[Rcpp-commits] r2785 - pkg/RcppDE/inst/doc
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Sun Dec 12 22:02:32 CET 2010
Author: edd
Date: 2010-12-12 22:02:31 +0100 (Sun, 12 Dec 2010)
New Revision: 2785
Added:
pkg/RcppDE/inst/doc/RcppDE.pdf
Modified:
pkg/RcppDE/inst/doc/
pkg/RcppDE/inst/doc/RcppDE.Rnw
Log:
and more vignette updates, also checking pdf in
Property changes on: pkg/RcppDE/inst/doc
___________________________________________________________________
Added: svn:ignore
+ figures
Modified: pkg/RcppDE/inst/doc/RcppDE.Rnw
===================================================================
--- pkg/RcppDE/inst/doc/RcppDE.Rnw 2010-12-12 17:59:19 UTC (rev 2784)
+++ pkg/RcppDE/inst/doc/RcppDE.Rnw 2010-12-12 21:02:31 UTC (rev 2785)
@@ -2,7 +2,7 @@
\documentclass[nojss,shortnames,article]{jss}
\usepackage{rotating}
%\usepackage{float}
-\usepackage{flafter}
+%\usepackage{flafter}
\usepackage{booktabs}
\author{Dirk Eddelbuettel\\Debian Project} % \And Second Author\\Plus Affiliation}
@@ -61,6 +61,9 @@
\begin{document}
\SweaveOpts{engine=R,eps=FALSE,echo=FALSE,prefix.string=figures/chart}
+%\VignetteIndexEntry{From DEoptim} to RcppDE: A case study in porting from C %to C++ using Rcpp and RcppArmadillo}
+%\VignetteKeywords{Rcpp,RcppArmadillo,DEoption,differential evolution,optimisation}
+%\VignettePackage{RcppDE}
\setkeys{Gin}{width=0.975\textwidth}
@@ -545,11 +548,7 @@
\subsection{Regression tests}
-As of release 0.1.0, full regression testing has not been implemented in
-\pkg{RcppDE} (and none exist in \pkg{DEoptim} either as of the released
-version 2.0.7).
-
-However, a directory \verb|tests/| has been added. It contains the file
+A a directory \verb|tests/| has been added. It contains the file
\verb|compTest.R| which provides a first means of both \textsl{comparing}
results between \pkg{RcppDE} and \pkg{DEoptim} and also timing them.
@@ -558,11 +557,13 @@
\pkg{DEoptim}. This ensures that results are identical between both
implenations.
+Adding full regression testing is left for a future version of \pkg{RcppDE}.
+
\subsection{Demo files}
\label{subsec:demos}
Several demos have been added for \pkg{RcppDE} to the existing demo file
-present in \pkg{DEoptim}. These new files are
+already present in \pkg{DEoptim}. These new files are
\begin{itemize}
\item \texttt{SmallBenchmark} which runs the three standard test functions
@@ -602,8 +603,8 @@
\subsection{Small problems}
-%\begin{figure}[t!]
-\begin{figure}[ht]
+\begin{figure}[t!]
+%\begin{figure}[ht]
\centering
<<smallRes,fig=TRUE,width=8>>=
## # small benchmark at SVN 2419M
@@ -648,7 +649,7 @@
n=c(5,10,20), 6)
smallWide$fun <- factor(smallWide$fun, levels=c("Rastrigin", "Genrose", "Wild"))
print(dotplot(as.factor(n) ~ timeInSeconds | fun, group=pkg, data=smallWide, layout=c(1,3),
- xlab="Time in seconds for 5, 10 and 20 parameter problems", ylab="",
+ xlab="Time in seconds for 5, 10 and 20 parameter problems, using logarithmic axis", ylab="",
scales=list(x=list(log=TRUE,at=c(0.1, 0.2, 0.4, 0.6, 0.8, 1.0), labels=c(0.1, 0.2, 0.4, 0.6, 0.8, 1.0))),
key=simpleKey(text=c("DEoptim","RcppDE"), space="top")))
@
@@ -680,14 +681,16 @@
has just one trigonometric function and two $x$ terms.
\item The cost of increasing parameter size is larger than just linear: for
all functions, $n=20$ takes more than twice as long than $n=10$, and
- likewise for $n=5$.
+ likewise for $n=5$. Note that we plotted figures~\ref{fig:smallResults} to
+ \ref{fig:compiledResults} using a logarithmic $x$-axis which linearises the
+ results.
\end{itemize}
\subsection{Large problems}
-%\begin{figure}[t!]
-\begin{figure}[ht]
+\begin{figure}[t!]
