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Laurae2 R-package

The sequel to Laurae R-package.

Each function has at least one corresponding vignette to look up for an example using help_me("my_function_name").

Installation

It can be computationally expensive to build vignettes. Build without vignettes using the following:

devtools::install_github("Laurae2/Laurae2")

If you want to build vignettes to get a significantly better help:

devtools::install_github("Laurae2/Laurae2", build_vignettes = TRUE)

Pre-requirement installation:

install.packages("devtools")
install.packages(c("knitr", "rmarkdown", "mlrMBO", "lhs", "smoof", "ParamHelpers", "animation"))

xgboost installation, commit dmlc/xgboost@017acf5 seems best currently as it has gblinear improvements. Make sure to use the right compiler below:

devtools::install_github("Laurae2/xgbdl")

# gcc
xgbdl::xgb.dl(compiler = "gcc", commit = "017acf5", use_avx = FALSE, use_gpu = FALSE)

# Visual Studio 2015, use AVX if you wish to
xgbdl::xgb.dl(compiler = "Visual Studio 14 2015 Win64", commit = "017acf5", use_avx = FALSE, use_gpu = FALSE)

# Visual Studio 2017, use AVX if you wish to
xgbdl::xgb.dl(compiler = "Visual Studio 15 2017 Win64", commit = "017acf5", use_avx = FALSE, use_gpu = FALSE)

What can it do?

What can it do:

  • Bayesian Optimization (time-limited, iteration-limited, initialization-limited)
  • Create data.frame from [R,C] matrix-like format
  • Create data.table from [R,C] matrix-like format

Package requirements:

  • knitr
  • rmarkdown
  • mlrMBO
  • lhs
  • smoof
  • ParamHelpers
  • animation
  • xgboost

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lauraecpp's Issues

Performance Examples

OLD 2^31-1 BN

Server:

  • Dual Xeon Gold 6130 (2x 16 cores / 32 threads, 2.8 GHz all turbo, 3.7 GHz singlethread)
  • 384GB RAM (12 x 32GB RAM, 2666 MHz)
  • R 3.5.0 compiled using gcc-5.4, -O3 -mtune=native flags
  • Linux Subsystem for Windows, Ubuntu 16.04
  • BIOS additional settings: UMA mode (not NUMA)

CPU frequency:

Frequency CPU loaded
3.7 GHz 1, 2
3.5 GHz 3, 4
3.4 GHz 5, 6, 7, 8
3.1 GHz 9, 10, 11, 12
2.8 GHz 13, 14, 15, 16
2.8 GHz 17-32

On a 16GB vector (2^31 - 1 elements), parallel mean:

What Threads Elapsed Time CPU Time Throughput Information
R 1 6.137s 6.141s 0.3 bn/s Handles NA. Handles more than 2^31 - 1 elements.
C++ 1 3.147s 3.147s 0.7 bn/s No checks on data.
C++ 2 1.613s 3.206s 1.3 bn/s No checks on data.
C++ 4 0.832s 3.304s 2.6 bn/s No checks on data.
C++ 8 0.432s 3.432s 5.0 bn/s No checks on data.
C++ 16 0.229s 3.664s 9.4 bn/s No checks on data.
C++ 32 0.172s 5.241s 12.4 bn/s No checks on data.
C++ 61 0.152s 9.102s 14.0 bn/s No checks on data. Optimal run.
C++ 64 0.165s 9.791s 13.0 bn/s No checks on data.

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