[R-sig-hpc] Rmpi for non matrices results

khalfala at math.mcmaster.ca khalfala at math.mcmaster.ca
Tue Jan 31 23:27:28 CET 2012

Hi there,
I am facing some problems in transforming my R code in order to be used as
a parallel code. The main idea of my code is to get 1000 bootstrap
confidence interval. It works by using a boot sample at each loop of the
CI. I do have first a loop of size 1000 and at each loop we call a
bootsample of size 500. This could last for 6-16 hours to get a set of
1000 CI. Now I am interested in transforming my code using the task push
method. The thing that I dont get is how to relate my loop with each
slave. I mean if I want to divide the work to be 100 CI at 10 slaves then
how to relate the rank of the slave in my loop??
I found this example:

# Initialize MPI

# Notice we just say "give us all the slaves you've got."

if (mpi.comm.size() < 2) {
    print("More slave processes are required.")

.Last <- function(){
    if (is.loaded("mpi_initialize")){
        if (mpi.comm.size(1) > 0){
            print("Please use mpi.close.Rslaves() to close slaves.")
        print("Please use mpi.quit() to quit R")

# Function the slaves will call to perform a validation on the
# fold equal to their slave number.
# Assumes: thedata,fold,foldNumber,p
foldslave <- function() {
    # Get a task
    task <- mpi.recv.Robj(mpi.any.source(),mpi.any.tag())
    task_info <- mpi.get.sourcetag()
    tag <- task_info[2]

    # While task is not a "done" message. Note the use of the tag to indicate
    # the type of message
    while (tag != 2) {
        # Perform the task.
        foldNumber <- task$foldNumber

        rss <- double(p)
        for (i in 1:p) {
            # produce a linear model on the first i variables on training
            templm <- lm(y~.,data=thedata[fold!=foldNumber,1:(i+1)])

            # produce predicted data from test data
            yhat <- predict(templm,newdata=thedata[fold==foldNumber,1:(i+1)])

            # get rss of yhat-y
            localrssresult <- sum((yhat-thedata[fold==foldNumber,1])^2)
            rss[i] <- localrssresult

        # Construct and send message back to master
        result <- list(result=rss,foldNumber=foldNumber)

        # Get a task
        task <- mpi.recv.Robj(mpi.any.source(),mpi.any.tag())
        task_info <- mpi.get.sourcetag()
        tag <- task_info[2]

    junk <- 0

# We're in the parent.
# first make some data
n <- 1000	# number of obs
p <- 30		# number of variables

# Create data as a set of n samples of p independent variables,
# make a "random" beta with higher weights in the front.
# Generate y's as y = beta*x + random
x <- matrix(rnorm(n*p),n,p)
beta <- c(rnorm(p/2,0,5),rnorm(p/2,0,.25))
y <- x %*% beta + rnorm(n,0,20)
thedata <- data.frame(y=y,x=x)

fold <- rep(1:10,length=n)
fold <- sample(fold)


# Now, send the data to the slaves

# Send the function to the slaves

# Call the function in all the slaves to get them ready to
# undertake tasks

# Create task list
tasks <- vector('list')
for (i in 1:10) {
    tasks[[i]] <- list(foldNumber=i)

# Make the round-robin list for slaves
n_slaves <- mpi.comm.size()-1
slave_ids <- rep(1:n_slaves, length=length(tasks))

# Send tasks
for (i in 1:length(tasks)) {
    slave_id <- slave_ids[i]

# Collect results
rssresult <- matrix(0,p,10)
for (i in 1:length(tasks)) {
    message <- mpi.recv.Robj(mpi.any.source(),mpi.any.tag())
    foldNumber <- message$foldNumber
    results    <- message$result
    rssresult[,foldNumber] <- results

# Perform closing handshake
for (i in 1:n_slaves) {
    junk <- 0

for (i in 1:n_slaves) {

# plot the results


In this example the result is given by 30x10 matrix in which they used 10
slaves which represents the number of columns of the matrix. I tried
looking for another example that dont deal with matrices but couldnt find
any. I am wondering if the interest was let say in this case to get a
column of 300 numbers and each slave will give a column of 30 numbers then
how would we write the foldslave function and in this case how would we
call the result from each slave and arrange it in one column?
Thank you in advance.

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