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Parallel Processing for apollo_searchStart
Parallel Processing for apollo_searchStart
Being able to parallelize the search start execution would drastically increase computational time when evaluating a large number of starting points.
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stephanehess
- Site Admin
- Posts: 1320
- Joined: 24 Apr 2020, 16:29
Re: Parallel Processing for apollo_searchStart
Hi
yes, we have considered this, but have not had time to think about implementation
Stephane
yes, we have considered this, but have not had time to think about implementation
Stephane
Re: Parallel Processing for apollo_searchStart
I have attempted this, in addition to some other modifications for the searchStart function for my project. One other change was to track why solutions were pruned & how many ended up converging to the global/best solution. I also performed my sampling for the LCL/MXL based on the MNL solution, rather than using MLHS or other sampling methods.
I share my modified script if desired; I tried to keep track of my modifications using comments.
I share my modified script if desired; I tried to keep track of my modifications using comments.
Re: Parallel Processing for apollo_searchStart
Hi Johnathan,
As Stephane mentioned, we thought about making apollo_searchStart, apollo_bootstrap, and apollo_outOfSample perform parallel estimation at the model level before, as opposed to using parallel estimation within each model. However, we did not do it because sharing the pre-processing for each model presented some challenges, and we did not have enough time to look into it back then.
If you are happy to share it, we would love to look at your solution.
Best wishes,
David
As Stephane mentioned, we thought about making apollo_searchStart, apollo_bootstrap, and apollo_outOfSample perform parallel estimation at the model level before, as opposed to using parallel estimation within each model. However, we did not do it because sharing the pre-processing for each model presented some challenges, and we did not have enough time to look into it back then.
If you are happy to share it, we would love to look at your solution.
Best wishes,
David