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Merge pull request #1331 from rattoma/slice 

bug fixes around slice sampler and parallel execution
time-shift
MichelJuillard 2016-11-08 09:22:38 +01:00 committed by GitHub
parent e2da7c6627 454ac69191
commit 2f29d6b616
2 changed files with 14 additions and 14 deletions
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24
matlab/parallel/masterParallel.m
View File

@ -339,9 +339,9 @@ for j=1:totCPU,
end
else % Hybrid computing Matlab(Master)->Octave(Slaves) and Vice Versa!
if regexpi([Parallel(indPC).MatlabOctavePath], 'octave')
command1=['psexec -d -W ',DyMo, ' -a ',int2str(Parallel(indPC).CPUnbr(j-nCPU0)),' -low ',Parallel(indPC).MatlabOctavePath,' -f --eval "default_save_options(''-v7''); addpath(''',Parallel(indPC).DynarePath,'''), dynareroot = dynare_config(); fParallel(',int2str(offset+1),',',int2str(sum(nBlockPerCPU(1:j))),',',int2str(j),',',int2str(indPC),',''',fname,''')"'];
command1=['psexec -d -W "',DyMo, '" -a ',int2str(Parallel(indPC).CPUnbr(j-nCPU0)),' -low ',Parallel(indPC).MatlabOctavePath,' -f --eval "default_save_options(''-v7''); addpath(''',Parallel(indPC).DynarePath,'''), dynareroot = dynare_config(); fParallel(',int2str(offset+1),',',int2str(sum(nBlockPerCPU(1:j))),',',int2str(j),',',int2str(indPC),',''',fname,''')"'];
else
command1=['psexec -d -W ',DyMo, ' -a ',int2str(Parallel(indPC).CPUnbr(j-nCPU0)),' -low ',Parallel(indPC).MatlabOctavePath,' -nosplash -nodesktop -minimize ',compThread,' -r "addpath(''',Parallel(indPC).DynarePath,'''), dynareroot = dynare_config(); fParallel(',int2str(offset+1),',',int2str(sum(nBlockPerCPU(1:j))),',',int2str(j),',',int2str(indPC),',''',fname,''')"'];
command1=['psexec -d -W "',DyMo, '" -a ',int2str(Parallel(indPC).CPUnbr(j-nCPU0)),' -low ',Parallel(indPC).MatlabOctavePath,' -nosplash -nodesktop -minimize ',compThread,' -r "addpath(''',Parallel(indPC).DynarePath,'''), dynareroot = dynare_config(); fParallel(',int2str(offset+1),',',int2str(sum(nBlockPerCPU(1:j))),',',int2str(j),',',int2str(indPC),',''',fname,''')"'];
end
end
else % 0.2 Parallel(indPC).Local==0: Run using network on remote machine or also on local machine.
@ -377,20 +377,20 @@ for j=1:totCPU,
if ~strcmpi(Parallel(indPC).ComputerName,MasterName), % 0.3 Run on a remote machine!
% Hybrid computing Matlab(Master)-> Octave(Slaves) and Vice Versa!
if regexpi([Parallel(indPC).MatlabOctavePath], 'octave')
command1=['psexec \\',Parallel(indPC).ComputerName,' -d -e -u ',Parallel(indPC).UserName,' -p ',Parallel(indPC).Password,' -W ',Parallel(indPC).RemoteDrive,':\',Parallel(indPC).RemoteDirectory,'\',PRCDir,'\ -a ',int2str(Parallel(indPC).CPUnbr(j-nCPU0)), ...
command1=['psexec \\',Parallel(indPC).ComputerName,' -d -e -u ',Parallel(indPC).UserName,' -p ',Parallel(indPC).Password,' -W "',Parallel(indPC).RemoteDrive,':\',Parallel(indPC).RemoteDirectory,'\',PRCDir,'\" -a ',int2str(Parallel(indPC).CPUnbr(j-nCPU0)), ...
' -low ',Parallel(indPC).MatlabOctavePath,' -f --eval "default_save_options(''-v7''); addpath(''',Parallel(indPC).DynarePath,'''), dynareroot = dynare_config(); fParallel(',int2str(offset+1),',',int2str(sum(nBlockPerCPU(1:j))),',',int2str(j),',',int2str(indPC),',''',fname,''')"'];
else
command1=['psexec \\',Parallel(indPC).ComputerName,' -d -e -u ',Parallel(indPC).UserName,' -p ',Parallel(indPC).Password,' -W ',Parallel(indPC).RemoteDrive,':\',Parallel(indPC).RemoteDirectory,'\',PRCDir,'\ -a ',int2str(Parallel(indPC).CPUnbr(j-nCPU0)), ...
command1=['psexec \\',Parallel(indPC).ComputerName,' -d -e -u ',Parallel(indPC).UserName,' -p ',Parallel(indPC).Password,' -W "',Parallel(indPC).RemoteDrive,':\',Parallel(indPC).RemoteDirectory,'\',PRCDir,'\" -a ',int2str(Parallel(indPC).CPUnbr(j-nCPU0)), ...
