讓我們先把你的代碼包裝在一個函數中。我還添加了set.seed
命令以使結果重現。在運行模擬之前,您需要刪除它們。
sim1 <- function(reps=50, steps=100) {
N<-5 # number of sites
sites<-LETTERS[seq(from=1,to=N)]
to.r<-rbind(sites)
p.move.r<-seq.int(0.05,0.90,by=0.05) # prob of moving to a new site
p.leave<-0.01*p.move.r # prob of leaving the system w/out returning
p.move.out<-0.01*p.move.r # prob of moving in/out
p.stay<-1-(p.move.r+p.leave+p.move.out) # prob of staying in the same site
set.seed(42)
random<-runif(10000,0,1) # generating numbers from a random distribution
cumsum.move <- read.table(text="A B C D E NA. left
A 0.0820000 0.3407822 0.6392209 0.3516242 0.3925942 0.1964 0.1964
B 0.1254937 0.4227822 0.6940040 0.3883348 0.4196630 0.3928 0.3928
C 0.7959865 0.8730183 0.7760040 0.7930623 0.8765180 0.5892 0.5892
D 0.8265574 0.8980259 0.8095507 0.8750623 0.9000000 0.7856 0.7856
E 0.9820000 0.9820000 0.9820000 0.9820000 0.9820000 0.9820 0.9820
NA. 0.9910000 0.9910000 0.9910000 0.9910000 0.9910000 0.9910 0.9910
left 1.0000000 1.0000000 1.0000000 1.0000000 1.0000000 1.0000 1.0000",header=TRUE)
cumsum.move <- as.matrix(cumsum.move)
for(o in 1:reps){
result<-matrix(as.character(""),steps) # Vector for storing sites
set.seed(42)
x<-sample(random,steps,replace=TRUE) # sample array of random number
time.step<-data.frame(x) # time steps used in the simulation (i)
colnames(time.step)<-c("time.step")
time.step$event<-""
set.seed(41)
j<-sample(1:N,1,replace=T) # first column to be selected
set.seed(40)
k<-sample(1:N,1,replace=T) # selection of column for ind. that move in/out
for(i in 1:steps){
for (t in 1:(N+1)){
if(time.step$time.step[i]<cumsum.move[t,j]){
time.step$event[i]<-to.r[t]
break
}
}
ifelse(time.step$event[i]=="",break,NA)
result[i]<-time.step$event[i]
j<-which(to.r==result[i])
if(length(j)==0){j<-k}
}
result<-time.step$event
}
result
}
注意result
在每次迭代在Ø期間覆蓋。我不認爲你想要那樣,所以我解決了這個問題。此外,您在循環中使用data.frame
。作爲一般規則,你應該避免data.frames
像瘟疫一樣的內部循環。儘管它們非常方便,但在效率方面卻很糟糕。
sim2 <- function(reps=50, steps=100) {
N<-5 # number of sites
sites<-LETTERS[seq(from=1,to=N)]
to.r<-rbind(sites)
p.move.r<-seq.int(0.05,0.90,by=0.05) # prob of moving to a new site
p.leave<-0.01*p.move.r # prob of leaving the system w/out returning
p.move.out<-0.01*p.move.r # prob of moving in/out
p.stay<-1-(p.move.r+p.leave+p.move.out) # prob of staying in the same site
set.seed(42)
random<-runif(10000,0,1) # generating numbers from a random distribution
cumsum.move <- read.table(text="A B C D E NA. left
A 0.0820000 0.3407822 0.6392209 0.3516242 0.3925942 0.1964 0.1964
B 0.1254937 0.4227822 0.6940040 0.3883348 0.4196630 0.3928 0.3928
C 0.7959865 0.8730183 0.7760040 0.7930623 0.8765180 0.5892 0.5892
D 0.8265574 0.8980259 0.8095507 0.8750623 0.9000000 0.7856 0.7856
E 0.9820000 0.9820000 0.9820000 0.9820000 0.9820000 0.9820 0.9820
NA. 0.9910000 0.9910000 0.9910000 0.9910000 0.9910000 0.9910 0.9910
left 1.0000000 1.0000000 1.0000000 1.0000000 1.0000000 1.0000 1.0000",header=TRUE)
cumsum.move <- as.matrix(cumsum.move)
res <- list()
for(o in 1:reps){
result<-character(steps) # Vector for storing sites
set.seed(42)
time.step<-sample(random,steps,replace=TRUE) # sample array of random number
#time.step<-data.frame(x) # time steps used in the simulation (i)
#colnames(time.step)<-c("time.step")
#time.step$event<-""
event <- character(steps)
set.seed(41)
j<-sample(1:N,1,replace=T) # first column to be selected
set.seed(40)
k<-sample(1:N,1,replace=T) # selection of column for ind. that move in/out
for(i in 1:steps){
for (t in 1:(N+1)){
if(time.step[i]<cumsum.move[t,j]){
event[i]<-to.r[t]
break
}
}
ifelse(event[i]=="",break,NA)
result[i]<-event[i]
j<-which(to.r==result[i])
if(length(j)==0){j<-k}
}
res[[o]]<-event
}
do.call("rbind",res)
}
這兩個函數是否給出了相同的結果?
