Is it possible to optionally run multiple chains in parallel?

[goedman]

No description provided.

[goedman]

My preference would be to start looking into parallel execution a bit later on, for release 0.0.1 the basics have to work more or less.

[cwliu007]

Hi goedman,

Why Jags.jl runs five threads in default? Can I just run one thread? How to control? Thanks.

[goedman]

Yes, that will be possible. I'm working on that.

You must be running the master branch, which is in an in between state.

Regards,
Rob

Sent from my iPhone

On Aug 26, 2014, at 8:09 PM, genwei007 notifications@github.com wrote:

Hi goedman,

Why Jags.jl runs five threads in default? Can I just run one thread? How to control? Thanks.

—
Reply to this email directly or view it on GitHub.

[goedman]

Well, I've looked at this issue a bit closer now and implemented part of it. My preliminary conclusion is that running multiple chains in parallel is not a good match with Jags' structure. I will explain this in more detail below.

What is right now in the Jags.jl branch "master" (I will likely move it to a separate branch in about 2 weeks), runs ncommands copies of Jags in parallel. Each copy can run multiple nchains. If nchains is set to 1, and dic or pop are requested, nchains for each command copy is increased and currently set to 3.

I'm struggling with the fact that Jags also has a built-in strategy to use different RNGs for up to 4 chains within each Jags run. One possible approach is that I enforce different RNGs and appropriate seeds in the parallel copies through generating separate .jags files. For the next few weeks I want to think a bit more about this and maybe run some performance tests before proceeding.

For now I suggest to use the Jags v0.0.3, not the "master" branch.

[goedman]

Implemented in Jags-j0.3-v0.0.4