Run MCMC chains in parallel (at the same time). This runner uses
the parallel package to distribute your chains over a number of
worker processes on the same machine. Compared with
monty_runner_callr (Whch is similar to the "worker" support in
mcstate version 1), this is very simple. In particular we do
not report back any information about progress while a chain is
running on a worker or even across chains. There's also no
support to warn you if your number of chains do not neatly divide
through by the number of workers. Mostly this exists as a proof
of concept for us to think about the different interfaces. Unless
your chains are quite slow, the parallel runner will be slower
than the serial runner (monty_runner_serial) due to the overhead
cost of starting the cluster.
Arguments
- n_workers
Number of workers to create a cluster from. In a multi-user setting be careful not to set this to more cores than you are allowed to use. You can use
parallel::detectCores()to get an estimate of the number of cores you have on a single user system (but this is often an overestimate as it returns the number of logical cores, including those from "hyperthreading"). Fewer cores than this will be used if you run fewer chains than you have workers.
Value
A runner of class monty_runner that can be passed to
monty_sample()