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July 20, 2019 07:50
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Examples of different parallelisations in R
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# https://nceas.github.io/oss-lessons/parallel-computing-in-r/parallel-computing-in-r.html | |
library(parallel) | |
library(foreach) | |
library(doParallel) | |
library(snow) | |
set.seed(42) | |
n_subs <- 100000 | |
n_trials <- 5000 | |
mu <- rnorm(n_subs, 800, 50) | |
sigma <- rnorm(n_subs, 180, 10) | |
tau <- runif(n_subs, 1, 100) | |
data <- data.frame( | |
mu = mu, | |
sigma = sigma, | |
tau = tau) | |
# function that will be called in parallel | |
do_sim <- function(parameters, n_trials = 5000){ | |
sub_parms <- as.numeric(parameters) | |
sub_rts <- rnorm(n_trials, sub_parms[1], sub_parms[2]) + | |
rexp(rexp(n_trials, 1 / sub_parms[3])) | |
sub_cdfs <- round(quantile(sub_rts, probs = c(.1, .3, .5, .7, .9)), 0) | |
out <- rbind(data.frame(), sub_cdfs) | |
sub_cdfs | |
} | |
do_reg <- function(){ | |
# pass the data to a set of lists | |
split_data <- split(data, 1:nrow(data)) | |
out_reg <- lapply(split_data, do_sim) | |
out_reg <- matrix(unlist(out_reg), ncol = 5, byrow = TRUE) | |
} | |
# parallel package | |
do_multi <- function(){ | |
num_cores <- detectCores() | |
split_data <- split(data, 1:nrow(data)) | |
out_multi <- mclapply(split_data, do_sim, mc.cores = num_cores) | |
out_multi <- matrix(unlist(out_multi), ncol = 5, byrow = TRUE) | |
} | |
# foreach package | |
do_for_each <- function(){ | |
num_cores <- detectCores() | |
registerDoParallel(num_cores) | |
out_for_each <- foreach(i = 1:nrow(data)) %dopar% { | |
do_sim(data[i, ]) | |
} | |
out_for_each<- matrix(unlist(out_for_each), ncol = 5, byrow = TRUE) | |
} | |
# snow package (https://hernanresnizky.com/2014/01/10/quick-guide-to-parallel-r-with-snow/) | |
do_snow <- function(){ | |
num_cores <- detectCores() | |
clus <- makeCluster(num_cores) | |
clusterExport(clus, "n_trials") | |
split_data <- split(data, 1:nrow(data)) | |
out_snow <- parRapply(clus, data, do_sim) | |
out_snow <- matrix(out_snow, ncol = 5, byrow = FALSE) | |
} | |
system.time(out_reg <- do_reg()) | |
system.time(out_multi <- do_multi()) | |
system.time(out_for_each <- do_for_each()) | |
system.time(out_snow <- do_snow()) |
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