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I noticed that StatsBase still uses Random.GLOBAL_RNG as the default RNG. This PR changes it to Random.default_rng() on Julia >= 1.3 (it was introduced in Julia 1.3) which is the new and documented API. On newer Julia versions Random.GLOBAL_RNG still exists for backward compatibility but it has been observed that Random.GLOBAL_RNG can lead to reduced performance.

Co-authored-by: Alex Arslan <[email protected]>
@devmotion devmotion merged commit 8696d51 into master Jul 13, 2023
@devmotion devmotion deleted the dw/default_rng branch July 13, 2023 16:37
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3 participants