' -low ',Parallel(indPC).MatlabOctavePath,' -nosplash -nodesktop -minimize ',compThread,' -r "addpath(''',Parallel(indPC).DynarePath,'''), dynareroot = dynare_config(); fParallel(',int2str(offset+1),',',int2str(sum(nBlockPerCPU(1:j))),',',int2str(j),',',int2str(indPC),',''',fname,''')"'];
end
else % 0.4 Run on the local machine via the network
% Hybrid computing Matlab(Master)->Octave(Slaves) and Vice Versa!
if regexpi([Parallel(indPC).MatlabOctavePath], 'octave')
command1=['psexec \\',Parallel(indPC).ComputerName,' -d -e -W ',Parallel(indPC).RemoteDrive,':\',Parallel(indPC).RemoteDirectory,'\',PRCDir,'\ -a ',int2str(Parallel(indPC).CPUnbr(j-nCPU0)), ...
command1=['psexec \\',Parallel(indPC).ComputerName,' -d -e -W "',Parallel(indPC).RemoteDrive,':\',Parallel(indPC).RemoteDirectory,'\',PRCDir,'\" -a ',int2str(Parallel(indPC).CPUnbr(j-nCPU0)), ...
' -low ',Parallel(indPC).MatlabOctavePath,' -f --eval "default_save_options(''-v7''); addpath(''',Parallel(indPC).DynarePath,'''), dynareroot = dynare_config(); fParallel(',int2str(offset+1),',',int2str(sum(nBlockPerCPU(1:j))),',',int2str(j),',',int2str(indPC),',''',fname,''')"'];
else
command1=['psexec \\',Parallel(indPC).ComputerName,' -d -e -W ',Parallel(indPC).RemoteDrive,':\',Parallel(indPC).RemoteDirectory,'\',PRCDir,'\ -a ',int2str(Parallel(indPC).CPUnbr(j-nCPU0)), ...
command1=['psexec \\',Parallel(indPC).ComputerName,' -d -e -W "',Parallel(indPC).RemoteDrive,':\',Parallel(indPC).RemoteDirectory,'\',PRCDir,'\" -a ',int2str(Parallel(indPC).CPUnbr(j-nCPU0)), ...
' -low ',Parallel(indPC).MatlabOctavePath,' -nosplash -nodesktop -minimize ',compThread,' -r "addpath(''',Parallel(indPC).DynarePath,'''), dynareroot = dynare_config(); fParallel(',int2str(offset+1),',',int2str(sum(nBlockPerCPU(1:j))),',',int2str(j),',',int2str(indPC),',''',fname,''')"'];
end
end
@ -408,9 +408,9 @@ for j=1:totCPU,
end
else % Hybrid computing Matlab(Master)->Octave(Slaves) and Vice Versa!
if regexpi([Parallel(indPC).MatlabOctavePath], 'octave')
command1=['psexec -d -W ',DyMo, ' -a ',int2str(Parallel(indPC).CPUnbr(j-nCPU0)),' -low ',Parallel(indPC).MatlabOctavePath,' -f --eval "default_save_options(''-v7'');addpath(''',Parallel(indPC).DynarePath,'''), dynareroot = dynare_config(); slaveParallel(',int2str(j),',',int2str(indPC),')"'];
command1=['psexec -d -W "',DyMo, '" -a ',int2str(Parallel(indPC).CPUnbr(j-nCPU0)),' -low ',Parallel(indPC).MatlabOctavePath,' -f --eval "default_save_options(''-v7'');addpath(''',Parallel(indPC).DynarePath,'''), dynareroot = dynare_config(); slaveParallel(',int2str(j),',',int2str(indPC),')"'];
else
command1=['psexec -d -W ',DyMo, ' -a ',int2str(Parallel(indPC).CPUnbr(j-nCPU0)),' -low ',Parallel(indPC).MatlabOctavePath,' -nosplash -nodesktop -minimize ',compThread,' -r "addpath(''',Parallel(indPC).DynarePath,'''), dynareroot = dynare_config(); slaveParallel(',int2str(j),',',int2str(indPC),')"'];
command1=['psexec -d -W "',DyMo, '" -a ',int2str(Parallel(indPC).CPUnbr(j-nCPU0)),' -low ',Parallel(indPC).MatlabOctavePath,' -nosplash -nodesktop -minimize ',compThread,' -r "addpath(''',Parallel(indPC).DynarePath,'''), dynareroot = dynare_config(); slaveParallel(',int2str(j),',',int2str(indPC),')"'];
end
end
elseif Parallel(indPC).Local==0, % 1.2 Run using network on remote machine or also on local machine.
@ -450,19 +450,19 @@ for j=1:totCPU,
if ~strcmpi(Parallel(indPC).ComputerName,MasterName), % 1.3 Run on a remote machine.
