From khansen at stat.Berkeley.EDU  Tue Jan  3 15:09:14 2006
From: khansen at stat.Berkeley.EDU (Kasper Daniel Hansen)
Date: Tue, 3 Jan 2006 15:09:14 +0100
Subject: [Rd] checkpointing
In-Reply-To: <Pine.LNX.4.61.0601031320220.13843@gannet.stats>
References: <Pine.GSO.4.31.0601030832230.5822-100000@markov.stats>
	<BCA2993F-D89F-4054-BB33-495B2EA8B74F@stat.berkeley.edu>
	<Pine.LNX.4.61.0601031320220.13843@gannet.stats>
Message-ID: <A5AC3A50-281C-457F-8B31-02B3F6DE9FF6@stat.Berkeley.EDU>


On Jan 3, 2006, at 2:26 PM, Prof Brian Ripley wrote:

> On Tue, 3 Jan 2006, Kasper Daniel Hansen wrote:
>
>> On Jan 3, 2006, at 9:36 AM, Brian D Ripley wrote:
>>
>>> I use save.image() or save(), which seem exactly what you are  
>>> asking for.
>>
>> I have the (perhaps unsupported) impression that Ross wanted to  
>> save the progress during the optim run. Since it spends most of  
>> its time in the .Internal(optim(***)) call, save/save.image would  
>> not work.
>
> It certainly does not!  It is most likely spending time in the  
> callbacks to evaluate the function/gradient.  We have used save()  
> to save the current information (e.g. current parameter values)  
> from inside optim so a restart could be done, but then I have only  
> once encountered someone running a single optimization for over a  
> week: there normally are ways to speed things up.

I stand corrected. Actually I should have thought of this.
.
/Kasper


>> /Kasper
>>
>>> On Mon, 2 Jan 2006, Ross Boylan wrote:
>>>> I would like to checkpoint some of my calculations in R,  
>>>> specifically
>>>> those using optim.  As far as I can tell, R doesn't have this  
>>>> facility,
>>>> and there seems to have been little discussion of it.
>>>> checkpointing is saving enough of the current state so that work  
>>>> can
>>>> resume where things were left off if, to take my own example,  
>>>> the system
>>>> crashes after 8 days of calculation.
>>>> My thought is that this could be added as an option to optim as  
>>>> one of
>>>> the control parameters.
>>>> I thought I'd check here to see if anyone is aware of any work  
>>>> in this
>>>> area or has any thoughts about how to proceed.  In particular,  
>>>> is save a
>>>> reasonable way to save a few variables to disk?  I could also  
>>>> make the
>>>> code available when/if I get it working.
>>> -- 
>>> Brian D. Ripley,                  ripley at stats.ox.ac.uk
>>> Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
>>> University of Oxford,             Tel:  +44 1865 272861 (self)
>>> 1 South Parks Road,                     +44 1865 272866 (PA)
>>> Oxford OX1 3TG, UK                Fax:  +44 1865 272595
>>> ______________________________________________
>>> R-devel at r-project.org mailing list
>>> https://stat.ethz.ch/mailman/listinfo/r-devel
>>
>>
>
> -- 
> Brian D. Ripley,                  ripley at stats.ox.ac.uk
> Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
> University of Oxford,             Tel:  +44 1865 272861 (self)
> 1 South Parks Road,                     +44 1865 272866 (PA)
> Oxford OX1 3TG, UK                Fax:  +44 1865 272595



[Rd] checkpointing
Kasper Daniel Hansen