I am trying to use parallel processing to speed up running many Boosted Regression Trees in R. I am using the BiocParallel package (http://lcolladotor.github.io/2016/03/07/BiocParallel/#.WiqF7bQ-e3c). I have created some dummy data and then set up a function to run two BRT models, which I hoped to time in Serial then in Parallel. However, my Parallel run never seems to complete, while my Serial run only takes about 3 seconds.
##CAN I USE PARALLEL PROCESSING TO SPEED UP BRT'S?
##LOAD PACKAGES
library(BiocParallel)
library(dismo)
library(gbm)
library(MASS)
##CREATE RANDOM, CORRELATED DATA
## FROM https://www.r-bloggers.com/simulating-random-multivariate-correlated-data-continuous-variables/
R = matrix(cbind(1,.80,.2, .80,1,.7, .2,.7,1),nrow=3)
U = t(chol(R))
nvars = dim(U)[1]
numobs = 100
set.seed(1)
random.normal = matrix(rnorm(nvars*numobs,0,1), nrow=nvars, ncol=numobs);
X = U %*% random.normal
newX = t(X)
raw = as.data.frame(newX)
orig.raw = as.data.frame(t(random.normal))
names(raw) = c("response","predictor1","predictor2")
cor(raw)
###########################################################
## MODEL
##########################################################
##WITH FUNCTIONS,
Tc<-c(4, 8) ##Tree Complexities
Lr<-c(0.01) ## Learning Rates
Vars <- split(expand.grid(Tc,Lr),seq(nrow(expand.grid(Tc,Lr))))
brt <- function(x){
a <- gbm.step(raw,gbm.x=c(2:3),gbm.y="response",tree.complexity=x[1],learning.rate=x[2],bag.fraction=0.65, family="gaussian")
b <- data.frame(model=paste("Tc= ",x[1]," _ ","Lr= ",x[2],sep=""), R2=a$cv.statistics$correlation.mean, Dev=a$cv.statistics$deviance.mean)
##Reassign model with unique name
assign(paste("patch.tc",x[1],".lr",x[2],sep=""),a, envir = .GlobalEnv)
assign(paste("RESULTS","patch.tc",x[1],".lr",x[2],sep=""),b, envir = .GlobalEnv)
print(b)
}
############################
###IN Serial
############################
system.time(
lapply(Vars, brt)
)
############################
###IN PARALLEL
############################
system.time(
bplapply(Vars, brt)
)
Some quick comments:
Always avoid assign()
; if you find yourself using it, it's a good sign you're approaching the problem the wrong way.
Assign variables to global environment from within a function (using assign()
or <<-
) is always a bad idea and again, a hint that there is a better solution that you should use.
If you still choose to break 1 and 2 above, it will certainly not work when you use it parallel processing.
Instead, return your values (see below).
That dismo::gbm.step()
function tries to plot by default (plot.main = TRUE
). That will not work (actually invalid) in so called forked parallel processing, which is often the default go-to on Unix and macOS.
Plotting in parallel is often not what you want to do (unless you plot an image file or similar).
To your problem: After modifying your brt()
to (according to 1-6):
brt <- function(x){
a <- gbm.step(raw, gbm.x=c(2:3), gbm.y="response", tree.complexity=x[1], learning.rate=x[2], bag.fraction=0.65, family="gaussian", plot.main = FALSE)
b <- data.frame(model=paste("Tc= ", x[1], " _ ", "Lr= ", x[2], sep=""), R2=a$cv.statistics$correlation.mean, Dev=a$cv.statistics$deviance.mean)
list(a = a, b = b)
}
it works for me bplapply(Vars, brt)
as well as with future::future_lapply(Vars, brt)
. With parallel::parLapply(cl, Vars, brt)
you need to take more care exporting globals.
PS. I would probably just return a
and extract the b
info outside.