Has anyone used doMC to speed up an SVM grid search? I am considering doing like so: library(doMC) registerDoMC() foreach (i=0:3) %dopar% { tuned_part1 <- tune.svm(label~., data = trainset, gamma = 10^(-10:-6), cost = 10^(-1:1)) tuned_part2 <- tune.svm(label~., data = trainset, gamma = 10^(-5:0), cost = 10^(-1:1)) tuned_part3 <- tune.svm(label~., data = trainset, gamma = 10^(1:-5), cost = 10^(-1:1)) tuned_part4 <- tune.svm(label~., data = trainset, gamma = 10^(5:10), cost = 10^(-1:1)) } I have a Quad Core processor, so if I understand correctly the above could split that up across the cores. My goal would be a coarse grid search, not sure if the above parameters are good for that, it just seemed like some good starting points. I would just manually look at each of the resulting files, although it would be cool if it resulted in an instance variable being set of the best values. Has anyone used doMC for something like this? Is there a better library to potentially use than doMC for doing something like splitting up an SVM grid search over multiple cores? Brian
Has anyone used doMC to speed up an SVM grid search? I am considering doing like so: library(doMC) registerDoMC() foreach (i=0:3) %dopar% { tuned_part1 <- tune.svm(label~., data = trainset, gamma = 10^(-10:-6), cost = 10^(-1:1)) tuned_part2 <- tune.svm(label~., data = trainset, gamma = 10^(-5:0), cost = 10^(-1:1)) tuned_part3 <- tune.svm(label~., data = trainset, gamma = 10^(1:-5), cost = 10^(-1:1)) tuned_part4 <- tune.svm(label~., data = trainset, gamma = 10^(5:10), cost = 10^(-1:1)) } I have a Quad Core processor, so if I understand correctly the above could split that up across the cores. My goal would be a coarse grid search, not sure if the above parameters are good for that, it just seemed like some good starting points. I would just manually look at each of the resulting files, although it would be cool if it resulted in an instance variable being set of the best values. Has anyone used doMC for something like this? Is there a better library to potentially use than doMC for doing something like splitting up an SVM grid search over multiple cores? Brian