Parallel Optimisation of Bootstrapping in R

T. M. Sloan, M. Piotrowski, T. Forster, P. Ghazal

Research output: Working paper

Abstract

Bootstrapping is a popular and computationally demanding resampling method used for measuring the accuracy of sample estimates and assisting with statistical inference. R is a freely available language and environment for statistical computing popular with biostatisticians for genomic data analyses. A survey of such R users highlighted its implementation of bootstrapping as a prime candidate for parallelization to overcome computational bottlenecks. The Simple Parallel R Interface (SPRINT) is a package that allows R users to exploit high performance computing in multi-core desktops and supercomputers without expert knowledge of such systems. This paper describes the parallelization of bootstrapping for inclusion in the SPRINT R package. Depending on the complexity of the bootstrap statistic and the number of resamples, this implementation has close to optimal speed up on up to 16 nodes of a supercomputer and close to 100 on 512 nodes. This performance in a multi-node setting compares favourably with an existing parallelization option in the native R implementation of bootstrapping.
Original languageEnglish
PublisherArXiv
Publication statusPublished - 24 Jan 2014

Keywords

  • stat.CO
  • J.2; J.3; D.1.3

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