+%\begin{figure}[ht]
\centering
<<largeRes,fig=TRUE,width=8>>=
## # big benchmark at SVN 2419M
@@ -717,7 +720,7 @@
n=c(50,100,200), 6)
largeWide$fun <- factor(largeWide$fun, levels=c("Rastrigin", "Genrose", "Wild"))
print(dotplot(as.factor(n) ~ timeInSeconds | fun, group=pkg, data=largeWide, layout=c(1,3),
- xlab="Time in seconds for 50, 100 and 200 parameter problems", ylab="",
+ xlab="Time in seconds for 50, 100 and 200 parameter problems, using logarithmic axis", ylab="",
scales=list(x=list(log=TRUE,at=c(1, 2, 5, 10, 20, 30), labels=c(1, 2, 5, 10, 20, 30))),
key=simpleKey(text=c("DEoptim","RcppDE"), space="top")))
@
@@ -746,8 +749,8 @@
\subsection{Compiled objective function}
\label{subsec:compiled}
-%\begin{figure}[t!]
-\begin{figure}[ht]
+\begin{figure}[t!]
+%\begin{figure}[ht]
\centering
<<compiledRes,fig=TRUE,width=8>>=
## # compiled benchmark at SVN 2419:2421M
@@ -777,7 +780,7 @@
n=c(50,100,200), 6)
compiledWide$fun <- factor(compiledWide$fun, levels=c("Rastrigin", "Genrose", "Wild"))
print(dotplot(as.factor(n) ~ timeInSeconds | fun, group=pkg, data=compiledWide, layout=c(1,3),
- xlab="Time in seconds for 50, 100 and 200 parameter problems using compiled objective function", ylab="",
+ xlab="Time in sec. for 50, 100 and 200 parameter problems, compiled objective function, logarithmic axis", ylab="",
scales=list(x=list(log=TRUE,at=c(0.5, 1, 2, 5, 10, 20, 30), labels=c(0.5, 1, 2, 5, 10, 20, 30))),
key=simpleKey(text=c("DEoptim","RcppDE"), space="top")))
@
@@ -832,7 +835,7 @@
comprehensibility) and at the same time gain in performance?
Answering the first part is easiest. As section~\ref{sec:Cppchanges}
-demonstrated and as can be seen from figures~\ref{fig:deoptim_start} to
+demonstrated, and as can be seen from figures~\ref{fig:deoptim_start} to
\ref{fig:devol_return} in the appendix, the \proglang{C++} source code in
\pkg{RcppDE} is now measurably shorter that the \proglang{C} code in
\pkg{DEoptim} that we built upon. While some of this change is caused by to
@@ -845,24 +848,28 @@
and to return results back from \proglang{C++} to \proglang{R}.
Answering the second question in the affirmative is also possible.
-Section~\ref{sec:performance} presented results of consistent gains of
-\pkg{Rcpp} over \pkg{DEoptim} across all test functions and all parameters
-vector sizes that were examined. Particularly noteworthy improvements in
-performancen were obtained with the compiled objective functions.
+Section~\ref{sec:performance} presented results of consistent performance
+gains of \pkg{Rcpp} over \pkg{DEoptim} across all test functions and all
+parameters vector sizes that were examined in this paper. Particularly
+noteworthy improvements in performancen were obtained with the compiled
+objective functions that are possible with \pkg{RcppDE}.
As for the third part and whether this makes using or extending the code
-\textsl{easier}? The proof may very well be in the pudding. We hope to now
+\textsl{easier}: The proof may very well be in the pudding. We hope to now
investigate how the use of multithreaded programming approaches, in
-particularly the OpenMP framework, can further improve the performance of
-optimization via differential evolution. Having changed the code basis to
-the more compact \proglang{C++} should facilitate this investigation. In the
-meantime, the relative ease with which the extension for compiled objective
-function has been added may be an indication of how we can benefit from
-\proglang{C++}.
+particularly via the OpenMP framework, can further improve the performance of
+optimization via differential evolution. We think that having changed the
+code basis to the more compact \proglang{C++} should facilitate this
+investigation. In the meantime, the relative ease with which the extension
+for compiled objective function has been added may be an indication of the
+possible benefits from using \proglang{C++}. So this is not yet fully proven,
+but some benefits have already been demostrated.
-Concluding, we score this approach presented here at a careful \textsl{2 1/2
- out of 3}. We hope that \pkg{RcppDE} proves useful to other \proglang{R}
-user.
+Concluding, we can score the approach presented here at a careful \textsl{2
+ 1/2 out of 3 possible points}. Going from \pkg{DEoptim} to \pkg{RcppDE} has
+been a useful case study in applying \pkg{Rcpp} and \pkg{RcppArmadillo} to a
+well-established problem. We hope that \pkg{RcppDE} also proves useful to
+other \proglang{R} users.
\bibliography{RcppDE}
Added: pkg/RcppDE/inst/doc/RcppDE.pdf
===================================================================
--- pkg/RcppDE/inst/doc/RcppDE.pdf (rev 0)
+++ pkg/RcppDE/inst/doc/RcppDE.pdf 2010-12-12 21:02:31 UTC (rev 2785)
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[TRUNCATED]
To get the complete diff run:
svnlook diff /svnroot/rcpp -r 2785
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