[R-sig-hpc] doParallel: RNG not reproducible
Frank Weber
|r@nk@weber @end|ng |rom tu-dortmund@de
Thu Feb 6 10:59:38 CET 2020
Hi everyone,
I am uncertain how to correctly set up the package "doParallel" for
getting reproducible results in random number generation (RNG). If I run
the following code repeatedly in a fresh R session, then at some point,
the stopifnot() check produces an error (indicating the results have
changed):
### Start R code
library(doParallel)
n_slaves <- 8L
cl_obj <- makeCluster(n_slaves)
registerDoParallel(cl_obj)
clusterSetRNGStream(cl_obj, iseed = 2373632L)
rng_res <- foreach(
icount(as.integer(n_slaves + floor(n_slaves / 2))),
.combine = "cbind"
) %dopar% {
c(runif(1), rnorm(1))
}
if(!file.exists("rng_res.rds")){
saveRDS(rng_res, file = "rng_res.rds")
} else{
rng_res_old <- readRDS(file = "rng_res.rds")
stopifnot(identical(rng_res, rng_res_old))
}
### End R code
When inspecting the results in detail (between two runs with differing
results), it seems that the allocation of computational tasks (i.e. loop
iterations) to cluster workers is swapped. For example, in one run, I get:
### Start output
result.1 result.2 result.3 result.4 result.5 result.6
result.7 result.8 result.9 result.10 result.11
[1,] 0.8720487 0.4791119 0.7671285 0.2306335 0.2470827 0.7042595
0.2103175 0.6149857 0.2153797 0.5944501 0.1431205
[2,] 1.3970093 -2.1914685 0.2847861 -2.1083101 -1.0850567 0.1582748
-1.2820137 0.2153303 0.9401810 0.5049244 -1.1084520
result.12
[1,] 0.53079192
[2,] -0.05597698
### End output
and in another run, I get:
### Start output
result.1 result.2 result.3 result.4 result.5 result.6
result.7 result.8 result.9 result.10 result.11
[1,] 0.8720487 0.4791119 0.7671285 0.2306335 0.2470827 0.7042595
0.2103175 0.6149857 0.2153797 0.5944501 0.53079192
[2,] 1.3970093 -2.1914685 0.2847861 -2.1083101 -1.0850567 0.1582748
-1.2820137 0.2153303 0.9401810 0.5049244 -0.05597698
result.12
[1,] 0.1431205
[2,] -1.1084520
### End output
As one can see, columns 11 and 12 are swapped. Thus, it seems to me that
the allocation of computational tasks to cluster workers is not fixed. In
the package "doMPI", the documentation states that this fixation is
handled by argument "defaultopts$seed" in startMPIcluster(). Is there a
similar function/argument/option in "doParallel"? According to the
documentation of "doParallel", such a function/argument/option does not
exist. But then, how do I get reproducible results in "doParallel"?
My sessionInfo():
### Start output
R version 3.6.2 (2019-12-12)
Platform: x86_64-w64-mingw32/x64 (64-bit)
Running under: Windows 10 x64 (build 18363)
Matrix products: default
locale:
[1] LC_COLLATE=German_Germany.1252 LC_CTYPE=German_Germany.1252
LC_MONETARY=German_Germany.1252
[4] LC_NUMERIC=C LC_TIME=German_Germany.1252
attached base packages:
[1] parallel stats graphics grDevices utils datasets methods
base
other attached packages:
[1] doParallel_1.0.15 iterators_1.0.12 foreach_1.4.7
loaded via a namespace (and not attached):
[1] compiler_3.6.2 tools_3.6.2 codetools_0.2-16
### End output
Note: I am using RStudio. Perhaps this might be important.
Thanks in advance and best regards,
Frank Weber
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