<p>In <a href="https://github.com/mlpack/mlpack/pull/603#discussion_r58914680">src/mlpack/core/optimizers/parallel_sgd/sgdp_impl.hpp</a>:</p>
<pre style='color:#555'>> + sumIterate.zeros();
> +
> +
> +
> + #pragma omp parallel shared(sumIterate,halt) private(it)
> + {
> + it=1;
> + while(it!=maxIterations && halt != true)
> + {
> + it++;
> +
> + int th_num=omp_get_thread_num(); //thread number is stored in which the thread is running.
> + arma::mat gradient(iterate.n_rows, iterate.n_cols); //To make gradient private to each thread it is declared here.
> + int selectedFunction;
> +
> + selectedFunction=std::rand()%numFunctions;
</pre>
<p>Calling <code>std::rand()</code> is problematic here. Either (a) it is not thread safe, in which case who knows how random these numbers will be, or (b) it is, and that will be a point of slowdown. Whether or not <code>std::rand()</code> is threadsafe is <em>implementation-specific</em> (see e.g. <a href="http://en.cppreference.com/w/cpp/numeric/random/rand">http://en.cppreference.com/w/cpp/numeric/random/rand</a>). The easiest fix is to allocate seeds for each thread and use a thread local PRNG. </p>
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