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From |
Stas Kolenikov <skolenik@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: StataMP will not utilize multiple processors (Windows XP) |

Date |
Sat, 1 Aug 2009 21:24:59 -0500 |

I think what Austin suggests is perfectly sensible. Here's how you could hack -bstrap- (and that's probably what Austin's package does in its guts): == mybs.do == set seed `1' xtmelogit y x || panel: mat li bb = e(b) gen bspanel = panel bootstrap using mybs-`1', reps(50) replace cluser(panel) idcluster(bspanel): xtmelogit y x || bspanel , from( bb ) == mybs.do == -from(bb)- might be redundant if Stata picks up the estimation results from the zeroth run of the -bootstrap- to provide the starting values, but if it does not, this trick will speed things up a little bit. Then on your machine, start 8 copies of Stata and run -do mybs 111- in the first window, -do mybs 222- in the second window, etc. Once that finishes, you will have 8 files that look like mybs-111, mybs-222... mybs-888. You need to convince Stata those are the results from the same bootstrap. Close all Statas except the first two; in the second one, type use mybs-111, clear append using mybs-222 append using mybs-333 ... append using mybs-888 save mybs-111, replace Then mybs-111 will contain all of the bootstrap results. You can close the second Stata now. Go back to the first Stata (which still thinks that mybs-111 is one and the only bootstrap results file) and type -bootstrap-. It should (I highlight, SHOULD, rather than will for sure) pick up all the results from your appended file. Make sure that you understand every step here -- this is a hack of what Stata does and how it does it, and this is not a very well protected hack. Click "I accept the terms of being desperate" to proceed... All simulations are inherently highly parallelizable. The programming question, I guess, is how to arrange the pipeline of storing the estimation results so that no results are getting lost because of the clashes when they arrive at the same time. I am sure that's doable on Stata Corp side... but I am also sure that their priorities are in entirely different dimension, judging by the number of new things in the new release. On Fri, Jul 31, 2009 at 1:55 PM, Cohen, Elan<cohened@upmc.edu> wrote: > Thank you Austin. That was very informative. It turns out that neither my example (bootstrap) nor my real interest (xtmelogit) utilizes multiple processors (but gllamm apparently does). > > I'm currently sharing the server I'm on, so my timings would not be representative. But I'll certainly try it asap (just out of curiosity). > > > Thank you everyone. > > - Elan > > >> -----Original Message----- >> From: owner-statalist@hsphsun2.harvard.edu >> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of >> Austin Nichols >> Sent: Friday, July 31, 2009 14:36 >> To: statalist@hsphsun2.harvard.edu >> Subject: Re: st: StataMP will not utilize multiple processors >> (Windows XP) >> >> MP only does fine-grain parallelization; -bootstrap- and -simulate- do >> not send iterations to separate processors, but each iteration to all >> available processors. About a year ago, I wrote -bs2- and -sim2- to >> split iterations across processors (just need to keep track of a list >> of random numbers), but they did not perform all that well, so I never >> released them. See the table on p.17 of >> http://www.stata.com/statamp/report.pdf for some expected time >> improvements for different commands. >> >> Can you show us some timings for your system like this: >> >> . drawnorm v1-v50, n(100000) clear >> (obs 100000) >> r; t=13.26 14:22:03 >> >> . qui reg v* >> r; t=1.86 14:22:10 >> >> . set processor 1 >> number of available processor(s) changed from 2 to 1 >> r; t=0.00 14:22:15 >> >> . qui reg v* >> r; t=3.07 14:22:23 >> >> . qui bs: reg v* >> r; t=123.09 14:24:51 >> >> . set processor 2 >> number of available processor(s) changed from 1 to 2 >> r; t=0.00 14:25:04 >> >> . qui bs: reg v* >> r; t=90.16 14:26:39 >> >> >> On Fri, Jul 31, 2009 at 11:54 AM, Cohen, Elan<cohened@upmc.edu> wrote: >> >> How do you know you are only using one processor? >> > >> > I'm watching the task manager as it's running. The Stata >> process only uses 13% of the CPU which is approximately 1/8 of 100%. >> > >> >> The bootstrap is not parallelized, but each iteration of the >> >> estimation should be. >> > >> > This begs the question, are there some Stata commands that >> are built to run on multiple processors and some that aren't? >> I would've thought, if any, bootstrap would work on multiple >> processors. >> > >> > >> >> On Fri, Jul 31, 2009 at 10:36 AM, Cohen, >> Elan<cohened@upmc.edu> wrote: >> >> > Hi all, >> >> > >> >> > I'm running StataMP on a Windows server running XP. The >> >> computer has a Quad core processor, so 8 processors show up >> >> in the task manager (due to hyper threading, I believe). >> >> > >> >> > However, if I run a command, such as bootstrap, Stata will >> >> only allocate 1 processor to do the job. >> >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/statalist/faq >> * http://www.ats.ucla.edu/stat/stata/ >> > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > -- Stas Kolenikov, also found at http://stas.kolenikov.name Small print: I use this email account for mailing lists only. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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