[R-SIG-Finance] gbm.step run out of memory?

[thomas.chan.sf at boci-pru.com.hk]

Hi

I used the gbm.step function to perform boosted regression tree analysis
using a PC, which has an Intel i5 CPU (650 @3.20 GHz 3.33 GHz) and 8 GB
RAM.

When I ran it on Rx64 2.15.0, it runs slow but fine. In fact, I can
simultaneously run almost identical scripts in 4 R programs at the same
time without causing any problem other than that it is slow. When I changed
it to Rx3.0.0, even with only one R scripts and nothing else running in the
PC, it soon got stuck and gave this message:

            Microsoft Visual C++ Runtime Library
            This application has required the Runtime to terminate it in an
unusual way. Please contact the application's support team for more
information.

I looked into it and suspect that in Rx64 2.15.0, the R script uses only
one core to run, whereas in Rx3.0.0 it uses all cores and soon runs out of
memory altogether. Could somebody please shed light on this? Is there
anyway to get around it? Thanks.

TC

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