Pseudo-random number generator based on linear congruence and delayed Fibonacci method

Abstract

Pseudo-random number generation techniques are an essential tool to correctly test machine learning processes. The methodologies are many, but also the possibilities to combine them in a new way are plenty. Thus, there is a chance to create mechanisms potentially useful in new and better generators. In this paper, we present a new pseudo-random number generator based on a hybrid of two existing generators - a linear congruential method and a delayed Fibonacci technique. We demonstrate the implementation of the generator by checking its correctness and properties using chi-square, Kolmogorov and TestU01.1.2.3 tests and we apply the Monte Carlo Cross Validation method in classification context to test the performance of the generator in practice.