Parallelization loop R "repeat" - r

this is my first post on this forum so if I don't do things correctly, please tell me I'm correcting it!
So here's my problem: at the end of one of my R programs, I do a simple loop using "repeat". This loop will perform a series of calculations for each month of the year 137 times, making a total of 1,646 repetitions. This takes time, about 50 minutes.
numero_profil_automatisation = read.csv2("./import_csv/numero_profil_automatisation.csv", header=TRUE, sep=";")
n=1
repeat {
annee="2020"
annee_profil="2020"
mois_de_debut="1"
mois_de_fin="12"
operateur=numero_profil_automatisation[n,1]
profil_choisi=numero_profil_automatisation[n,3]
couplage=numero_profil_automatisation[n,4]
subvention=numero_profil_automatisation[n,5]
type=numero_profil_automatisation[n,6]
seuil=0.05
graine=4356
resultat=calcul_depense(annee,annee_profil,mois_de_debut,mois_de_fin,operateur,
profil_choisi,couplage,subvention,type,graine,seuil)
nom=paste("./resultat_csv/",operateur,an,type,couplage,subvention,
profil,".csv",sep="_")
write.csv2(resultat,nom)
n<-n+1
if (n == 138) break
}
I would like to optimize the code, so I talked to a friend of mine, a computational developer (who doesn't "know" R) who advised me among other things to parallelize the calculations. My new work computer has 4 cores (R detects the 8 logical cores) so I can save a lot of time.
Being an economist-statistician and not a developer, I'm completely uncertain on this subject. I looked at some forums and articles and I found a code that worked on my previous computer which had only 2 cores (R detected the 4 logical cores), it divided the computing time by almost 2, from 2h to 1h. On my new computer, this piece of code doesn't change at all the computing time, with or without this piece of code it runs arround 50 minutes (better processor, more ram memory).
Below are the two lines of code I added just above the code I put above. With of course the packages at the beginning of the code that I can give you
no_cores <- availableCores() - 1
plan(multicore, workers = no_cores)
Do you have any idea why it seemed to work on my previous computer and not on the new one when nothing has changed except the computer? Or a corrective action to take?

Related

Foreach in R: optimise RAM & CPU use by sorting tasks (objects)?

I have ~200 .Rds datasets that I perform various operations on (different scripts) in a pipeline (of multiple scripts). In most of these scripts I've begun with a for loop and upgraded to a foreach. My problem is that the dataset objects are different sizes (x axis is size in mb):
so if I optimise core number usage (I have a 12core 16gbRAM machine at the office and a 16core 32gbRAM machine at home), it'll whip through the first 90 without incident, but then larger files bunch up and max out the total RAM allocation (remember Rds files are compressed so these are larger in RAM than on disk, but the variability in file size at least gives an indication of the problem). This causes workers to crash and typically leaves me with 1 to 3 cores running through the remainder of the big files (using .errorhandling = "pass"). I'm thinking it would be great to optimise the core number based on number and RAM size of workers, and total available RAM, and figured others might have been in a similar dilemma and developed strategies to address this. Some approaches I've thought of but not tried:
Approach 1: first loop or list through the files on disk, potentially by opening & closing them, use object.size() to get their sizes in RAM, sort largest to smallest, cut halfway, reverse the order of the second half, and intersperse them: smallest, biggest, 2nd smallest, 2nd biggest, etc. 2 workers (or any even numbered multiple) should therefore be working on the 'mean' RAM usage. However: worker 1 will finish its job faster than any other job in the stack and then go onto job 3, the 2nd smallest, likely finish that really quickly also then do job 4, the second largest, while worker 2 is still on the largest, meaning that by job 4, this approach has the machine processing the 2 largest RAM objects concurrently, the opposite of what we want.
Approach 2: sort objects by size-in-RAM for each object, small to large. Starting from object 1, iteratively add subsequent objects' RAM usage until total RAM core number is exceeded. Foreach on that batch. Repeat. This would work but requires some convoluted coding (probably a for loop wrapper around the foreach which passes the foreach its task list each time?). Also if there are a lot of tasks which won't exceed the RAM (per my example), the cores limit batching process will mean all 12 or 16 have to complete before the next 12 or 16 are started, introducing inefficiency.
Approach 3: sort small-large per 2. Run foreach with all cores. This will churn through the small ones maximally efficiently until the tasks get bigger, at which point workers will start to crash, reducing the number of workers sharing the RAM and thus increasing the chance the remaining workers can continue. Conceptually this will mean cores-1 tasks fail and need to be re-run, but the code is easy and should work fast. I already have code that checks the output directory and removes tasks from the jobs list if they've already been completed, which means I could just re-run this approach, however I should anticipate further losses and therefore reruns required unless I lower the cores number.
Approach 4: as 3 but somehow close the worker (reduce core number) BEFORE the task is assigned, meaning the task doesn't have to trigger a RAM overrun and fail in order to reduce worker count. This would also mean no having to restart RStudio.
Approach 5: ideally there would be some intelligent queueing system in foreach that would do this all for me but beggars can't be choosers! Conceptually this would be similar to 4, above: for each worker, don't start the next task until there's sufficient RAM available.
Any thoughts appreciated from folks who've run into similar issues. Cheers!
I've thought a bit about this too.
My problem is a bit different, I don't have any crash but more some slowdowns due to swapping when not enough RAM.
Things that may work:
randomize the iterations so that it is approximately evenly distributed (without needing to know the timings in advance)
similar to approach 5, have some barriers (waiting of some workers with a while loop and Sys.sleep()) while not enough memory (e.g. determined via package {memuse}).
Things I do in practice:
always store the results of iterations in foreach loops and test if already computed (RDS file already exists)
skip some iterations if needed
rerun the "intensive" iterations using less cores

