我希望在 for loop
中运行 parallel process
。我用 for loop
得到的结果 R
代码符合我的口味,但会将它应用到非常 huge data
因此,执行的时间很慢。
library(forecast)
library(dplyr)
arima_order_results = data.frame()
seed_out2 <- c(1, 16, 170, 178, 411, 630, 661, 1242, 1625, 1901, 1926, 1927, 1928, 2170, 2779, 3687, 4139, 4583, 4825, 4828, 4829, 4827, 5103, 5211, 5509, 5561, 5569, 5679, 6344, 6490, 6943, 6944, 6945, 6946, 6948, 6950, 6951, 6952)
for (my_seed in seed_out2){
set.seed(my_seed)
ar1 <- arima.sim(n = 100, model=list(ar = 0.8, order = c(1, 0, 0)), sd = 1)
ar2 <- auto.arima(ar1, ic = "aicc")
arr <- as.data.frame(t(ar2$coef))
if(substr(as.character(arr[1]), 1, 5) == "0.800") {
arr <- cbind(data.frame(seed=my_seed),arr)
print(arr)
arima_order_results = bind_rows(arima_order_results,arr)
# write.csv(my_seed, paste0(arr, ".csv"), row.names = FALSE)
} #else print("NOT AVAILABLE")
}
结果 # seed ar1
#1 170 0.8006368
# seed ar1
#1 411 0.8004152
# seed ar1
#1 630 0.8008459
# seed ar1
#1 661 0.8001553
# seed ar1 intercept
#1 1242 0.8000623 0.8474553
# seed ar1
#1 1625 0.8004982
# seed ar1
#1 1901 0.8007815
# seed ar1
#1 1927 0.8004587
# seed ar1
#1 2170 0.8003091
# seed ar1
#1 2779 0.8008643
#:
#:
#:
#seed ar1
#1 5679 0.800689
# seed ar1 intercept
#1 6344 0.80004 0.9800426
# seed ar1
#1 6490 0.8004093
# seed ar1
#1 6948 0.8006992
我想要什么 我想要一个并行进程,它会同时用完我的四个处理器,以便
job execution will be fast when I apply it to
大量数据`同时我有相同的结果。看看我尝试了什么
library(parallel)
library(foreach)
library(forecast)
library(dplyr)
library(doSNOW)
cl <- parallel::makeCluster(detectCores(), type = "SOCK")
doSNOW::registerDoSNOW(cl)
arima_order_results = data.frame()
seed_out2 <- c(1, 16, 170, 178, 411, 630, 661, 1242, 1625, 1901, 1926, 1927, 1928, 2170, 2779, 3687, 4139, 4583, 4825, 4828, 4829, 4827, 5103, 5211, 5509, 5561, 5569, 5679, 6344, 6490, 6943, 6944, 6945, 6946, 6948, 6950, 6951, 6952)
lst_out <- foreach::foreach(my_seed = seq_along(seed_out2), .packages = c("dplyr", "forecast") ) %dopar% {
set.seed(my_seed)
ar1 <- arima.sim(n = 100, model=list(ar = 0.8, order = c(1, 0, 0)), sd = 1)
ar2 <- auto.arima(ar1, ic = "aicc")
arr <- as.data.frame(t(ar2$coef))
if(substr(as.character(arr[1]), 1, 5) == "0.800") {
arr <- cbind(data.frame(seed=my_seed),arr)
print(arr)
arima_order_results = bind_rows(arima_order_results,arr)
# write.csv(my_seed, paste0(arr, ".csv"), row.names = FALSE)
}
}
查看我的试验结果 #>lst_out
#[[1]]
#NULL
#[[2]]
#NULL
#[[3]]
#NULL
#[[4]]
#NULL
#:
#:
#:
#[[36]]
#NULL
#[[37]]
#NULL
#[[38]]
#NULL
我在windows上操作。
最佳答案
这是我给你的一个 previous related questions 答案的类似方法。
FUN <- function(i) {
set.seed(i)
ar1 <- arima.sim(n=100, model=list(ar=0.8, order=c(1, 0, 0)), sd=1)
ar2 <- auto.arima(ar1, ic="aicc")
cf <- ar2$coef
## case handling
if (length(cf) == 0) rep(NA, 2) ## sometimes result is `character(0)` -> NA
else if (substr(cf[1], 1, 5) %in% "0.800") c(cf, i) ## hit, that's what we want
else rep(NA, 2) ## all other cases -> NA
}
R <- 1e3 ## this would be your 1e5
seedv <- 1:R ## or use custom seed vector
library(parallel)
cl <- makeCluster(detectCores() - 1) ## for all cores remove `- 1`
clusterExport(cl, c("FUN"), envir=environment())
clusterEvalQ(cl, suppressPackageStartupMessages(library(forecast)))
res <- `colnames<-`(t(parSapply(cl, seedv, "FUN")), c("cf", "seed"))
stopCluster(cl)
结果在结果中,我们想用
NA
过滤掉所有行。head(res[!is.na(res[,1]), ])
# cf seed
# [1,] 0.8006368 170
# [2,] 0.8004152 411
# [3,] 0.8008459 630
# [4,] 0.8001553 661
编辑要包含仅包含
auto.arima
和 "ar1"
组合的 "intercept"
结果,我们最好使用 parLapply
:FUN <- function(i) {
set.seed(i)
ar1 <- arima.sim(n=50, model=list(ar=0.8, order=c(1, 0, 0)), sd=1)
ar2 <- auto.arima(ar1, ic="aicc")
(cf <- ar2$coef)
if (length(cf) == 0) {
rep(NA, 2)
}
else if (all(grepl(c("ar1|intercept"), names(cf))) & ## using `grepl`
substr(cf["ar1"], 1, 5) %in% "0.800") {
c(cf, seed=i)
}
else {
rep(NA, 2)
}
}
R <- 1e4
seedv <- 1:R
library(parallel)
cl <- makeCluster(detectCores() - 1)
clusterExport(cl, c("FUN"), envir=environment())
clusterEvalQ(cl, suppressPackageStartupMessages(library(forecast)))
res <- parLapply(cl, seedv, "FUN")
res1 <- res[!sapply(res, anyNA)] ## filter out NAs
stopCluster(cl)
这给出了具有不等列长度的数据帧列表,我们可以将 merge
与 Reduce
。res2 <- Reduce(function(...) merge(..., all=T), lapply(res1, function(x) as.data.frame(t(x))))
res2[order(res2$seed), c("ar1", "intercept", "seed")] ## some ordering
# ar1 intercept seed
# 1 0.8000531 1.335388 290
# 3 0.8002499 NA 2154
# 10 0.8005477 NA 2888
# 11 0.8006736 NA 3203
# 15 0.8009363 NA 4415
# 14 0.8008462 NA 4572
# 4 0.8003495 NA 4726
# 9 0.8005087 NA 6241
# 2 0.8001865 NA 6417
# 13 0.8008060 -1.700587 6845
# 6 0.8003977 NA 7187
# 8 0.8004316 NA 8981
# 7 0.8004268 NA 9368
# 12 0.8007281 NA 9697
# 5 0.8003903 NA 9793
关于r - R中的多个进程而不是for循环,我们在Stack Overflow上找到一个类似的问题: https://stackoverflow.com/questions/65458820/