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Is there a way to run several RLink computations via REvaluate[] in parallel, e.g. with ParallelTable[]?

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Have you tried your own suggestion? – Sjoerd C. de Vries Mar 2 at 9:07
Yes, but I can't observe a different behavior using Table[] ( comparing the CPU usage and timing). – Robinaut Mar 2 at 9:48

2 Answers

up vote 8 down vote accepted

It is actually possible, if you run several copies of RLink in parallel. This would mean several parallel kernels, R and JVM processes. Here is an example (I have 6 cores):

ParallelEvaluate[Needs["RLink`"]; RLink`InstallR[]]
ParallelEvaluate[RLink`REvaluate["fn <- function(max){sum(sin(1:max))}"]]

and then,

ParallelTable[RLink`RFunction["fn"][i],{i,500000,501000}]//Short//AbsoluteTiming

(* {13.027344,{{1.90482},<<999>>,{1.19949}}}  *)

while for a single core, we get:

Needs["RLink`"]
InstallR[]
REvaluate["fn <- function(max){sum(sin(1:max))}"]

and then 

Table[RLink`RFunction["fn"][i],{i,500000,501000}]//Short//AbsoluteTiming

(* {57.647461,{{1.90482},<<999>>,{1.19949}}} *)

The more computationally intensive is a single call to R functions, the more you will see the speed benefit of parallelization. Since R is vectorized and also based on immutable expressions, it should be relatively easy to write R functions is a way which would be easy to parallelize and use with parallel Mathematica functionality.

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This question was practically a duplicate of mathematica.stackexchange.com/questions/33/… but my answer there is not great. The general solution is that Install must be run separately in each kernel. – Szabolcs Mar 8 at 18:44
@Szabolcs Well, I think it is not quite a duplicate, because here one has to run several JVM and R instances, and while this is possible, it seems good to mention this explicitly. Also, this sort of uses for RLink seem general enough to merit its own discussion, even if this is a special case of the general question you have answered there. – Leonid Shifrin Mar 8 at 18:47
I was not suggesting to close it as a duplicate (I agree it's specific enough), just mentioning that it is the same problem. Mark McClure has an answer about parallel JLink there. – Szabolcs Mar 8 at 18:48
@Szabolcs Actually, this may be important enough to include this as a section into the docs for RLink, for the next release. – Leonid Shifrin Mar 8 at 18:48
@Szabolcs I missed that one. Yes, this is the same idea - R libraries are just loaded into the JVM, so for all practical purposes, this is also just a parallel JLink problem. Actually, at the time, I saw both of your answers and upvoted both, but then I forgot about them. I think, people tend to remember their answers better than the answers of others, alas. – Leonid Shifrin Mar 8 at 18:50
up vote 1 down vote

No, this is not possible. If you need parallelization, use the parallelization possibilities in R.

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Sorry, Rolf, I may have made the wrong statement during my talk in Berlin regarding this matter, which would have led you to this answer. It is actually possible, see my answer. – Leonid Shifrin Mar 2 at 15:56
ok, can the mods unaccept and delete the answer? – Rolf Mertig Mar 2 at 16:21
I believe you could delete your own answer, even if Accepted, unless things have changed. Or you could allow Robinaut the chance to act. – Mr.Wizard♦ Mar 2 at 16:23
The strange thing is, I never tried this before. I was somehow thinking that one can not run more than one JVM instance, which is of course not true if you run them in separate kernels. So, learned something new today too :) – Leonid Shifrin Mar 2 at 16:25

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