Lmm/add seeds in more algorithms (#164)

* Provide better output in flaky tests

* feat: add seed parameter to multiple algorithms

* Update changelog

Co-authored-by: Luis Moreno <morenol@users.noreply.github.com>

src/svm/svc.rs

@@ -84,6 +84,7 @@ use crate::error::Failed;
 use crate::linalg::BaseVector;
 use crate::linalg::Matrix;
 use crate::math::num::RealNumber;
+use crate::rand::get_rng_impl;
 use crate::svm::{Kernel, Kernels, LinearKernel};
 
 #[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
@@ -100,6 +101,8 @@ pub struct SVCParameters<T: RealNumber, M: Matrix<T>, K: Kernel<T, M::RowVector>
     pub kernel: K,
     /// Unused parameter.
     m: PhantomData<M>,
+    /// Controls the pseudo random number generation for shuffling the data for probability estimates
+    seed: Option<u64>,
 }
 
 /// SVC grid search parameters
@@ -279,8 +282,15 @@ impl<T: RealNumber, M: Matrix<T>, K: Kernel<T, M::RowVector>> SVCParameters<T, M
             tol: self.tol,
             kernel,
             m: PhantomData,
+            seed: self.seed,
         }
     }
+
+    /// Seed for the pseudo random number generator.
+    pub fn with_seed(mut self, seed: Option<u64>) -> Self {
+        self.seed = seed;
+        self
+    }
 }
 
 impl<T: RealNumber, M: Matrix<T>> Default for SVCParameters<T, M, LinearKernel> {
@@ -291,6 +301,7 @@ impl<T: RealNumber, M: Matrix<T>> Default for SVCParameters<T, M, LinearKernel>
             tol: T::from_f64(1e-3).unwrap(),
             kernel: Kernels::linear(),
             m: PhantomData,
+            seed: None,
         }
     }
 }
@@ -511,7 +522,7 @@ impl<'a, T: RealNumber, M: Matrix<T>, K: Kernel<T, M::RowVector>> Optimizer<'a,
         let good_enough = T::from_i32(1000).unwrap();
 
         for _ in 0..self.parameters.epoch {
-            for i in Self::permutate(n) {
+            for i in self.permutate(n) {
                 self.process(i, self.x.get_row(i), self.y.get(i), &mut cache);
                 loop {
                     self.reprocess(tol, &mut cache);
@@ -544,7 +555,7 @@ impl<'a, T: RealNumber, M: Matrix<T>, K: Kernel<T, M::RowVector>> Optimizer<'a,
         let mut cp = 0;
         let mut cn = 0;
 
-        for i in Self::permutate(n) {
+        for i in self.permutate(n) {
             if self.y.get(i) == T::one() && cp < few {
                 if self.process(i, self.x.get_row(i), self.y.get(i), cache) {
                     cp += 1;
@@ -669,8 +680,8 @@ impl<'a, T: RealNumber, M: Matrix<T>, K: Kernel<T, M::RowVector>> Optimizer<'a,
         self.recalculate_minmax_grad = true;
     }
 
-    fn permutate(n: usize) -> Vec<usize> {
-        let mut rng = rand::thread_rng();
+    fn permutate(&self, n: usize) -> Vec<usize> {
+        let mut rng = get_rng_impl(self.parameters.seed);
         let mut range: Vec<usize> = (0..n).collect();
         range.shuffle(&mut rng);
         range
@@ -893,7 +904,8 @@ mod tests {
             &y,
             SVCParameters::default()
                 .with_c(200.0)
-                .with_kernel(Kernels::linear()),
+                .with_kernel(Kernels::linear())
+                .with_seed(Some(100)),
         )
         .and_then(|lr| lr.predict(&x))
         .unwrap();