R stuck after trying to register clusters with registerDoParallel

I have a piece of R code which never freezes on my laptop, but sometimes (~once per 100 times) it freezes immediately after "registerDoParallel(cl)" while running on the computational cluster. So, ages may pass - it will not move further. Nothing complicated with the computational cluster - just LINUX machine with 32 cores and a lot of RAM. It can freeze even when I try to register cluster with 1 core.
I have tried to use FORK or PSOCK clusters - does not matter, still does not work once per several times. It is pretty difficult to get anything meaningful from log files - it stucks immediately after this command:
library(foreach)
library(doParallel)
numberOfThreads = 4 # may be any number from 1 to e.g. 5
no_cores <- min(detectCores() - 1, numberOfThreads)
cl<-makeCluster(no_cores)#, type="FORK")
registerDoParallel(cl)
print("This message will never be printed if it freezes")
Does somebody have any ideas on why it behaves like that?
UPD: forgot to add - there are plenty of free cores and plenty RAM when this error occurs. Clear solution - https://www.rdocumentation.org/packages/R.utils/versions/2.8.0/topics/withTimeout and repetitive tries to register cluster again and again - but this is sooo ugly.

foreach very slow with large number of values

I'm trying to use foreach to do parallel computations. It works fine if there are a small number of values to iterate over, but at some point it becomes incredibly slow. Here's a simple example:
library(foreach)
library(doParallel)
registerDoParallel(8)
out1 <- foreach(idx=1:1e6) %do%
{
1+1
}
out2 <- foreach(idx=1:1e6) %dopar%
{
1+1
}
out3 <- mclapply(1:1e6,
function(x) 1+1,
mc.cores=20)
out1 and out2 take an incredibly long time to run. Neither of them even spawns multiple threads for as long as I keep them running. out3 spawns the threads almost immediately and runs very quickly. Is foreach doing some sort of initial processing that doesn't scale well? If so, is there is a simple fix? I really prefer the syntax of foreach.
I should also note that the actual code that I'm trying to parallelize is substantially more complicated than 1+1. I only show this as an example because even with this simple code foreach seems to be doing some pre-processing that is incredibly slow.
the forach/doParallel vignette says (to a code much smaller than yours):
Note well that this is not a practical use of doParallel. This is our
“Hello, world” program for parallel computing. It tests that
everything is installed and set up properly, but don’t expect it to
run faster than a sequential for loop, because it won’t! sqrt executes
far too quickly to be worth executing in parallel, even with a large
number of iterations. With small tasks, the overhead of scheduling the
task and returning the result can be greater than the time to execute
the task itself, resulting in poor performance. In addition, this
example doesn’t make use of the vector capabilities of sqrt, which it
must to get decent performance. This is just a test and a pedagogical
example, not a benchmark.
So it might be in the nature of your setting that it is not faster.
Instead try without parallelization but using vectorization:
q <- sapply(1:1e6, function(x) 1 + 1 )
It does exactly the same like your example loops and is done in a second.
And now try this (it does still exactly the same thing exaclty the same times:
x <- rep(1, n=1e6)
r <- x + 1
It adds to 1e6 1s a 1 instantly. (The power of vectorization ...)
The combination of foreach with doParallel is from my personal experience much slower than if you use the bioinformatics BiocParallel package from the repository Bioconda. (I am a bioinformatician and in bioinformatics, we have very often calculation-heavy stuff, since we have single data files of several gigabytes to process - and many of them).
