Re: [Rcpp-devel] Grid Search in RcppParallel
Envoyé de mon iPhone
Le 5 oct. 2014 à 07:51, Jeffrey Wong jeff.ct.w...@gmail.com a écrit :
I am trying to use RcppParallel to do a fast grid search. The idea is to
construct a matrix using R's expand.grid, then for each row of that matrix,
x, call f(x). For simplicity the function f will always return a double.
Since Rcpp can call an R function I was hoping RcppParallel would allow me to
use a parallelFor to process the rows of the grid quickly. However, it keeps
crashing R, and I am wondering if this is because an R function cannot be
passed to RcppParallel?
You definitely cannot call an R function concurrently.
require(Rcpp)
require(RcppParallel)
grid = as.matrix(expand.grid(a = 1:5, b = 1:5))
foo = function(pars) {pars[1]^2 + pars[2]^2}
RcppParallelGridSearch(grid, foo)
in .cpp file
#include Rcpp.h
using namespace Rcpp;
// [[Rcpp::depends(RcppParallel)]]
#include RcppParallel.h
using namespace RcppParallel;
struct GridSearch : public Worker
{
// source matrix
const RMatrixdouble grid;
const Function f;
// destination vector
RVectordouble output;
// initialize with source and destination
GridSearch(const NumericMatrix grid, const Function f, NumericVector
output)
: grid(grid), f(f), output(output) {}
// take the square root of the range of elements requested
void operator()(std::size_t begin, std::size_t end) {
for (std::size_t i = begin; i end; i++) {
RMatrixdouble::Row parameters = grid.row(i);
output[i] = asdouble(f(parameters));
}
}
};
// [[Rcpp::export]]
NumericVector RcppParallelGridSearch(NumericMatrix grid, Function f) {
// allocate the output matrix
NumericVector output(grid.nrow());
// SquareRoot functor (pass input and output matrixes)
GridSearch gridSearch(grid, f, output);
// call parallelFor to do the work
parallelFor(0, grid.nrow(), gridSearch);
// return the output matrix
return output;
}
--
Jeffrey Wong
My portfolio: http://jeffreycwong.com
___
Rcpp-devel mailing list
Rcpp-devel@lists.r-forge.r-project.org
https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/rcpp-devel
___
Rcpp-devel mailing list
Rcpp-devel@lists.r-forge.r-project.org
https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/rcpp-devel
Re: [Rcpp-devel] Grid Search in RcppParallel
For executing R code in parallel you you may want to take a look at
multicore (part of the parallel package built in to R).
On Sun, Oct 5, 2014 at 1:51 AM, Jeffrey Wong jeff.ct.w...@gmail.com wrote:
I am trying to use RcppParallel to do a fast grid search. The idea is to
construct a matrix using R's expand.grid, then for each row of that matrix,
x, call f(x). For simplicity the function f will always return a double.
Since Rcpp can call an R function I was hoping RcppParallel would allow me
to use a parallelFor to process the rows of the grid quickly. However, it
keeps crashing R, and I am wondering if this is because an R function cannot
be passed to RcppParallel?
require(Rcpp)
require(RcppParallel)
grid = as.matrix(expand.grid(a = 1:5, b = 1:5))
foo = function(pars) {pars[1]^2 + pars[2]^2}
RcppParallelGridSearch(grid, foo)
in .cpp file
#include Rcpp.h
using namespace Rcpp;
// [[Rcpp::depends(RcppParallel)]]
#include RcppParallel.h
using namespace RcppParallel;
struct GridSearch : public Worker
{
// source matrix
const RMatrixdouble grid;
const Function f;
// destination vector
RVectordouble output;
// initialize with source and destination
GridSearch(const NumericMatrix grid, const Function f, NumericVector
output)
: grid(grid), f(f), output(output) {}
// take the square root of the range of elements requested
void operator()(std::size_t begin, std::size_t end) {
for (std::size_t i = begin; i end; i++) {
RMatrixdouble::Row parameters = grid.row(i);
output[i] = asdouble(f(parameters));
}
}
};
// [[Rcpp::export]]
NumericVector RcppParallelGridSearch(NumericMatrix grid, Function f) {
// allocate the output matrix
NumericVector output(grid.nrow());
// SquareRoot functor (pass input and output matrixes)
GridSearch gridSearch(grid, f, output);
// call parallelFor to do the work
parallelFor(0, grid.nrow(), gridSearch);
// return the output matrix
return output;
}
--
Jeffrey Wong
My portfolio: http://jeffreycwong.com
___
Rcpp-devel mailing list
Rcpp-devel@lists.r-forge.r-project.org
https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/rcpp-devel
___
Rcpp-devel mailing list
Rcpp-devel@lists.r-forge.r-project.org
https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/rcpp-devel
