[R-sig-hpc] parallel library's random numbers

[Hana Sevcikova]

Another way is to use the snowFT package which assigns one stream per 
task instead of one stream per node.

Hana


On 20/12/2013 03:24, George Ostrouchov wrote:
> Ross,
>
> Consider writing this SPMD style and run as Rscript. Here is a short
> example:
>
> library(pbdMPI, quiet=TRUE)
> init()
> comm.set.seed(1234567, diff=TRUE)
> r <- runif(5)
> comm.print(r, all.rank=TRUE)
> finalize()
>
> Put the above 6 lines of R code into file rand.r and then run
> mpirun -np 2 Rscript rand.r
> Experiment with diff=FALSE and with more than 2 nodes. Then start
> reading the vignette for the pbdDEMOpackage.
>
> If diff=TRUE, the streams are independent. This uses the package rlecuyer.
>
> Good luck!
>
> George
>
> P.S. I assume your 50 nodes are in a cluster, probably managed with PBS.
> Then the mpirun is issued after a "qsub -I ..." interactive allocation.
>
> On 12/19/13 5:08 PM, Ross Boylan wrote:
>> On Thu, 2013-12-19 at 13:28 -0800, Ross Boylan wrote:
>>> Conceptually, I have 2,000 tasks and I want each task to have access to
>>> an independent, repeatable random number stream.  Many of the tasks will
>>> run on the same node.  For example, a typical job would be to do tasks
>>> 200 to 400.
>>>
>>> I might do one run with 10 nodes and a later one with 50, but I want the
>>> same streams for each task.
>>>
>>> The facilities in parallel seem designed to achieve repeatable
>>> randomization for a fixed number of nodes.  Is there a way to get them
>>> to do what I want?
>> I'm thinking maybe I should just ignore the parallel random number stuff
>> and do set.seed(t) before task t.  It's easy to imagine that is not an
>> entirely safe method, however.
>>
>> Ross
>>> The documentation does not explain what nextRNGStream and
>>> nextRNGSubStream do nor how that relates to the initialization done by
>>> clusterSetRNGStream.  For example, if I do nextRNGStream on node 1, do I
>>> get the same stream as is being used on node 2?
>>>
>>> The documentation does not say that calling nextRNGStream actually
>>> resets the seed, though that seems to be implicit in the example (and is
>>> explicit in one book I found on the net).  I'm also unsure if calling
>>> mc.reset.stream() is necessary after calling clusterSetRNGStream.
>>>
>>> Ross Boylan
>>>
>>> P.S. Using R 3.0.1
>>>
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