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 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. doi:10.1287/opre.47.1.159

See Also

doRNG, RNGseq

Examples

# Register a parallel backend (suggested package)
local({
  if (requireNamespace("doParallel", quietly = TRUE)) {
    cl <- parallel::makeCluster(2)
    doParallel::registerDoParallel(cl)
    on.exit(parallel::stopCluster(cl), add = TRUE)

    ## standard %dopar% loops 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)
    d1 <- foreach(i = 1:4) %dorng% { runif(1) }
    set.seed(123)
    d2 <- foreach(i = 1:4) %dorng% { runif(1) }
    identical(d1, d2)
    

    # 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, d1)
    

    ## 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, d1) && !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)
    

  } else {
    message("Package 'doParallel' is not installed; skipping parallel examples.")
  }
})

Reproducible Parallel Foreach Backend

Description

' '

Usage

obj %dorng% ex

Arguments

Value

' The whole sequence of RNG seeds is stored in the result object as an attribute. Use attr(res, 'rng') to retrieve it.

Global options

These options are for advanced users that develop 'foreach backends:

* 'doRNG.rng_change_warning_skip': if set to a single logical 'FALSE/TRUE', it indicates whether a warning should be thrown if the RNG seed is changed by the registered parallel backend (default=FALSE). Set it to 'TRUE' if you know that running your backend will change the RNG state and want to disable the warning. This option can also be set to a character vector that specifies the name(s) of the backend(s) for which the warning should be skipped.

See Also

foreach, doParallel, registerDoParallel, doMPI

Examples

if (requireNamespace("doParallel", quietly = TRUE)) {
  cl <- parallel::makeCluster(2)
  doParallel::registerDoParallel(cl)
  on.exit(parallel::stopCluster(cl), add = TRUE)

  # standard %dopar% loops are _not_ reproducible
  set.seed(1234)
  s1 <- foreach(i=1:4) %dopar% { runif(1) }
  set.seed(1234)
  s2 <- foreach(i=1:4) %dopar% { runif(1) }
  identical(s1, s2)

  # single %dorng% loops are reproducible
  r1 <- foreach(i=1:4, .options.RNG=1234) %dorng% { runif(1) }
  r2 <- foreach(i=1:4, .options.RNG=1234) %dorng% { runif(1) }
  identical(r1, r2)
  # the sequence of RNG seeds is stored as an attribute
  attr(r1, "rng")
} else {
  message("Package 'doParallel' is not installed; skipping this example.")
}

# More examples can be found in demo `doRNG`
## Not run: 
demo('doRNG')

## End(Not run)

## Some features of the %dorng% foreach operator 
if (requireNamespace("doParallel", quietly = TRUE)) {
  ## Fork backend on Unix
  if (.Platform$OS.type == "unix") {
    doParallel::registerDoParallel(2)

    r1 <- foreach(i=1:4, .options.RNG=1234) %dorng% { runif(1) }
    r2 <- foreach(i=1:4, .options.RNG=1234) %dorng% { runif(1) }
    identical(r1, r2)
    attr(r1, "rng")

    set.seed(1234)
    s1 <- foreach(i=1:4) %dorng% { runif(1) }
    s2 <- foreach(i=1:4) %dorng% { runif(1) }
    identical(s1, s2)

    set.seed(1234)
    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)
    identical(r1, s1)
  }

  ## PSOCK cluster (works everywhere)
  cl <- parallel::makeCluster(2)
  doParallel::registerDoParallel(cl)
  on.exit(parallel::stopCluster(cl), add = TRUE)

  s1 <- foreach(i=1:4, .options.RNG=1234) %dorng% { runif(1) }
  s2 <- foreach(i=1:4, .options.RNG=1234) %dorng% { runif(1) }
  identical(s1, s2)

  registerDoSEQ()
} else {
  message("Package 'doParallel' is not installed; skipping these examples.")
}

## Not run: 
# MPI cluster (requires a working MPI + Rmpi setup)
library(doMPI)
cl <- startMPIcluster(2)
registerDoMPI(cl)

s1 <- foreach(i=1:4, .options.RNG=1234) %dorng% { runif(1) }
s2 <- foreach(i=1:4, .options.RNG=1234) %dorng% { runif(1) }
identical(s1, s2)

closeCluster(cl)
registerDoSEQ()

## End(Not run)

Back Compatibility Option for doRNG

Description

Sets the behaviour of given version number.

Usage

doRNGversion(x)

Arguments

Value

a character string If x is missing this function returns the version number from the current behaviour. If x is specified, the function returns the old value of the version number (invisible).