% Hybrid computing Matlab(Master)->Octave(Slaves) and Vice Versa!
if regexpi([Parallel(indPC).MatlabOctavePath], 'octave')
command1=['psexec \\',Parallel(indPC).ComputerName,' -d -e -u ',Parallel(indPC).UserName,' -p ',Parallel(indPC).Password,' -W ',Parallel(indPC).RemoteDrive,':\',Parallel(indPC).RemoteDirectory,'\',PRCDir,'\ -a ',int2str(Parallel(indPC).CPUnbr(j-nCPU0)), ...
command1=['psexec \\',Parallel(indPC).ComputerName,' -d -e -u ',Parallel(indPC).UserName,' -p ',Parallel(indPC).Password,' -W "',Parallel(indPC).RemoteDrive,':\',Parallel(indPC).RemoteDirectory,'\',PRCDir,'\" -a ',int2str(Parallel(indPC).CPUnbr(j-nCPU0)), ...
' -low ',Parallel(indPC).MatlabOctavePath,' -f --eval "default_save_options(''-v7'');addpath(''',Parallel(indPC).DynarePath,'''), dynareroot = dynare_config(); slaveParallel(',int2str(j),',',int2str(indPC),')"'];
else
command1=['psexec \\',Parallel(indPC).ComputerName,' -d -e -u ',Parallel(indPC).UserName,' -p ',Parallel(indPC).Password,' -W ',Parallel(indPC).RemoteDrive,':\',Parallel(indPC).RemoteDirectory,'\',PRCDir,'\ -a ',int2str(Parallel(indPC).CPUnbr(j-nCPU0)), ...
command1=['psexec \\',Parallel(indPC).ComputerName,' -d -e -u ',Parallel(indPC).UserName,' -p ',Parallel(indPC).Password,' -W "',Parallel(indPC).RemoteDrive,':\',Parallel(indPC).RemoteDirectory,'\',PRCDir,'\" -a ',int2str(Parallel(indPC).CPUnbr(j-nCPU0)), ...
' -low ',Parallel(indPC).MatlabOctavePath,' -nosplash -nodesktop -minimize ',compThread,' -r "addpath(''',Parallel(indPC).DynarePath,'''), dynareroot = dynare_config(); slaveParallel(',int2str(j),',',int2str(indPC),')"'];
end
else % 1.4 Run on the local machine via the network.
% Hybrid computing Matlab(Master)->Octave(Slaves) and Vice Versa!
if regexpi([Parallel(indPC).MatlabOctavePath], 'octave')
command1=['psexec \\',Parallel(indPC).ComputerName,' -d -e -W ',Parallel(indPC).RemoteDrive,':\',Parallel(indPC).RemoteDirectory,'\',PRCDir,'\ -a ',int2str(Parallel(indPC).CPUnbr(j-nCPU0)), ...
command1=['psexec \\',Parallel(indPC).ComputerName,' -d -e -W "',Parallel(indPC).RemoteDrive,':\',Parallel(indPC).RemoteDirectory,'\',PRCDir,'\" -a ',int2str(Parallel(indPC).CPUnbr(j-nCPU0)), ...
' -low ',Parallel(indPC).MatlabOctavePath,' -f --eval "default_save_options(''-v7''); addpath(''',Parallel(indPC).DynarePath,'''), dynareroot = dynare_config(); slaveParallel(',int2str(j),',',int2str(indPC),')"'];
else
command1=['psexec \\',Parallel(indPC).ComputerName,' -d -e -W ',Parallel(indPC).RemoteDrive,':\',Parallel(indPC).RemoteDirectory,'\',PRCDir,'\ -a ',int2str(Parallel(indPC).CPUnbr(j-nCPU0)), ...
command1=['psexec \\',Parallel(indPC).ComputerName,' -d -e -W "',Parallel(indPC).RemoteDrive,':\',Parallel(indPC).RemoteDirectory,'\',PRCDir,'\" -a ',int2str(Parallel(indPC).CPUnbr(j-nCPU0)), ...
' -low ',Parallel(indPC).MatlabOctavePath,' -nosplash -nodesktop -minimize ',compThread,' -r "addpath(''',Parallel(indPC).DynarePath,'''), dynareroot = dynare_config(); slaveParallel(',int2str(j),',',int2str(indPC),')"'];
end
end

4
matlab/posterior_sampler_initialization.m
View File

@ -285,7 +285,7 @@ elseif options_.load_mh_file && ~options_.mh_recover
end
ilogpo2 = record.LastLogPost;
ix2 = record.LastParameters;
[d,bayestopt_]=set_proposal_density_to_previous_value(record,options_,bayestopt_);
[d,bayestopt_]=set_proposal_density_to_previous_value(record,options_,bayestopt_,d);
FirstBlock = 1;
NumberOfPreviousSimulations = sum(record.MhDraws(:,1),1);
fprintf('Estimation::mcmc: I am writing a new mh-history file... ');
@ -451,7 +451,7 @@ elseif options_.mh_recover
end
end
function [d,bayestopt_]=set_proposal_density_to_previous_value(record,options_,bayestopt_)
function [d,bayestopt_]=set_proposal_density_to_previous_value(record,options_,bayestopt_,d)
if isfield(record,'ProposalCovariance') && isfield(record,'ProposalCovariance')
if isfield(record,'MCMC_sampler')
if ~strcmp(record.MCMC_sampler,options_.posterior_sampler_options.posterior_sampling_method)