checkpointing

On Tue, 3 Jan 2006, Kasper Daniel Hansen wrote:

On Jan 3, 2006, at 9:36 AM, Brian D Ripley wrote:

I use save.image() or save(), which seem exactly what you are  
asking for.

I have the (perhaps unsupported) impression that Ross wanted to  
save the progress during the optim run. Since it spends most of  
its time in the .Internal(optim(***)) call, save/save.image would  
not work.

It certainly does not!  It is most likely spending time in the  
callbacks to evaluate the function/gradient.  We have used save()  
to save the current information (e.g. current parameter values)  
from inside optim so a restart could be done, but then I have only  
once encountered someone running a single optimization for over a  
week: there normally are ways to speed things up.

/Kasper

On Mon, 2 Jan 2006, Ross Boylan wrote:

I would like to checkpoint some of my calculations in R,  
specifically
those using optim.  As far as I can tell, R doesn't have this  
facility,
and there seems to have been little discussion of it.
checkpointing is saving enough of the current state so that work  
can
resume where things were left off if, to take my own example,  
the system
crashes after 8 days of calculation.
My thought is that this could be added as an option to optim as  
one of
the control parameters.
I thought I'd check here to see if anyone is aware of any work  
in this
area or has any thoughts about how to proceed.  In particular,  
is save a
reasonable way to save a few variables to disk?  I could also  
make the
code available when/if I get it working.

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595