parGLM-methods: fit GLM-like models with parallelized contributions to...
In parglms: support for parallelized estimation of GLMs/GEEs
Description
This package addresses the problem of fitting GLM-like models in a scalable way,
recognizing that data may be dispersed, with chunks processed in parallel,
to create low-dimensional summaries from which model fits may be constructed.
Methods
signature(formula = "formula", store = "Registry")-
The model data are assumed to lie in the file.dir/jobs/*
folders, with file.dir defined in the store, which is
an instance of Registry.
Additional arguments must be supplied:
- family
a function that serves as
a family for stats::glm
- binit
a vector of initial values for regression
parameter estimation, must conform to expectations of formula
- maxit
an integer giving the maximum number of iterations allowed
- tol
a numeric giving the tolerance criterion
Failure to specify these triggers a fatal error.
The Registry instance can be modified to include a list element
'extractor'. This must be a function with arguments store, and
codei. The standard extraction function is
function(store, i) loadResult(store, i)
It must return a data frame, conformant with the expectations of formula.
Limited checking is performed.
The predict method computes the linear predictor on data identified
by jobid in a BatchJobs registry. Results are returned as output
of foreach over the jobids specified in the predict call.
Note that setting option parGLM.showiter to TRUE will provide a message
tracing progress of the optimization.
Examples
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if (require(MASS) & require(BatchJobs)) {
# here is the 'sharding' of a small dataset
data(anorexia) # N = 72
# in .BatchJobs.R:
# best setting for sharding a small dataset on a small machine:
# cluster.functions = BatchJobs::makeClusterFunctionsInteractive()
myr = makeRegistry("abc", file.dir=tempfile())
chs = chunk(1:nrow(anorexia), n.chunks=18) # 4 recs/chunk
f = function(x) {library(MASS); data(anorexia); anorexia[x,]}
batchMap(myr, f, chs)
submitJobs(myr) # now getResult(myr,1) gives back a data.frame
waitForJobs(myr) # simple dispersal
# now myr is populated
oldopt = options()$parGLM.showiter
options(parGLM.showiter=TRUE)
pp = parGLM( Postwt ~ Treat + Prewt, myr,
family=gaussian, binit = c(0,0,0,0), maxit=10, tol=.001 )
print(summary(theLM <- lm(Postwt~Treat+Prewt, data=anorexia)))
print(pp$coefficients - coef(theLM))
if (require(sandwich)) {
hc0 <- vcovHC(theLM, type="HC0")
print(pp$robust.variance - hc0)
}
}
predict(pp, store=myr, jobids=2:3)
options(parGLM.showiter=oldopt)
Example output
Loading required package: MASS
Loading required package: BatchJobs
Loading required package: BBmisc
The development of BatchJobs and BatchExperiments is discontinued.
Consider switching to 'batchtools' for new features and improved stability
Sourced 1 configuration files:
1: /usr/lib/R/site-library/BatchJobs/etc/BatchJobs_global_config.R
BatchJobs configuration:
cluster functions: Interactive
mail.from:
mail.to:
mail.start: none
mail.done: none
mail.error: none
default.resources:
debug: FALSE
raise.warnings: FALSE
staged.queries: TRUE
max.concurrent.jobs: Inf
fs.timeout: NA
measure.mem: TRUE
Creating dir: /work/tmp/tmp/Rtmp0Tyelf/file37ab7965a2ab
Saving registry: /work/tmp/tmp/Rtmp0Tyelf/file37ab7965a2ab/registry.RData
Adding 18 jobs to DB.
Saving conf: /work/tmp/tmp/Rtmp0Tyelf/file37ab7965a2ab/conf.RData
Submitting 18 chunks / 18 jobs.
Cluster functions: Interactive.
Auto-mailer settings: start=none, done=none, error=none.
SubmitJobs |+ | 0% (00:00:00)
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SubmitJobs |+++++++++++++++++++++++++++++++++++++++++++++++++| 100% (00:00:00)
Sending 18 submit messages...
Might take some time, do not interrupt this!
Syncing registry ...
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning: executing %dopar% sequentially: no parallel backend registered
iteration 0: criterion value = 1
iteration 1: criterion value = 2.89064205883374e-14
Call:
lm(formula = Postwt ~ Treat + Prewt, data = anorexia)
Residuals:
Min 1Q Median 3Q Max
-14.1083 -4.2773 -0.5484 5.4838 15.2922
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 49.7711 13.3910 3.717 0.00041 ***
TreatCont -4.0971 1.8935 -2.164 0.03400 *
TreatFT 4.5631 2.1333 2.139 0.03604 *
Prewt 0.4345 0.1612 2.695 0.00885 **
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 6.978 on 68 degrees of freedom
Multiple R-squared: 0.2777, Adjusted R-squared: 0.2458
F-statistic: 8.713 on 3 and 68 DF, p-value: 5.719e-05
[,1]
(Intercept) -2.842171e-14
TreatCont 2.664535e-15
TreatFT -1.776357e-15
Prewt 4.996004e-16
Loading required package: sandwich
(Intercept) TreatCont TreatFT Prewt
(Intercept) -7.759127e-12 -3.379075e-12 -1.425526e-13 7.016610e-14
TreatCont -3.383516e-12 9.592327e-14 -1.643130e-14 4.092213e-14
TreatFT -1.025846e-13 -1.709743e-14 1.776357e-15 1.332268e-15
Prewt 8.304468e-14 4.135234e-14 2.595146e-15 -7.181755e-16
There were 40 warnings (use warnings() to see them)
[[1]]
[,1]
5 79.60546
6 84.03696
7 83.60250
8 78.30208
[[2]]
[,1]
9 80.69161
10 79.73580
11 79.38823
12 84.21075
parglms documentation built on Nov. 8, 2020, 5:51 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Description
This package addresses the problem of fitting GLM-like models in a scalable way, recognizing that data may be dispersed, with chunks processed in parallel, to create low-dimensional summaries from which model fits may be constructed.
