Andrew D. Crosby
Postdoctoral Fellow
Boreal Avian Modelling Project
Dept. of Biological Sciences
CW405 Biological Sciences Building
University of Alberta
Edmonton, AB T6G 2E9
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Thank you both for the quick answers. So I guess it’s a tradeoff between compilation time and run time. I’ll keep working on it to see what I can do.
Best,
Andrew D. Crosby
Postdoctoral Fellow
Boreal Avian Modelling Project
Dept. of Biological Sciences
CW405 Biological Sciences Building
University of Alberta
Edmonton, AB T6G 2E9
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On Sat, Mar 28, 2020 at 6:07 AM orwearn <oliver...@gmail.com> wrote:Hi AdrianI'm implementing your code solution - thanks for posting it! I had a quick question, though. The Nimble help page (in Section 7.4) saysHowever, usingrunMCMC
does not support several lower-level options, such as...continuing an existing MCMC run (picking up where it left off)So what is happening in your code where you continue sampling? Is it starting from the beginning again, and therefore includes burn-in that might need removing?Thanks for any help with this, I'm just getting started with nimbleOllie
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I do see the documentation there. Thanks for pointing it out! Working on upgrading my code now….
Quresh S. Latif
Research Scientist
Bird Conservancy of the Rockies
Phone: (970) 482-1707 ext. 15
www.birdconservancy.org
From: Daniel Turek <db...@williams.edu>
Sent: Tuesday, August 23, 2022 1:07 PM
To: Quresh Latif <quresh...@birdconservancy.org>
Cc: nimble-users <nimble...@googlegroups.com>
Subject: Re: Run parallel chains and update model
You're welcome! It makes me happy to hear "another game changer".
On Wed, Apr 1, 2020 at 12:56 PM Adrian Monroe <apm...@gmail.com> wrote:
Hi Ollie,
Your connection to the clusters will be lost if you shut down R. That said, unless I am missing something, I don't see why you couldn't use clusterEvalQ() to return the necessary nimble objects from each cluster (such as in a list), save these nimble objects, then export the nimble objects back to individual clusters in another R session (looping clusterExport() through each cluster) and continue updating with more iterations. I am curious to see if that works, so please let me know how it goes.
I don't know about a progress bar, and the run times for each chain can be different so I don't know what one would really tell you.
Best,
Adrian
On Sun, Mar 29, 2020 at 6:55 AM orwearn <oliver...@gmail.com> wrote:
Hi Adrian (and all),
Thanks for updating your code example. I have a follow-up query on it:
Am I right in thinking that R cannot be closed between the initial run and the update in your code, because it depends on the same cluster ('cl') being open?
Is there a way of saving, exiting and then updating with more iterations at a later time (as possible in runjags etc.)? (I am running NIMBLE on Google Cloud, wherein it's difficult for me to keep R open for 3+ weeks...).
Many thanks for any pointers from anyone, I'm only just starting to transition over from JAGS
Ollie
PS If there's a way to add a progress bar (e.g. just for node 1), that would also be a dream...! But not to worry if that isn't possible.
On Sunday, March 29, 2020 at 1:14:01 AM UTC+7, Adrian Monroe wrote:
Hi Ollie,
You bring up a good point, and I am sharing this with the rest of the nimble group to clarify. It seems indeed according to chapter 7 of the nimble help (https://link.edgepilot.com/s/2d4acb37/e08YctqZB0a2BWthtIRhPg?u=https://r-nimble.org/html_manual/cha-mcmc.html%23sec:runMCMC) that runMCMC does NOT continue an MCMC run where it left off previously. I must have missed that, and I have modified the code for sampling and updating in parallel is below. Note the update returns all iterations from the start, not just the additional samples. Interestingly, when I used runMCMC to update, it didn't look to me like it was completely starting over, but instead was sampling from distributions it had reached previously (which is probably why I assumed it picked up from the previous run). If any of the nimble developers have some insights on this, and why reset = FALSE is not the default, I would be interested.
Hi,
I'm also interested in being able to send chains off to their own cores while also making sure that I can extend the chains if they end up not being long enough. I found code ( https://link.edgepilot.com/s/5efceaac/RtQw4wQLCESzDc-vZHMF5Q?u=https://r-nimble.org/nimbleExamples/parallelizing_NIMBLE.html ) illustrating how to parallelize, and had some questions that I'm hoping someone can clarify:
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