The problem with the set based approaches ("if random value in return values, try again") is that their runtime is undetermined due to collisions (which require another "try again" iteration), especially when a large amount of random values are returned from the range.
An alternative that isn't prone to this non-deterministic runtime is the following:
import bisect
import random
def fast_sample(low, high, num):
""" Samples :param num: integer numbers in range of
[:param low:, :param high:) without replacement
by maintaining a list of ranges of values that
are permitted.
This list of ranges is used to map a random number
of a contiguous a range (`r_n`) to a permissible
number `r` (from `ranges`).
"""
ranges = [high]
high_ = high - 1
while len(ranges) - 1 < num:
# generate a random number from an ever decreasing
# contiguous range (which we'll map to the true
# random number).
# consider an example with low=0, high=10,
# part way through this loop with:
#
# ranges = [0, 2, 3, 7, 9, 10]
#
# r_n :-> r
# 0 :-> 1
# 1 :-> 4
# 2 :-> 5
# 3 :-> 6
# 4 :-> 8
r_n = random.randint(low, high_)
range_index = bisect.bisect_left(ranges, r_n)
r = r_n + range_index
for i in xrange(range_index, len(ranges)):
if ranges[i] <= r:
# as many "gaps" we iterate over, as much
# is the true random value (`r`) shifted.
r = r_n + i + 1
elif ranges[i] > r_n:
break
# mark `r` as another "gap" of the original
# [low, high) range.
ranges.insert(i, r)
# Fewer values possible.
high_ -= 1
# `ranges` happens to contain the result.
return ranges[:-1]