How to implement parallel jags on Windows with foreach?
I would like to run jags models in parallel on my windows computer with 4
cores, but have not been able to figure out why my model will not run. I
have searched the web extensively including these posts:
http://andrewgelman.com/2011/07/23/parallel-jags-rngs/
http://users.soe.ucsc.edu/~draper/eBay-Google-2013-parallel-rjags-example.txt
When I run a simple example (see code below) with %do%, the model runs
fine (serially of course). When I use %dopar%, I receive the error: Error
in { : task 1 failed - "Symbol table is empty"
Any suggestions would be greatly appreciated.
Jesse
library(rjags)
library(coda)
library(foreach)
library(doParallel)
library(random)
load.module("lecuyer")
### Data generation
y <- rnorm(100)
n <- length(y)
win.data <- list(y=y, n=n)
# Define model
sink("model.txt")
cat("
model {
# Priors
mu ~ dnorm(0, 0.001)
tau <- 1 / (sigma * sigma)
sigma ~ dunif(0, 10)
# Likelihood
for (i in 1:n) {
y[i] ~ dnorm(mu, tau)
}
}
",fill=TRUE)
sink()
inits <- function(){ list(mu=rnorm(1), sigma=runif(1, 0, 10),
.RNG.name = "lecuyer::RngStream",
.RNG.seed = as.numeric(randomNumbers( n = 1, min = 1, max
= 1e+06, col = 1 )) ) }
params <- c('mu','sigma')
cl <- makePSOCKcluster(3)
clusterSetRNGStream(cl)
registerDoParallel()
model.wd <- paste(getwd(), '/model.txt', sep='') # I wondered if the
cores were having trouble finding the model.
m <- foreach(i=1:3, .packages=c('rjags','random','coda'),
.multicombine=TRUE) %dopar% {
load.module( "lecuyer" )
model.jags <- jags.model(model.wd, win.data, inits=inits,
n.chain=1, n.adapt=1000, quiet=TRUE)
result <- coda.samples(model.jags, params, 1000, thin=5)
return(result)
}
stopCluster(cl)
# Error in { : task 1 failed - "Symbol table is empty
sessionInfo()
# R version 3.0.1 (2013-05-16)
# Platform: x86_64-w64-mingw32/x64 (64-bit)
#
# locale:
# [1] LC_COLLATE=English_Canada.1252 LC_CTYPE=English_Canada.1252
LC_MONETARY=English_Canada.1252
# [4] LC_NUMERIC=C LC_TIME=English_Canada.1252
#
# attached base packages:
# [1] parallel stats graphics grDevices utils datasets
methods base
#
# other attached packages:
# [1] random_0.2.1 doParallel_1.0.3 iterators_1.0.6 foreach_1.4.1
rjags_3-10 coda_0.16-1
# [7] lattice_0.20-21
#
# loaded via a namespace (and not attached):
# [1] codetools_0.2-8 compiler_3.0.1 grid_3.0.1 tools_3.0.1
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