I tried your function using BiocParallel and it uses all assigned CPUs by 100% (tested by running htop during job execution) the entire thing took 17 seconds.
For sure - with your lightweight example, this applies:
the overhead of scheduling the task and returning the result
can be greater than the time to execute the task itself
Anyway, it seems to use the CPUs more thoroughly than doParallel. So use this, if you have calculation-heavy tasks to be get done.
Here the code how I did it:
# For bioconductor packages, the best is to install this:
install.packages("BiocManager")
# Then activate the installer
require(BiocManager)
# Now, with the `install()` function in this package, you can install
# conveniently Bioconductor packages like `BiocParallel`
install("BiocParallel")
# then, activate it
require(BiocParallel)
# initiate cores:
bpparam <- bpparam <- SnowParam(workers=4, type="SOCK") # 4 or take more CPUs
# prepare the function you want to parallelize
FUN <- function(x) { 1 + 1 }
# and now you can call the function using `bplapply()`
# the loop parallelizing function in BiocParallel.
s <- bplapply(1:1e6, FUN, BPPARAM=bpparam) # each value of 1:1e6 is given to
# FUN, note you have to pass the SOCK cluster (bpparam) for the
# parallelization
For more info, go to the vignette of the BiocParallel package.
Look at bioconductor how many packages it provides and all well documented.
I hope this helps you for your future parallel computing stuff.

How to speed up the generation of a latin hypercube (LHS) design

I'm trying to generate an optimized LHS (Latin Hypercube Sampling) design in R, with sample size N = 400 and d = 7 variables, but it's taking forever. My pc is an HP Z820 workstation with 12 cores, 32 Mb RAM, Windows 7 64 bit, and I'm running Microsoft R Open which is a multicore version of R. The code has been running for half an hour, but I still don't see any results:
library(lhs)
lhs_design <- optimumLHS(n = 400, k = 7, verbose = TRUE)
It seems a bit weird. Is there anything I could do to speed it up? I heard that parallel computing may help with R, but I don't know how to use it, and I have no idea if it speeds up only code that I write myself, or if it could speed up an existing package function such as optimumLHS. I don't have to use the lhs package necessarily - my only requirement is that I would like to generate an LHS design which is optimized in terms of S-optimality criterion, maximin metric, or some other similar optimality criterion (thus, not just a vanilla LHS). If worse comes to worst, I could even accept a solution in a different environment than R, but it must be either MATLAB or a open source environment.
Just a little code to check performance.
library(lhs)
library(ggplot2)
performance<-c()
for(i in 1:100){
ptm<-proc.time()
invisible(optimumLHS(n = i, k = 7, verbose = FALSE))
time<-print(proc.time()-ptm)[[3]]
performance<-rbind(performance,data.frame(time=time, n=i))
}
ggplot(performance,aes(x=n,y=time))+
geom_point()
Not looking too good. It seems to me you might be in for a very long wait indeed. Based on the algorithm, I don't think there is a way to speed things up via parallel processing, since to optimize the separation between sample points, you need to know the location of the all the sample points. I think your only option for speeding this up will be to take a smaller sample or get (access)a faster computer. It strikes me that since this is something that only really has to be done once, is there a resource where you could just get a properly sampled and optimized distribution already computed?
So it looks like ~650 hours for my machine, which is very comparable to yours, to compute with n=400.

