doRNG-package: Generic Reproducible Parallel Backend for foreach Loops

In doRNG: Generic Reproducible Parallel Backend for 'foreach' Loops

Generic Reproducible Parallel Backend for foreach Loops

Description

The doRNG package provides functions to perform reproducible parallel foreach loops, using independent random streams as generated by L'Ecuyer's combined multiple-recursive generator (L'Ecuyer (1999)). It enables to easily convert standard %dopar% loops into fully reproducible loops, independently of the number of workers, the task scheduling strategy, or the chosen parallel environment and associated foreach backend. It has been tested with the following foreach backend: doMC, doSNOW, doMPI.

References

L'Ecuyer P (1999). “Good Parameters and Implementations for Combined Multiple Recursive Random Number Generators.” _Operations Research_, *47*(1), 159-164. ISSN 0030-364X, doi:10.1287/opre.47.1.159 <https://doi.org/10.1287/opre.47.1.159>.

See Also

doRNG, RNGseq

Examples

# register parallel backend
library(doParallel)
cl <- makeCluster(2)
registerDoParallel(cl)

## standard %dopar% loop are not reproducible
set.seed(123)
r1 <- foreach(i=1:4) %dopar%{ runif(1) }
set.seed(123)
r2 <- foreach(i=1:4) %dopar%{ runif(1) }
identical(r1, r2)


## %dorng% loops _are_ reproducible
set.seed(123)
r1 <- foreach(i=1:4) %dorng%{ runif(1) }
set.seed(123)
r2 <- foreach(i=1:4) %dorng%{ runif(1) }
identical(r1, r2)


# alternative way of seeding 
a1 <- foreach(i=1:4, .options.RNG=123) %dorng%{ runif(1) }
a2 <- foreach(i=1:4, .options.RNG=123) %dorng%{ runif(1) }
identical(a1, a2) && identical(a1, r1)


## sequences of %dorng% loops _are_ reproducible
set.seed(123)
s1 <- foreach(i=1:4) %dorng%{ runif(1) }
s2 <- foreach(i=1:4) %dorng%{ runif(1) }
identical(s1, r1) && !identical(s1, s2)


set.seed(123)
s1.2 <- foreach(i=1:4) %dorng%{ runif(1) }
s2.2 <- foreach(i=1:4) %dorng%{ runif(1) }
identical(s1, s1.2) && identical(s2, s2.2)

 
## Non-invasive way of converting %dopar% loops into reproducible loops
registerDoRNG(123)
s3 <- foreach(i=1:4) %dopar%{ runif(1) }
s4 <- foreach(i=1:4) %dopar%{ runif(1) }
identical(s3, s1) && identical(s4, s2)


stopCluster(cl) 

doRNG documentation built on Jan. 16, 2023, 5:07 p.m.