Generic Reproducible Parallel Backend for foreach Loops

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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 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.

Details

Package: doRNG
Type: Package
Version: 1.2.3
Date: 2012-03-30
License: GPL (>= 2)
LazyLoad: yes

Author(s)

Renaud Gaujoux renaud@cbio.uct.ac.za,

Maintainer: Renaud Gaujoux renaud@cbio.uct.ac.za,

References

L'Ecuyer P (1999). "Good parameters and implementations for combined multiple recursive random number generators." _Operations Research_, *47*(1). <URL: http://www.jstor.org/stable/10.2307/222902>.

See Also

doRNG, RNGseq

Examples

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# 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)