Hi there, I have a largish optimisation problem (10 years of daily observations). I want to optimise between 4 and 6 parameters. I'd like to utilise parallel computing if I can as I will have to run it with different starting values etc. I have a quad core PC with 16GB ram running windows 7. Having done a little reading it seems the two best options for me are: 1.) Use the academic version of REvolution R enterprise which will let me run the code in parallel on my own PC. 2.) Or install Unubtu and use Segue and Amazon EC2 (or some equivalent). Just to get an idea how much faster is option 2 liable to be (given that its slightly more difficult to set up). Is it realistic to have a dual boot on my PC? Thanks Baz -- View this message in context: http://r.789695.n4.nabble.com/Parallel-R-tp4643175.html Sent from the R help mailing list archive at Nabble.com.
Parallel R
5 messages · Bazman76, R. Michael Weylandt, Whit Armstrong
On Fri, Sep 14, 2012 at 6:00 PM, Bazman76 <h_a_patience at hotmail.com> wrote:
Hi there, I have a largish optimisation problem (10 years of daily observations). I want to optimise between 4 and 6 parameters. I'd like to utilise parallel computing if I can as I will have to run it with different starting values etc. I have a quad core PC with 16GB ram running windows 7. Having done a little reading it seems the two best options for me are: 1.) Use the academic version of REvolution R enterprise which will let me run the code in parallel on my own PC. 2.) Or install Unubtu and use Segue and Amazon EC2 (or some equivalent). Just to get an idea how much faster is option 2 liable to be (given that its slightly more difficult to set up). Is it realistic to have a dual boot on my PC?
"Regular" R allows for parallel computation also on all supported platforms (including Windows)... look at the included 'parallel' package. Some optimizers (DEoptim perhaps?) will have auto-parallelization available as well. Cheers, Michael
Thanks Baz -- View this message in context: http://r.789695.n4.nabble.com/Parallel-R-tp4643175.html Sent from the R help mailing list archive at Nabble.com.
______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Thanks for that I hadn't realised parallel could run on windows Pc's. The code is differential evolution but its not part of a package. Still I would like to be able to use cloud computing if possible, any thoughts on the easiest way to achieve that using a windows based PC? Found this blog which seems to give pretty clear instructions: http://travisnelson.net/2011/05/05/ec2-micro-instance-of-rstudio/ and was also recommended cloudRmpi package. Have you experience with either of these? -- View this message in context: http://r.789695.n4.nabble.com/Parallel-R-tp4643175p4643186.html Sent from the R help mailing list archive at Nabble.com.
On Fri, Sep 14, 2012 at 7:22 PM, Bazman76 <h_a_patience at hotmail.com> wrote:
Thanks for that I hadn't realised parallel could run on windows Pc's. The code is differential evolution but its not part of a package. Still I would like to be able to use cloud computing if possible, any thoughts on the easiest way to achieve that using a windows based PC?
Why does your local operating system dictate the backend OS used by the cloud servers? I'd use what your servers already have on them -- R should run more or less identically. (For the record, I believe linux backends will be more performant in general)
Found this blog which seems to give pretty clear instructions: http://travisnelson.net/2011/05/05/ec2-micro-instance-of-rstudio/ and was also recommended cloudRmpi package. Have you experience with either of these?
Please quote context for the (vast majority of) readers who don't use Nabble. No, I don't have experience with those, but you may try the R-SIG-HPC list for a more focused audience. Cheers, Michael
I addition to Michael's suggestions, you can also check out this tutorial which shows how to use lapply into EC2. http://www.rinfinance.com/agenda/2012/workshop/WhitArmstrong.pdf Unfortunately, rzmq is not available on windows, so this may not be the best solution for your setup. -Whit
On Fri, Sep 14, 2012 at 2:22 PM, Bazman76 <h_a_patience at hotmail.com> wrote:
Thanks for that I hadn't realised parallel could run on windows Pc's. The code is differential evolution but its not part of a package. Still I would like to be able to use cloud computing if possible, any thoughts on the easiest way to achieve that using a windows based PC? Found this blog which seems to give pretty clear instructions: http://travisnelson.net/2011/05/05/ec2-micro-instance-of-rstudio/ and was also recommended cloudRmpi package. Have you experience with either of these? -- View this message in context: http://r.789695.n4.nabble.com/Parallel-R-tp4643175p4643186.html Sent from the R help mailing list archive at Nabble.com.
______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.