Microsoft Open R (Revolution R) using Two CPUs each with Multple Cores

Question

Good morning.

I know it's relatively easy to spread the computation of a monte carlo simulation across multiple cores on one CPU using Microsoft Open R (running Windows 10), but can you run the processing across 2 CPUs each with say 12 cores on one machine?

Thank you

Answer 1

So if you are using the Microsoft RevoUtilsMath package, you will get multi-threading "for free" on a multi-processor, multicore machine. See more here. There are also CRAN packages available to support multicore. Couple of examples: here, and here.

If you use Microsoft R Server, the RevoScaleR functions are parallel.