doRNG (version 1.8.6.3)

doRNG-package: 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. tools:::Rd_expr_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)
     stopifnot(!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)
     stopifnot(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)
     stopifnot(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)
     stopifnot(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)
     stopifnot(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)
     stopifnot(identical(s3, s1) && identical(s4, s2)) 

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