stan-dev / stan-dev/posterior

[FR] Allow rfun to optionally run in parallel over iters

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efficiency
Dominant language
R
Stars
171
Forks
26
Avg merge
2d 18h
Merged PRs (30d)
3

Description

Looking at the code for rfun and looking at the future dev guide I think that that we could allow users to optionally specify whether the rfun should be allowed to run over iterations in parallel.

plain(multicore)
my_fun = function(x, y) {
  return x + y
}
# parallel_args is a list of args for `future.mapply`
my_fun_rvar = rfun(my_fun, c("x", "y"), parallel = TRUE, parallel_args = list(...))

plain(multicore)
x = # ... 
y = # ...
z = my_fun_rvar(x, y)

I think we would just have to modify the signature like

rfun <- function (.f, rvar_args = NULL, ndraws = NULL, parallel = FALSE, parallel_args = list()) 

Then in the code when we call mapply we call future.mapply. I think for the parallel_args we would need to wrap future.mapply in a do.call as well but I can't remember rn

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Research direction

Start in R/rvar-rfun.R at rfun and inspect the existing mapply call. Read the linked future package developer guide before determining how future.mapply and parallel_args fit the function interface. Done means rfun can optionally run over iterations in parallel while retaining the current serial behavior.

Written by the indexing model from the issue text.

Assessment

Tech stack
r
Domain
backend
Issue type
Feature
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
35/100

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