[Rd] checkpointing

[Prof Brian Ripley]

On Tue, 3 Jan 2006, Kasper Daniel Hansen wrote:

> On Jan 3, 2006, at 9:36 AM, Brian D Ripley wrote:
>
>> I use save.image() or save(), which seem exactly what you are asking for.
>
> I have the (perhaps unsupported) impression that Ross wanted to save the 
> progress during the optim run. Since it spends most of its time in the 
> .Internal(optim(***)) call, save/save.image would not work.

It certainly does not!  It is most likely spending time in the callbacks 
to evaluate the function/gradient.  We have used save() to save the 
current information (e.g. current parameter values) from inside optim so a 
restart could be done, but then I have only once encountered someone 
running a single optimization for over a week: there normally are ways to 
speed things up.

> /Kasper
>
>> On Mon, 2 Jan 2006, Ross Boylan wrote:
>> 
>>> I would like to checkpoint some of my calculations in R, specifically
>>> those using optim.  As far as I can tell, R doesn't have this facility,
>>> and there seems to have been little discussion of it.
>>> 
>>> checkpointing is saving enough of the current state so that work can
>>> resume where things were left off if, to take my own example, the system
>>> crashes after 8 days of calculation.
>>> 
>>> My thought is that this could be added as an option to optim as one of
>>> the control parameters.
>>> 
>>> I thought I'd check here to see if anyone is aware of any work in this
>>> area or has any thoughts about how to proceed.  In particular, is save a
>>> reasonable way to save a few variables to disk?  I could also make the
>>> code available when/if I get it working.
>> 
>> -- 
>> Brian D. Ripley,                  ripley at stats.ox.ac.uk
>> Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
>> University of Oxford,             Tel:  +44 1865 272861 (self)
>> 1 South Parks Road,                     +44 1865 272866 (PA)
>> Oxford OX1 3TG, UK                Fax:  +44 1865 272595
>> 
>> ______________________________________________
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>> https://stat.ethz.ch/mailman/listinfo/r-devel
>
>

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595