Skip to contents

Configure + run HMC/NUTS in parallel (large-model safe, PSOCK)

Source: R/diagnostics.R
configure_hmc_safely_parallel_bis.Rd

Parallel wrapper around nimbleHMC::configureHMC() aligned with the worker strategy of run_baseline_config_parallel_bis: each worker resolves build_fn, builds the R model, compiles the project (compiled model), configures HMC, builds & compiles the MCMC, then runs and returns samples + timing.

Important technical points (to avoid “repetitions” and post-run hangs):

  • The model is compiled once per worker (cmodel), then the MCMC is compiled against that compiled project.

  • No monitor mutation after MCMC build (monitors are passed only via configureHMC()).

  • Returning conf objects can fail due to serialization (external pointers). This function supports safe modes via opts$conf_return.

Usage

configure_hmc_safely_parallel_bis(
  build_fn,
  niter,
  nburnin,
  thin,
  nchains,
  monitors,
  inits = NULL,
  enable_WAIC = FALSE,
  show_compiler_output = FALSE,
  seed = 1L,
  n_cores = nchains,
  samplesAsCodaMCMC = FALSE,
  opts = NULL
)

Arguments

build_fn

Function OR single string (function name). The builder is resolved on workers using namespace/globalEnv/object fallback (same philosophy as baseline_bis). It must return either a nimble model, or a list with at least $model (and optionally $cmodel).

niter, nburnin, thin

MCMC run controls.

nchains

Number of chains.

monitors

Character vector of monitors passed to configureHMC().

inits

Optional list of inits (length = nchains) or a single init list. If provided, the worker will try calling the builder with inits= (fallback to builder without it if not supported).

enable_WAIC

Logical passed to configureHMC().

show_compiler_output

Logical passed to Nimble compilation.

seed

Integer seed.

n_cores

Number of PSOCK workers (defaults to nchains).

samplesAsCodaMCMC

Logical; if TRUE returns coda::mcmc.list.

opts

Advanced options (same family as baseline_bis):

  • cluster_type ("PSOCK"), outfile (""), worker_libpaths, worker_packages

  • build_fn_text, build_fn_name, build_fn_ns

  • build_fn_object, builder_env_names

  • resetFunctions (default FALSE recommended here), gc_worker (TRUE)

  • mcmc_time (TRUE), progressBar (FALSE)

  • conf_return: "none" | "chain1" | "by_chain" | "rds"

    • "chain1"/"by_chain": attempts to return conf_hmc directly (may fail serialization on some setups)

    • "rds": saves conf to disk on worker and returns paths (recommended if you need conf)

  • conf_dir: directory used when conf_return="rds" (default tempdir()).

Value

list with:

  • samples (list of matrices or coda::mcmc.list)

  • runtime_s (wall time over the whole parallel run)

  • runtime_by_chain

  • sampler_times (if available)

  • conf (optional, depending on opts$conf_return)

  • conf_by_chain (optional)

  • conf_paths (optional when conf_return="rds")