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. -- Ross Boylan wk: (415) 514-8146 185 Berry St #5700 ross at biostat.ucsf.edu Dept of Epidemiology and Biostatistics fax: (415) 514-8150 University of California, San Francisco San Francisco, CA 94107-1739 hm: (415) 550-1062
I use save.image() or save(), which seem exactly what you are asking for. 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
One possibility is to write in some checkpointing into your objective function, such as saving the current parameter values via 'save()' or 'dput()'. -roger 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.-- Roger D. Peng | http://www.biostat.jhsph.edu/~rpeng/