Parallelize mixed logit calculation and/or multistart runs for all models

jhelvy / logitr

Fast estimation of multinomial (MNL) and mixed logit (MXL) models in R with "Preference" space or "Willingness-to-pay" (WTP) space utility parameterizations in R

https://jhelvy.github.io/logitr/

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Parallelize mixed logit calculation and/or multistart runs for all models #10

Closed crforsythe closed 2 years ago

crforsythe commented 3 years ago

For us to keep in mind - something I'll definitely be working on over the next month or so.

jhelvy commented 3 years ago

Consider? https://www.futureverse.org/

jhelvy commented 3 years ago

Changes in v0.2.6 have dramatically improved the estimation. Multi-start runs are quite fast now, even for mixed logit models, and thus parallelization may not really be needed. I'll leave this as a feature request but it won't be on the priority list for package improvements.

jhelvy commented 2 years ago

The multistart is now parallelized in v0.5.0. I haven't experimented yet with parallelizing the mixed logit calculation, but given the current computation speeds I doubt it will have a significant improvement.