Re: [R] Optim seems not to work properly in foreach
Hi Ilai,
after you sent this message I tried your code as well and it worked. As a
result, I reconsidered the code written by me and of course also found the
error in my function simulateEKOP. So for other people assuming errors or ill
behavior in base functions: Forget it: these functions are tested this often,
that the probabilitty is almost 1, the error is in your own code.
Thanks for the help
Simon
On Jun 3, 2013, at 10:53 PM, ilai ke...@math.montana.edu wrote:
On Mon, Jun 3, 2013 at 11:37 AM, Simon Zehnder szehn...@uni-bonn.de
... [Some not minimal, self contained, reproducible code]...
Data simulation and thecreation of startpar works fine, but the parameters in
res$par are always the start parameters. If I run the same commands directly
on the shell I get in res$par the optimized parameters - only inside the
foreach loop optim seems not to work. What could that be?
Don't know, but but this makes me doubt it has anything to do with optim
being inside foreach:
fr - function(x) {
x1 - x[1] ; x2 - x[2]
100 * (x2 - x1 * x1)^2 + (1 - x1)^2
}
grr - function(x) {
x1 - x[1] ; x2 - x[2]
c(-400 * x1 * (x2 - x1 * x1) - 2 * (1 - x1) , 200 * (x2 - x1 * x1))
}
library(doMC)
registerDoMC(2)
RNGkind(L'Ecuyer)
set.seed(54321)
foreach(i = 1:2) %do% {
ret - foreach(j = 1:2) %do%{
strtpar - c(-2,2)+rnorm(2)
optim(strtpar, fr, grr, method =
L-BFGS-B,control=list(trace=TRUE))$par
}
ret
}
Also, wouldn't you want to register 4 cores by default if nesting 2 loops of
2 ? (to comment on the wisdom of doing so in terms of overhead is beyond my
expertise)
HTH
Best
Simon
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[R] Optim seems not to work properly in foreach
Hi guys,
I am working now for several years in R and I would say I manage things pretty
easily, but with the foreach loop I have my problems. I call for a simulation a
double foreach loop and this works fine. Inside the second loop (which I plan
to parallelize later on) I call Rs optim-function:
simulateML - function(sim.it = 250, input.path,
output.path, T = 390, ncore = 2) {
## load packages ##
library(mmstruct)
library(doMC)
library(foreach)
## read input parameters ##
input - read.csv(input.path, header = FALSE)
## create container to store results ##
results - data.frame(NA, nrow = NROW(input) * sim.it, ncol = 12)
## initialize the parallel backend ##
registerDoMC(ncore)
result.list - foreach(i = 1:2) %do% {
input - as.matrix(input)
input.row - input[i, ]
list - foreach(i = 1:2, .combine = rbind, .packages =
c(mmstruct, stats)) %do% {
data - simulateEKOP(size = input.row[1], alpha =
input.row[2],
epsilon = input.row[1], delta =
input.row[4],
mu = input.row[5], T = T)
data - data[,4]
## create start values ##
tmp - mean(data)/T
startpar - c(0, tmp * 0.75/2, tmp * 0.25/2)
## set options for optimization ##
optim_fn- computeKokotLik
optim_method- L-BFGS-B
optim_lower - c(-1e+7, 0, 0)
optim_upper - rep(1e+7, 3)
optim_fnscale - -1
optim_maxit - 200
optim_ctrl - list(fnscale = optim_fnscale, maxit
= optim_maxit)
## start optimization ##
res - optim(par = startpar, fn = optim_fn, data =
data, T = T,
methodLik = approx, method =
optim_method,
lower = optim_lower, upper =
optim_upper,
control = optim_ctrl, hessian = TRUE)
res$par
}
print(list)
}
}
Data simulation and thecreation of startpar works fine, but the parameters in
res$par are always the start parameters. If I run the same commands directly on
the shell I get in res$par the optimized parameters - only inside the foreach
loop optim seems not to work. What could that be?
Best
Simon
__
R-help@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.
Re: [R] Optim seems not to work properly in foreach
On Mon, Jun 3, 2013 at 11:37 AM, Simon Zehnder szehn...@uni-bonn.de
... [Some not minimal, self contained, reproducible code]...
Data simulation and thecreation of startpar works fine, but the parameters
in res$par are always the start parameters. If I run the same commands
directly on the shell I get in res$par the optimized parameters - only
inside the foreach loop optim seems not to work. What could that be?
Don't know, but but this makes me doubt it has anything to do with optim
being inside foreach:
fr - function(x) {
x1 - x[1] ; x2 - x[2]
100 * (x2 - x1 * x1)^2 + (1 - x1)^2
}
grr - function(x) {
x1 - x[1] ; x2 - x[2]
c(-400 * x1 * (x2 - x1 * x1) - 2 * (1 - x1) , 200 * (x2 - x1 * x1))
}
library(doMC)
registerDoMC(2)
RNGkind(L'Ecuyer)
set.seed(54321)
foreach(i = 1:2) %do% {
ret - foreach(j = 1:2) %do%{
strtpar - c(-2,2)+rnorm(2)
optim(strtpar, fr, grr, method =
L-BFGS-B,control=list(trace=TRUE))$par
}
ret
}
Also, wouldn't you want to register 4 cores by default if nesting 2 loops
of 2 ? (to comment on the wisdom of doing so in terms of overhead is beyond
my expertise)
HTH
Best
Simon
__
R-help@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.
[[alternative HTML version deleted]]
__
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
