[R-sig-hpc] Using rstream for reproducible parallel computations

[Renaud Gaujoux]

Hi Dirk,

I had first chosen the multicore package for simplicity (though 
reproducibility was an issue), but I might switch to snow and doSNOW as 
you suggest.
I would also make multicore computation possible under Windows, am I 
correct?
Thank you.

Renaud

On 08/02/2011 16:02, Dirk Eddelbuettel wrote:
> On 8 February 2011 at 15:28, Renaud Gaujoux wrote:
> | Hi,
> |
> | I want to use the package rstream in order to ensure reproducibility of
> | parallel independent computations.
> |
> | To implement the computation I use a foreach loop, which should work
> | with both parallel backends doMC and doMPI. The idea I follow to ensure
> | reproducibility and flexibility is to create all the required random
> | streams before starting loop and pass them to the workers, one by one as
> | these complete their tasks. I saw pieces of code around the web that
> | does this using the package rlecuyer. I like the unified approach of
> | rstream though, so I would like to use this package (that also provides
> | L'Ecuyer's RNGstream generator). Parallel stuff can get tricky with
> | hidden side effects, that's why I'd like to have some comments on the
> | following code.
>
> It's tricky and important to get this stuff right: The foreach and do*
> families do not support it out of the box.
>
> You could try to make your life easier by switching to the snow package. With
> the doSNOW plugin and by using the MC and/or MPI backends supported by snow
> you would get the snow integration to rlecuyer and rsprng for free.
>
> That said, it would be awfully nice if someone could work similar logic into
> do* as a general solution.
>
> Dirk
>
> | Thank you.
> |
> | Renaud
> |
> | # this function creates n streams, starting with a given seed (<=>
> | rlecuyer::.lec.CreateStream)
> | createStream<- function(n, seed){
> |
> |      # check parameters
> |      if( n<= 0 )
> |          stop("NMF::createStream - invalid value for 'n' [positive value
> | expected]")
> |
> |      s<- new('rstream.mrg32k3a', seed=seed, force.seed=TRUE)
> |      rstream.packed(s)<- TRUE
> |      s<- list(s)
> |      if( n>  1 )
> |          s<- c(s, replicate(n-1,{ s<- new('rstream.mrg32k3a');
> | rstream.packed(s)<- TRUE; s} ))
> |
> |      invisible(s)
> | }
> |
> | library(rstream)
> | library(doMC)
> |
> | registerDoMC()
> | dummy<- foreach(i=1:10, s=createStream(10, 1:6)) %dopar% {
> |      print(s)
> |      # do stuff
> | }
> |
> |
> |
> |
> |
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