Why is Unix/Terminal faster than R?

I'm new to Unix, however, I have recently realized that very simple Unix commands can do very simple things to large data set very very quickly. My question is why are these Unix commands so fast relative to R?
Let's begin by assuming that the data is big, but not larger than the amount of RAM on your computer.
Computationally, I understand that Unix commands are likely faster than their R counterparts. However, I can't imagine that this would explain the entire time difference. After all basic R functions, like Unix commands, are written in low-level languages like C/C++.
I therefore suspect that the speed gains have to do with I/O. While I only have a basic understanding of how computers work, I do understand that to manipulate data it most first be read from disk (assuming the data is local). This is slow. However, regardless of whether you use R functions or Unix commands to manipulate data both most obtain the data from disk.
Therefore I suspect that how data is read from disk, if that even makes sense, is what is driving the time difference. Is that intuition correct?
Thanks!
UPDATE: Sorry for being vague. This was done on purpose, I was hoping to discuss this idea in general, rather than focus on a specific example.
Regardless, I'll generate an example of counting the number of rows
First I'll generate a big data set.
row = 1e7
col = 50
df<-matrix(rpois(row*col,1),row,col)
write.csv(df,"df.csv")
Doing it with Unix
time wc -l df.csv
real 0m12.261s
user 0m1.668s
sys 0m2.589s
Doing it with R
library(data.table)
system.time({ nrow(fread("df.csv")) })
...
user system elapsed
26.77 1.67 47.07
Notice that elapsed/real > user + system. This suggests that the CPU is waiting on the disk.
I suspected the slow speed of R has to do with reading the data in. It appears that I'm right:
system.time(fread("df.csv"))
user system elapsed
34.69 2.81 47.41
My question is how is the I/O different for Unix and R. Why?
I'm not sure what operations you're talking about, but in general, more complex processing systems like R use more complex internal data structures to represent the data being manipulated, and constructing these data structures can be a big bottleneck, significantly slower than the simple lines, words, and characters that Unix commands like grep tend to operate on.
Another factor (depending on how your scripts are set up) is whether you're processing the data one thing at a time, in "streaming mode", or reading everything into memory. Unix commands tend to be written to operate in pipelines, and to read a small piece of data (usually one line), process it, maybe write out a result, and move on to the next line. If, on the other hand, you read the entire data set into memory before processing it, then even if you do have enough RAM, allocating and organizing all the necessary memory can be very expensive.
[updated in response to your additional information]
Aha. So you were asking R to read the whole file into memory at once. That accounts for much of the difference. Let's talk about a few more things.
I/O. We can think about three ways of reading characters from a file, especially if the style of processing we're doing affects the way that's most convenient to do the reading.
Unbuffered small, random reads. We ask the operating system for 1 or a few characters at a time, and process them as we read them.
Unbuffered large, block-sized reads. We ask the operating for big chunks of memory -- usually of a size like 1k or 8k -- and chew on each chunk in memory before asking for the next chunk.
Buffered reads. Our programming language gives us a way of asking for as many characters as we want out of an intermediate buffer, and code that's built into the language ("library" code) automatically takes care of keeping that buffer full by reading large, block-sized chunks from the operating system.
Now, the important thing to know is that the operating system would much rather read big, block-sized chunks. So #1 can be drastically slower than 2 and 3. (I've seen factors of 10 or 100.) But no well-written programs use #1, so we can pretty much forget about it. As long as you're using 2 or 3, the I/O speed will be roughly the same. (In extreme cases, if you know what you're doing, you can get a little efficiency increase by using 2 instead of 3, if you can.)
Now let's talk about the way each program processes the data. wc has basically 5 steps:
Read characters one at a time. (I can assure you it uses method 3.)
For each character read, add one to the character count.
If the character read was a newline, add one to the line count.
If the character read was or wasn't a word-separator character, update the word count.