Methods
signature(formula = "formula", store = "Registry")-
The model data are assumed to lie in the
file.dir/jobs/*folders, withfile.dirdefined in thestore, which is an instance ofRegistry.Additional arguments must be supplied:
- family
a function that serves as a family for stats::glm
- binit
a vector of initial values for regression parameter estimation, must conform to expectations of
formula- maxit
an integer giving the maximum number of iterations allowed
- tol
a numeric giving the tolerance criterion
Failure to specify these triggers a fatal error.
The Registry instance can be modified to include a list element 'extractor'. This must be a function with arguments
store, and codei. The standard extraction function isfunction(store, i) loadResult(store, i)It must return a data frame, conformant with the expectations of
formula. Limited checking is performed.The predict method computes the linear predictor on data identified by jobid in a BatchJobs registry. Results are returned as output of foreach over the jobids specified in the predict call.
Note that setting option parGLM.showiter to TRUE will provide a message tracing progress of the optimization.
Examples
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 | if (require(MASS) & require(BatchJobs)) {
# here is the 'sharding' of a small dataset
data(anorexia) # N = 72
# in .BatchJobs.R:
# best setting for sharding a small dataset on a small machine:
# cluster.functions = BatchJobs::makeClusterFunctionsInteractive()
myr = makeRegistry("abc", file.dir=tempfile())
chs = chunk(1:nrow(anorexia), n.chunks=18) # 4 recs/chunk
f = function(x) {library(MASS); data(anorexia); anorexia[x,]}
batchMap(myr, f, chs)
submitJobs(myr) # now getResult(myr,1) gives back a data.frame
waitForJobs(myr) # simple dispersal
# now myr is populated
oldopt = options()$parGLM.showiter
options(parGLM.showiter=TRUE)
pp = parGLM( Postwt ~ Treat + Prewt, myr,
family=gaussian, binit = c(0,0,0,0), maxit=10, tol=.001 )
print(summary(theLM <- lm(Postwt~Treat+Prewt, data=anorexia)))
print(pp$coefficients - coef(theLM))
if (require(sandwich)) {
hc0 <- vcovHC(theLM, type="HC0")
print(pp$robust.variance - hc0)
}
}
predict(pp, store=myr, jobids=2:3)
options(parGLM.showiter=oldopt)
|
Example output
Loading required package: MASS
Loading required package: BatchJobs
Loading required package: BBmisc
The development of BatchJobs and BatchExperiments is discontinued.
Consider switching to 'batchtools' for new features and improved stability
Sourced 1 configuration files:
1: /usr/lib/R/site-library/BatchJobs/etc/BatchJobs_global_config.R
BatchJobs configuration:
cluster functions: Interactive
mail.from:
mail.to:
mail.start: none
mail.done: none
mail.error: none
default.resources:
debug: FALSE
raise.warnings: FALSE
staged.queries: TRUE
max.concurrent.jobs: Inf
fs.timeout: NA
measure.mem: TRUE
Creating dir: /work/tmp/tmp/Rtmp0Tyelf/file37ab7965a2ab
Saving registry: /work/tmp/tmp/Rtmp0Tyelf/file37ab7965a2ab/registry.RData
Adding 18 jobs to DB.
Saving conf: /work/tmp/tmp/Rtmp0Tyelf/file37ab7965a2ab/conf.RData
Submitting 18 chunks / 18 jobs.
Cluster functions: Interactive.
Auto-mailer settings: start=none, done=none, error=none.
SubmitJobs |+ | 0% (00:00:00)
SubmitJobs |+ | 0% (00:00:00)
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SubmitJobs |+++++++++++++++++++++++++++++++++++++++++++++++++| 100% (00:00:00)
Sending 18 submit messages...
Might take some time, do not interrupt this!
Syncing registry ...
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning in result_fetch(res@ptr, n = n) :
Don't need to call dbFetch() for statements, only for queries
Warning: executing %dopar% sequentially: no parallel backend registered
iteration 0: criterion value = 1
iteration 1: criterion value = 2.89064205883374e-14
Call:
lm(formula = Postwt ~ Treat + Prewt, data = anorexia)
Residuals:
Min 1Q Median 3Q Max
-14.1083 -4.2773 -0.5484 5.4838 15.2922
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 49.7711 13.3910 3.717 0.00041 ***
TreatCont -4.0971 1.8935 -2.164 0.03400 *
TreatFT 4.5631 2.1333 2.139 0.03604 *
Prewt 0.4345 0.1612 2.695 0.00885 **
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 6.978 on 68 degrees of freedom
Multiple R-squared: 0.2777, Adjusted R-squared: 0.2458
F-statistic: 8.713 on 3 and 68 DF, p-value: 5.719e-05
[,1]
(Intercept) -2.842171e-14
TreatCont 2.664535e-15
TreatFT -1.776357e-15
Prewt 4.996004e-16
Loading required package: sandwich
(Intercept) TreatCont TreatFT Prewt
(Intercept) -7.759127e-12 -3.379075e-12 -1.425526e-13 7.016610e-14
TreatCont -3.383516e-12 9.592327e-14 -1.643130e-14 4.092213e-14
TreatFT -1.025846e-13 -1.709743e-14 1.776357e-15 1.332268e-15
Prewt 8.304468e-14 4.135234e-14 2.595146e-15 -7.181755e-16
There were 40 warnings (use warnings() to see them)
[[1]]
[,1]
5 79.60546
6 84.03696
7 83.60250
8 78.30208
[[2]]
[,1]
9 80.69161
10 79.73580
11 79.38823
12 84.21075
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