[R-sig-ME] Computational speed - MCMCglmm/lmer

[Paul Johnson]

On Sat, Jun 19, 2010 at 10:42 AM, David Atkins <datkins at u.washington.edu> wrote:
>
> Hi all--
>
> I use (g)lmer and MCMCglmm on a weekly basis, and I am wondering about
> options for speeding up their computations.  This is primarily an issue with
> MCMCglmm, given the many necessary MCMC iterations to get to convergence on
> some problems.  But, even with glmer(), I have runs that get into 20-30
> minutes.
>
> 3. "Optimized" BLAS: There's a bit of discussion about optimized BLAS (basis
> linear algebra... something).  However, these discussions note that there is
> no generally superior BLAS.  Not sure whether specific BLAS might be
> optimized for GLMM computations.
>
> 4. Parallel computing: With multi-core computers, looks like there are some
> avenues for splitting intensive computations across processors.

Hi, Dave:

I've wondered this same thing. I replaced the base R BLAS with
GOTOBLAS2 and ATLAS and both are much faster than R's base BLAS.  In
Gotoblas2, computation is about 10 x faster on linear algebra
problems, especially on the kinds of problems where it can  thread
computations across all cores.  The BLAS library from Atlas does not
seem to thread, so it is not quite so fast.

In either case, I've tested your example on this Lenovo T61 laptop
with dual core Pentium that maxes out at 2.4GHz,

To calculate your model with the base R BLAS:

drk.glmer

 user  system elapsed
 29.920   0.120  30.245


The time elapsed with the optimized BLAS is not so much faster as I
had expected. With Atlas it is:

   user  system elapsed
 25.660   0.100  25.784

Gotoblas2 is almost identical, I'm quite surprised.  On other tests
I've done, it supplies a more noticeable speedup because it can go
multi core when needed.  I was monitoring the CPU and the calculations
all stay on one core.

   user  system elapsed
 25.670   0.050  25.725

Well, if you use Atlas or GOTOBLAS2, you can expect a speedup of about 1/6th.

I made the mistake of running that example with MCMCglmm in your code.
 The system is locked in mortal combat with that.  I didn't notice
your time was 1208. before I started that one.  :(

pj

-- 
Paul E. Johnson
Professor, Political Science
1541 Lilac Lane, Room 504
University of Kansas