At the very end, print out the counts of lines, words, and/or characters, as requested.
So as you can see it's all I/O and very simple, character-based processing. (The only step that's at all complicated is 4. As an exercise, I once wrote a version of wc that contrived not to do all of steps 2, 3, and 4 inside the read loop if the user didn't ask for all the counts. My version did indeed run significantly faster if you invoked wc -c or wc -l. But obviously the code was significantly more complicated.)
In the case of R, on the other hand, things are quite a bit more complicated. First, you told it to read a CSV file. So as it reads, it has to find the newlines separating lines and the commas separating columns. That's roughly equivalent to the processing that wc has to do. But then, for each number that it finds, it has to convert it into an internal number that it can work with efficiently. For example, if somewhere in the CSV file occurs the sequence
...,12345,...
R is going to have to read those digits (as individual characters) and then do the equivalent of the math problem
1 * 10000 + 2 * 1000 + 3 * 100 + 4 * 10 + 5 * 1
to get the value 12345.
But there's more. You asked R to build a table. A table is a specific, highly regular data structure which orders all the data into rigid rows and columns for efficient lookup. To see how much work that can be, let's use a slightly far-fetched hypothetical real-world example.
Suppose you're a survey company and it's your job to ask people walking by on the street certain questions. But suppose that the questions are complicated enough that you need all the people seated in a classroom at once. (Suppose further that the people don't mind this inconvenience.)
But first you have to build that classroom. You're not sure how many people are going to walk by, so you build an ordinary classroom, with room for 5 rows of 6 desks for 30 people, and you haul in the desks, and the people start filing in, and after 30 people file in you notice there's a 31st, so what do you do? You could ask him to stand in the back, but you're kind of fixated on the rigid-rows-and-columns idea, so you ask the 31st person to wait, and you quickly call the builders and ask them to build a second 30-person classroom right next to the first, and now you can accept the 31st person and in fact 29 more for a total of 60, but then you notice a 61st person.
So you ask him to wait, and you call the builders back again, and you have them build two more classrooms, so now you've got a nice 2x2 grid of 30-person classrooms, but the people keep coming and soon enough the 121st person shows up and there's not enough room and you still haven't even started asking your survey questions yet.
So you call some fancier builders that know how to do steelwork and you have them build a big 5-story building next door with 50-person classrooms, 5 on each floor, for a total of 50 x 5 x 5 = 1,250 desks, and you have the first 120 people (who've been waiting patiently) file out of the old rooms into the new building, and now there's room for the 121st person and quite a few more behind him, and you hire some wreckers to demolish the old classrooms and recycle some of the materials, and the people keep coming and pretty soon there's 1,250 people in your new building waiting to be surveyed and the 1,251st has just showed up.
So you build a giant new skyscraper with 1,000 desks on each floor and 100 floors, and you demolish the old 5-story building, but the people keep coming, and how big did you say your big data set was? 1e7 x 50? So I don't think the 100-story building is going to be big enough, either. (And when you're all done with all this, the only "survey question" you're going to ask is "How many rows are there?")
Contrived as it may seem, this is actually not too bad an analogy for what R is having to do internally to build the table to store that data set in.
Meanwhile, Bob's discount survey company, who can only tell you how many people he surveyed and how many were men and women and in which age brackets, is down there on the streetcorner, and the people are filing by, and Bob is jotting down tally marks on his clipboards, and the people, once surveyed, are walking away and going about their business, and Bob isn't wasting time and money building any classrooms at all.
I don't know anything about R, but see if there's a way to construct an empty 1e7 x 50 matrix up front, and read the CSV file into it. You might find that significantly quicker. R will still have to do some building, but at least it won't have any false starts.

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