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Parallelization of the projection (#235)
* Parallelize the projection (i.e., parallelize across the projected draws). A related discussion may be found in issue #77. * Introduce global option `projpred.nprjdraws_parallel`. * Extend docs for parallelization. * Improve the documentation for global option `projpred.nprjdraws_parallel` (and adapt the code correspondingly). * Increase the default for option `projpred.nprjdraws_parallel` from 100 to 200 to ensure a speed improvement even for `devtools::load_all()` instead of `library(projpred)` (for `devtools::load_all()`, parallelization seems to be a bit slower). * Iterate over the objects in the `foreach()` loop themselves instead of their index. This should avoid the export of those (large) objects. * Use the `.export` argument in the `foreach()` call to handle exports manually. This could avoid the unnecessary export of (large) objects which are unused. * Use the `.noexport` argument in the `foreach()` call to handle exports manually. This could avoid the unnecessary export of (large) objects which are unused. * Check the most important (largest) objects which should not be exported. * Set `.noexport` manually. * Explain why we have the global option `projpred.nprjdraws_parallel`. * Set `.export` manually (necessary for the `doFuture` package with `options(doFuture.foreach.export = ".export")`). * Make the parallelization of the projection an optional feature. * Add comments concerning the parallelization. * Rename option `projpred.nprjdraws_parallel` to `projpred.prll_prj_trigger`. * Throw errors if packages **foreach** and **iterators** are not installed. * Add package **parallel** to `Suggests:`. * Add package **doFuture** to `Suggests:` (only needed for the parallel tests, though, which are not run on CRAN by default). * Add packages **future** and **future.callr** to `Suggests:`. * `bootstrap()`: Remove argument `oobfun` which is not used within **projpred** (and makes future modifications of `bootstrap()` more complicated). * `bootstrap()`: Replace `seq.int()` by `seq_len()`, as recommended in `?seq.int`. * `bootstrap()`: Improve a comment. * Parallelize `bootstrap()`. * Extend the docs for the parallelized projection (in ``?`projpred-package` ``). * Test the `"noclust"` setting (for projecting from a reference model) more often. * Avoid a failing "`offsetnew` works" test due to numerical inaccuracies for extreme values. * Add test "PRNG is not taking place where not expected". * Simplify the test "PRNG is not taking place where not expected". * Rename test "PRNG is not taking place where not expected" to "non-clustered projection does not require a seed". * Add tests for parallelization. * Move the code for the sequential `bootstrap()` run from `setup.R` to `test_parallel.R`. * Revert the parallelization of the bootstrap. The first reason is that in order for the parallel test results to match the sequential ones exactly, we would have to use doRNG::`%dorng%`() also in the sequential case of `bootstrap()` and then, for the sequential results in the tests, not register any **foreach** backend at all or use `registerDoSEQ()`. The second reason is that, because of the parallelization overhead, the parallelized bootstrap didn't provide a speed improvement, at least not up to the number of bootstrap samples used by default (2000). * Even if not on CRAN, `R CMD check` imposes a limit of 2 cores (at least by the defaults used in RStudio).
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,92 @@ | ||
| context("parallel") | ||
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| # Setup ------------------------------------------------------------------- | ||
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| if (run_prll) { | ||
| trigger_default <- options(projpred.prll_prj_trigger = 0L) | ||
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| if (dopar_backend == "doParallel") { | ||
| doParallel::registerDoParallel(ncores) | ||
| } else if (dopar_backend == "doFuture") { | ||
| doFuture::registerDoFuture() | ||
| export_default <- options(doFuture.foreach.export = ".export") | ||
| if (future_plan == "callr") { | ||
| future::plan(future.callr::callr, workers = ncores) | ||
| } else if (future_plan == "multisession") { | ||
| future::plan(future::multisession, workers = ncores) | ||
| } else if (future_plan == "multicore") { | ||
| future::plan(future::multicore, workers = ncores) | ||
| } else { | ||
| stop("Unrecognized `future_plan`.") | ||
| } | ||
| } else { | ||
| stop("Unrecognized `dopar_backend`.") | ||
| } | ||
| stopifnot(identical(foreach::getDoParWorkers(), ncores)) | ||
| } | ||
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| # project() --------------------------------------------------------------- | ||
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| test_that("project() in parallel gives the same results as sequentially", { | ||
| skip_if_not(run_prll) | ||
| tstsetups <- grep("\\.glm\\.", names(prjs), value = TRUE) | ||
| for (tstsetup in tstsetups) { | ||
| args_prj_i <- args_prj[[tstsetup]] | ||
| p_repr <- do.call(project, c( | ||
| list(object = refmods[[args_prj_i$tstsetup_ref]]), | ||
| excl_nonargs(args_prj_i) | ||
| )) | ||
| expect_equal(p_repr, prjs[[tstsetup]], info = tstsetup) | ||
| } | ||
| }) | ||
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| # varsel() ---------------------------------------------------------------- | ||
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| test_that("varsel() in parallel gives the same results as sequentially", { | ||
| skip_if_not(run_prll) | ||
| skip_if_not(run_vs) | ||
| tstsetups <- grep("\\.glm\\.", names(vss), value = TRUE) | ||
| for (tstsetup in tstsetups) { | ||
| args_vs_i <- args_vs[[tstsetup]] | ||
| vs_repr <- do.call(varsel, c( | ||
| list(object = refmods[[args_vs_i$tstsetup_ref]]), | ||
| excl_nonargs(args_vs_i) | ||
| )) | ||
| expect_equal(vs_repr, vss[[tstsetup]], info = tstsetup) | ||
| } | ||
| }) | ||
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| # cv_varsel() ------------------------------------------------------------- | ||
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| test_that("cv_varsel() in parallel gives the same results as sequentially", { | ||
| skip_if_not(run_prll) | ||
| skip_if_not(run_cvvs) | ||
| tstsetups <- grep("\\.glm\\.", names(cvvss), value = TRUE) | ||
| for (tstsetup in tstsetups) { | ||
| args_cvvs_i <- args_cvvs[[tstsetup]] | ||
| # Use suppressWarnings() because of occasional warnings concerning Pareto k | ||
| # diagnostics: | ||
| cvvs_repr <- suppressWarnings(do.call(cv_varsel, c( | ||
| list(object = refmods[[args_cvvs_i$tstsetup_ref]]), | ||
| excl_nonargs(args_cvvs_i) | ||
| ))) | ||
| expect_equal(cvvs_repr, cvvss[[tstsetup]], info = tstsetup) | ||
| } | ||
| }) | ||
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| # Teardown ---------------------------------------------------------------- | ||
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| if (run_prll) { | ||
| if (dopar_backend == "doParallel") { | ||
| doParallel::stopImplicitCluster() | ||
| } else if (dopar_backend == "doFuture") { | ||
| future::plan(future::sequential) | ||
| options(doFuture.foreach.export = export_default$doFuture.foreach.export) | ||
| rm(export_default) | ||
| } else { | ||
| stop("Unrecognized `dopar_backend`.") | ||
| } | ||
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| options(projpred.prll_prj_trigger = trigger_default$projpred.prll_prj_trigger) | ||
| rm(trigger_default) | ||
| } |
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