Running PLSR predictions parallel in R using foreach - r

Question

Users,
I am looking for a solution to "parallelize" my PLSR predictions in order to save pprocessing time. I was trying to use the "foreach" construct with "doPar" (cf. 2nd part of code below), but I was unable to allocate the predicted values as well as the model performance parameters (RMSEP) to the output variable.
The code:
set.seed(10000) # generate some data...
mat <- replicate(100, rnorm(100))
y <- as.matrix(mat[,1], drop=F)
x <- mat[,2:100]
eD <- dist(x, method = "euclidean") # distance matrix to find close samples
eDm <- as.matrix(eD)
kns <- matrix(NA,nrow(x),10) # empty matrix to allocate 10 closest samples
for (i in 1:nrow(eDm)) { # identify closest samples in a loop and allocate to kns
kns[i,] <- head(order(eDm[,i]), 11)[-1]
}
So far I consider the code as "safe", but the next part is challenging me, since I never used the "foreach" construct before:
library(pls)
library(foreach)
library(doParallel)
cl <- makeCluster(2)
registerDoParallel(cl)
out <- foreach(j = 1:nrow(mat), .combine="rbind", .packages="pls") %dopar% {
pls <- plsr(y ~ x, ncomp=5, validation="CV", , subset=kns[j,])
predict(pls, ncomp=5, newdata=x[j,,drop=F])
RMSEP(pls, estimate="CV")$val[1,1,5]
}
stopCluster(cl)
As I understand, the code line starting with "RMSEP(pls,..." is simply overwriting the previously written data from the "predict" code line. Somehow I was assuming the .combine option would take care of this?
Many thanks for your help!
Best, Chega

Answer 1

If you want to return two objects from the body of a foreach loop, you need to put them into an object such as a list:
out <- foreach(j = 1:nrow(mat), .packages="pls") %dopar% {
pls <- plsr(y ~ x, ncomp=5, validation="CV", , subset=kns[j,])
list(p=predict(pls, ncomp=5, newdata=x[j,,drop=F]),
r=RMSEP(pls, estimate="CV")$val[1,1,5])
}
Only the "final value" of the loop body is returned to the master and then processed by the .combine function.
Note that I removed the .combine argument so that the result will be a list of lists of length 2. It's not clear to me that rbind is the appropriate function to use to process the results.

Answer 2

Since this question was originally answered, the pls package has been modified to allow the cross-validation to be run in parallel. The implementation is trivially easy--simply a matter of defining either a persistent cluster, or the number of cores to use in a transient cluster, in pls.options.
If transient clusters are used, implementation literally requires only two lines of code:
library(parallel)
pls.options(parallel=NumberOfCoresToUse)
No changes to the output variables are needed.
I haven't checked whether parallelizing at the calibration level, as in the question, would be more efficient. I suspect it would be, particularly when the number of calibration iterations is much larger than the number of cross-validation steps (especially when the number of CVs isn't a multiple of the number of cores used), but this approach is so straightforward that the extra coding effort may not be worth it.