Behaviour changes in versions

1.4

The behaviour of doRNGseed, and therefore of ' L'Ecuyer-CMRG. Using set.seed before a non-seeded loop used not to be identical to seeding via .options.RNG. Another bug was that non-seeded loops would share most of their RNG seed!

1.7.4

Prior to this version, in the case where the RNG had not been called yet, the first seeded ' subsequent loops despite using the same seed (see https://github.com/renozao/doRNG/issues/12).

This has been fixed in version 1.7.4, where the RNG is called once (sample(NA)), whenever the .Random.seed is not found in global environment.

Examples

## Seeding when current RNG is L'Ecuyer-CMRG
RNGkind("L'Ecuyer")

doRNGversion("1.4")
# in version >= 1.4 seeding behaviour changed to fix a bug
set.seed(123)
res <- foreach(i=1:3) %dorng% runif(1)
res2 <- foreach(i=1:3) %dorng% runif(1)
stopifnot( !identical(attr(res, 'rng')[2:3], attr(res2, 'rng')[1:2]) )
res3 <- foreach(i=1:3, .options.RNG=123) %dorng% runif(1)
stopifnot( identical(res, res3) )

# buggy behaviour in version < 1.4
doRNGversion("1.3")
res <- foreach(i=1:3) %dorng% runif(1)
res2 <- foreach(i=1:3) %dorng% runif(1)
stopifnot( identical(attr(res, 'rng')[2:3], attr(res2, 'rng')[1:2]) )
res3 <- foreach(i=1:3, .options.RNG=123) %dorng% runif(1)
stopifnot( !identical(res, res3) )

# restore default RNG  
RNGkind("default")
# restore to current doRNG version
doRNGversion(NULL)

Getting Information About doRNG Foreach Backend

Description

infoDoRNG returns information about the doRNG backend, e.g., version, number of workers. It is not meant to be called by the user.

Usage

infoDoRNG(data, item)

doRNG(obj, ex, envir, data)

Arguments

Value

infoDoRNG returns the requested info (usually as a character string or a numeric value).

Functions

• doRNG(): implements the generic reproducible foreach backend. It should not be called directly by the user.

Author(s)

Renaud Gaujoux

Registering doRNG for Persistent Reproducible Parallel Foreach Loops

Description

registerDoRNG registers the doRNG foreach backend. Subsequent ' registered foreach backend, but are internally performed as [ making them fully reproducible.

Usage

registerDoRNG(seed = NULL, once = TRUE)

Arguments

Details

Briefly, the RNG is set, before each iteration, with seeds for L'Ecuyer's CMRG that overall generate a reproducible sequence of statistically independent random streams.

Note that (re-)registering a foreach backend other than doRNG, after a call to registerDoRNG disables doRNG – which then needs to be registered.

Value

The value returned by [foreach::setDoPar]

See Also

[

Examples

if (requireNamespace("doParallel", quietly = TRUE)) {
  cl <- parallel::makeCluster(2)
  doParallel::registerDoParallel(cl)

  tryCatch({
    # One can make reproducible loops using the %dorng% operator
    r1 <- foreach(i=1:4, .options.RNG=1234) %dorng% { runif(1) }

    # or convert %dopar% loops using registerDoRNG
    registerDoRNG(1234)
    r2 <- foreach(i=1:4) %dopar% { runif(1) }
    identical(r1, r2)

    # Registering another foreach backend disables doRNG
    doParallel::registerDoParallel(cl)
    set.seed(1234)
    s1 <- foreach(i=1:4) %dopar% { runif(1) }
    set.seed(1234)
    s2 <- foreach(i=1:4) %dopar% { runif(1) }
    identical(s1, s2)
    

    # doRNG is re-enabled by re-registering it
    registerDoRNG()
    set.seed(1234)
    r3 <- foreach(i=1:4) %dopar% { runif(1) }
    identical(r2, r3)

    # argument `once=FALSE` reseeds doRNG's seed at the beginning of each loop
    registerDoRNG(1234, once=FALSE)
    a1 <- foreach(i=1:4) %dopar% { runif(1) }
    a2 <- foreach(i=1:4) %dopar% { runif(1) }
    identical(a1, a2)

    # Once doRNG is registered the seed can also be passed as an option to %dopar%
    b1 <- foreach(i=1:4, .options.RNG=456) %dopar% { runif(1) }
    b2 <- foreach(i=1:4, .options.RNG=456) %dopar% { runif(1) }
    identical(b1, b2) && !identical(b1, r1)
    
  }, finally = {
    foreach::registerDoSEQ()
    parallel::stopCluster(cl)
  })
} else {
  message("Package 'doParallel' is not installed; skipping this example.")
}