materialized and pickled to every process.

Hand each model a 128-bit int rather than a SeedSequence: a plain int is the seed type accepted alike by numpy.random.default_rng, RandomState and the stdlib random.Random (which rejects a SeedSequence with a TypeError from Python 3.11), so a custom sampler whose reset_seed documents an int keeps working; all four uint32 words are combined by value (not via tobytes) so the seed is byte-order independent and keeps the full 128-bit pool instead of collapsing to 32 bits. The random_seed docstring now lists the accepted types and notes the seeding is informed by SPEC 7 while keeping immutable seed-snapshot semantics.

The unit tests assert the SeedSequence copy preserves full .state (an entropy-only copy would fail), the O(1) child equals spawn bit-for-bit -- including a root whose child counter has advanced and indices past 2**32 -- and each model receives a distinct 128-bit int.

Signed-off-by: thc1006 <84045975+thc1006@users.noreply.github.com>
…rator

dict_generator drew list-valued attributes with the stdlib random.choice, which reads from an unseeded global Random instance, so random_seed did not make those attributes reproducible. Draw the index from this model's seeded numpy generator instead. Indexing (not numpy.random.choice) also avoids coercing a heterogeneous list -- Function objects, paths, arrays -- to a single dtype.

Adds a unit test that a list-valued attribute is reproducible under a fixed seed and that heterogeneous entries are returned unchanged.

Signed-off-by: thc1006 <84045975+thc1006@users.noreply.github.com>
The existing worker-invariance test stubs the module-level Flight and so reaches workers only under fork. Add a test that the per-index seed derived in a worker matches the main process under every available start method (fork, spawn, forkserver), using a top-level picklable target and small picklable arguments so it is valid under spawn/forkserver -- Python 3.14's POSIX default -- without relying on inherited parent state. It runs in ordinary CI.

Signed-off-by: thc1006 <84045975+thc1006@users.noreply.github.com>
@thc1006
thc1006 force-pushed the enh/reproducible-montecarlo-seeding branch from c529d0a to e5ba940 Compare July 20, 2026 06:25
thc1006 added 2 commits July 20, 2026 15:59
StochasticModel list-valued attributes were sampled with the stdlib random.choice (an unseeded global) and StochasticRocket._randomize_position did the same for list-valued component positions, so random_seed did not govern either. Both now draw the index through the model's seeded generator via a shared _random_choice helper -- indexing, not numpy.random.choice, so heterogeneous objects (Function, paths, arrays) stay intact.

StochasticRocket._set_stochastic also handed the same seed to the rocket body and every surface, motor, rail button and parachute, so components sampling the same distribution drew identical values (a main and a drogue parachute got the same cd_s and lag quantiles). Each component is now reseeded from its own spawned child of a SeedSequence root, in a fixed order, so they stay independent and reproducible under random_seed.

Signed-off-by: thc1006 <84045975+thc1006@users.noreply.github.com>
…lper

simulate() set up (and, for append=False, truncated with w+) the input/output/error files before the seed was validated, so passing a rejected seed such as a Generator destroyed a previous run's results on the way to raising a TypeError. The seed is now captured and validated before __setup_files runs.

Moved _seed_sequence_to_int to rocketpy.tools so the stochastic models can share it, and corrected its docstring: a 128-bit int is accepted by default_rng and random.Random, but the legacy RandomState caps a single-int seed at 2**32-1, so the earlier 'accepted by RandomState' claim was wrong.

Signed-off-by: thc1006 <84045975+thc1006@users.noreply.github.com>
@thc1006

thc1006 commented Jul 20, 2026

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@MateusStano @phmbressan a follow-up pass turned up a few more things worth fixing, so I have pushed them and would appreciate another look when you have time.

Since your reviews:

  • Component seeds: StochasticRocket._set_stochastic handed the same seed to the body and to every surface, motor, rail button and parachute, so a main and a drogue parachute drew the same cd_s and lag quantiles. Each component now gets its own child of the run's seed.
  • List sampling: dict_generator and _randomize_position sampled list-valued attributes (component positions among them) with the stdlib random.choice, which random_seed did not control. Both now draw through the model's seeded generator.
  • File safety: simulate() truncated the output files before the seed was validated, so a rejected seed destroyed a previous run's results. Validation runs first now.
  • Docs: corrected the seed helper's note about RandomState, since a 128-bit int does not fit its 32-bit seed.

I also marked the earlier threads resolved. The race and the SeedSequence copy are both fixed in the current code, and the dangling-files question checked out: the run writes only under tmp_path.

A few larger items from the same review are better as their own issues, so I opened #1075 (append continuation), #1076 (a full parallel test under spawn and forkserver) and #1077 (a seed for simulate_convergence), and linked them from the description. Thanks for the careful reviews.

@thc1006
thc1006 force-pushed the enh/reproducible-montecarlo-seeding branch from 5a9c119 to da2ba5c Compare July 20, 2026 08:45
@thc1006

thc1006 commented Jul 20, 2026

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A quick note on the red CI here, so it isn't mistaken for a regression from this change: the failing jobs crash in test_flight_animation_export_gif (a VTK/PyVista off-screen GIF export) with Fatal Python error: Bus error. The same crash, at the same file and line, also hit develop's own Tests run a day ago (https://github.com/RocketPy-Team/RocketPy/actions/runs/29697106388), so it looks like a pre-existing flake in the off-screen rendering tests rather than anything this PR introduced. I checked the dependency set too: the green and red runs installed identical vtk, pyvista, matplotlib and pillow versions, and nothing in this branch touches the plotting or animation code.

Re-running usually clears it. Happy to help look at the flaky animation tests on their own if that would be useful.

Filed #1078 to track the flaky animation tests.

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Monte Carlo results aren't reproducible across serial and parallel runs (seeding is per-worker, not per-simulation)

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