res1 <- sim1()
res2 <- sim2()
all.equal(res1,res2[1,])
[1] TRUE
新版本更快嗎?
library(microbenchmark)
microbenchmark(sim1(),sim2())
Unit: milliseconds
expr min lq median uq max
1 sim1() 204.46339 206.58508 208.38035 212.93363 269.41693
2 sim2() 77.55247 78.39698 79.30539 81.73413 86.84398
那麼,三個因素已經相當不錯了。由於那些break
s,我看不到進一步改進循環的多種可能性。這隻剩下並行化作爲一種選擇。
sim3 <- function(ncore=1,reps=50, steps=100) {
require(foreach)
require(doParallel)
N<-5 # number of sites
sites<-LETTERS[seq(from=1,to=N)]
to.r<-rbind(sites)
p.move.r<-seq.int(0.05,0.90,by=0.05) # prob of moving to a new site
p.leave<-0.01*p.move.r # prob of leaving the system w/out returning
p.move.out<-0.01*p.move.r # prob of moving in/out
p.stay<-1-(p.move.r+p.leave+p.move.out) # prob of staying in the same site
set.seed(42)
random<-runif(10000,0,1) # generating numbers from a random distribution
cumsum.move <- read.table(text="A B C D E NA. left
A 0.0820000 0.3407822 0.6392209 0.3516242 0.3925942 0.1964 0.1964
B 0.1254937 0.4227822 0.6940040 0.3883348 0.4196630 0.3928 0.3928
C 0.7959865 0.8730183 0.7760040 0.7930623 0.8765180 0.5892 0.5892
D 0.8265574 0.8980259 0.8095507 0.8750623 0.9000000 0.7856 0.7856
E 0.9820000 0.9820000 0.9820000 0.9820000 0.9820000 0.9820 0.9820
NA. 0.9910000 0.9910000 0.9910000 0.9910000 0.9910000 0.9910 0.9910
left 1.0000000 1.0000000 1.0000000 1.0000000 1.0000000 1.0000 1.0000",header=TRUE)
cumsum.move <- as.matrix(cumsum.move)
#res <- list()
#for(o in 1:reps){
cl <- makeCluster(ncore)
registerDoParallel(cl)
res <- foreach(1:reps) %dopar% {
result<-character(steps) # Vector for storing sites
set.seed(42)
time.step<-sample(random,steps,replace=TRUE) # sample array of random number
#time.step<-data.frame(x) # time steps used in the simulation (i)
#colnames(time.step)<-c("time.step")
#time.step$event<-""
event <- character(steps)
set.seed(41)
j<-sample(1:N,1,replace=T) # first column to be selected
set.seed(40)
k<-sample(1:N,1,replace=T) # selection of column for ind. that move in/out
for(i in 1:steps){
for (t in 1:(N+1)){
if(time.step[i]<cumsum.move[t,j]){
event[i]<-to.r[t]
break
}
}
ifelse(event[i]=="",break,NA)
result[i]<-event[i]
j<-which(to.r==result[i])
if(length(j)==0){j<-k}
}
#res[[o]]<-event
event
}
stopCluster(cl)
do.call("rbind",res)
}
相同的結果?
res3 <- sim3()
all.equal(res1,c(res3[1,]))
[1] TRUE
更快? (讓我們用4個核在我的Mac,你可以嘗試以訪問多帶幾個核心的服務器。)
microbenchmark(sim1(),sim2(),sim3(4))
Unit: milliseconds
expr min lq median uq max
1 sim1() 202.28200 207.64932 210.32582 212.69869 255.2732
2 sim2() 75.39295 78.95882 80.01607 81.49027 125.0866
3 sim3(4) 1031.02755 1046.41610 1052.72710 1061.74057 1091.2175
這看起來可怕。但是,該測試對並行功能不公平。該函數被調用100次,只有50次重複。這意味着我們會得到並行化的所有開銷,但幾乎沒有任何好處。讓我們更公平一點:
microbenchmark(sim1(rep=10000),sim2(rep=10000),sim3(ncore=4,rep=10000),times=1)
Unit: seconds
expr min lq median uq max
1 sim1(rep = 10000) 42.16821 42.16821 42.16821 42.16821 42.16821
2 sim2(rep = 10000) 16.13822 16.13822 16.13822 16.13822 16.13822
3 sim3(ncore = 4, rep = 10000) 38.18873 38.18873 38.18873 38.18873 38.18873
更好,但仍然不會令人印象深刻。如果重複次數和步數進一步增加,並行功能看起來不錯,但我不知道你是否需要這個功能。
非常感謝Roland,我實際上對原始代碼做了一些編輯,以包含我正在使用的代碼(它也有一些額外的循環...)的更詳細/可重複的示例。我要先檢查你的腳本。感謝您的輸入! – user1626688
嗨,羅蘭,我不確定這段代碼在包含更詳細的編輯時是否有用......因爲我必須爲每個參數運行模擬。 – user1626688
我相信你的新代碼可以用類似的方式進行優化。主要觀點是使用高效的數據結構(向量或列表)來存儲值。使用'Rprof'函數找出哪個操作花費最多時間,並嘗試優化該代碼。儘可能使用矢量化函數。並看看並行化。 – Roland