[R] Eleaps in package subselect crashes when using include arguement

2012-07-26 Thread Nathan Stephens
I'm using eleaps to build a forward selection algorithm iteratively, but
the program unexpectedly crashes. In fact, it completely closes my session
in RStudio. The first 39 steps work fine, but on the 40th step, it
unexpectedly stops with no errors. I've isolated the error to the code
snippit below. There are 39 predictors, and I'm searching for the 40th
best. I've passed in a fisher information matrix and the H matrix. I can't
figure out why the process is stopping at the 40th iteration.

include<-scan()
1 2 3 5 8 16 18 19 25 32 33 34 36 37 38 40 41 42 46 49 52 54 55 58 60 62 63
66 67 70 72 74 78 81 83 88 89 100 105
lps <- eleaps(x$mat, 40, 40, 1, NULL, include, H=x$H, r=1)

--Nathan

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[R] Optimization inconsistencies

2012-05-17 Thread Nathan Stephens
I have a very simple maximization problem where I'm solving for the vector
x:

objective function:
w'x = value to maximize

box constraints (for all elements of w):
low < x < high

equality constraint:
sum(x) = 1

But I get inconsistent results depending on what starting values I. I've
tried various packages but none seem to bee the very solver in Excel. Any
recommendations on what packages or functions I should try?

--Nathan

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[R] glmnet sparse matrix error: dim specifies too large an array

2012-04-23 Thread Nathan Stephens
I'm running into an unexpected error using the glmnet and Matrix packages.

I have a matrix that is 8 million rows by 100 columns with 75% of the
entries being zero. When I run a vanilla glmnet logistic model on my server
with 300 GB of RAM, the task completes in 20 minutes:

> x # 8 million x 100 matrix
> model1 <- glmnet(x,y,'binomial',alpha=1) # run time 20 minutes

But if I convert the matrix to a sparse matrix using the Matrix package,
the model does not run at all:

> x2 <- Matrix(x,sparse=T) # 75% sparse
> model2 <- glmnet(x2,y,'binomial',alpha=1) # error
Error in array(0, c(n, p)) : 'dim' specifies too large an array

This result is the opposite of what I might have expected. The non-sparse
data runs fine, but the sparse data fails because it is "too large". Is
this a glmnet issue or an R memory issue? Is there a way to fix this in
glmnet?

--Nathan

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[R] What is the largest in memory data object you've worked with in R?

2010-06-04 Thread Nathan Stephens
For me, I've found that I can easily work with 1 GB datasets.  This includes
linear models and aggregations.  Working with 5 GB becomes cumbersome.
Anything over that, and R croaks.  I'm using a dual quad core Dell with 48
GB of RAM.

I'm wondering if there is anyone out there running jobs in the 100 GB
range.  If so, what does your hardware look like?

--Nathan

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[R] Min hash

2010-01-25 Thread Nathan Stephens
Anyone know of a min hash algorithm written in R?

--Nathan

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[R] Server hanging despite efforts to correct memory limits

2010-01-19 Thread Nathan Stephens
My group is working with datasets between 100 Mb and 1 GB in size, using
multiple log ins.  From the documentation, it appears that vsize is limited
to 2^30-1, which tends to prove too restrictive for our use.  When we drop
that restriction (set vsize = NA) we end up hanging the server, which
requires a restart.  Is there any way to increase the memory limits on R
while keeping our jobs from hanging?  Having to restart the server is a
major inconvenience, second only to memory limitations in R.

> mem.limits()
nsize vsize
1NA

> mem.limits(vsize=2^30)
 nsize  vsize
 1 1073741824

> mem.limits(vsize=2^31)
 nsize  vsize
 1 1073741824
Warning message:
In structure(.Internal(mem.
limits(as.integer(nsize), as.integer(vsize))),  :
  NAs introduced by coercion

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[R] R jobs keep hanging linux server despite mem.limits modifcations

2010-01-18 Thread Nathan Stephens
My group is working with datasets between 100 Mb and 1 GB in size, using
multiple log ins.  From the documentation, it appears that vsize is limited
to 2^30-1, which tends to prove too restrictive for our use.  When we drop
that restriction (set vsize = NA) we end up hanging the server, which
requires a restart.  Is there any way to increase the memory limits on R
while keeping our jobs from hanging?  Having to restart the server is a
major inconvenience, second only to memory limitations in R.

> mem.limits()
nsize vsize
1NA

> mem.limits(vsize=2^30)
 nsize  vsize
 1 1073741824

> mem.limits(vsize=2^31)
 nsize  vsize
 1 1073741824
Warning message:
In structure(.Internal(mem.limits(as.integer(nsize), as.integer(vsize))),  :
  NAs introduced by coercion


--Nathan

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