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patperry / r-mbest

Moment-Based Estimation for Hierarchical Models (R Package)
Apache License 2.0
24 stars 6 forks source link

parallelize ranef.mhglm #2

Closed hacktuarial closed 7 years ago

hacktuarial commented 8 years ago

I wrote two regression tests to ensure the parallel predictions match the sequential predictions. I made them equality tests, but perhaps they should be identical tests.

hacktuarial commented 8 years ago

Also, I haven't profiled the predict method, but I noticed that ebayes.group.est is executed in sequence over the number of groups. It looks like it includes some nontrivial linear algebra. @patperry do you think there's any performance to be gained by parallelizing this part, too?

patperry commented 8 years ago

Awesome! I'm traveling for the next two weeks, but I'll take a look when I get back.

I would suspect that ebayes.group.est could benefit from parallelization.

On Mar 16, 2016, at 11:25 PM, Timothy Sweetser notifications@github.com wrote:

Also, I haven't profiled the predict method, but I noticed that ebayes.group.est is executed in sequence over the number of groups. It looks like it includes some nontrivial linear algebra. @patperry do you think there's any performance to be gained by parallelizing this part, too?

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patperry commented 7 years ago

Finally merged. Thanks again for your work on this. Sorry it took so long for me to accept the pull request.