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st: RE: Efficient parallel computing in Stata/MP
From
Timothy Mak <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: RE: Efficient parallel computing in Stata/MP
Date
Fri, 27 Sep 2013 10:21:05 +0800
It should be borne in mind that the speed increase in using MP (as opposed to SE or IC) is very often only significant if you're analysing a large dataset, especially for something as simple as -regress-. Opening multiple instances of Stata, however, does not have that limitation, as long as your computer has multiple cores. Also, I'm unsure whether you need 16 cores to fully utilize the MP power if you were to run 4 instances of Stata with MP4 capabilities. Maybe Statacorp would be able to comment on that more. See also -parallel- from SSC for a possible shortcut in parallelizing your work.
Tim
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Demian Panigo
Sent: 27 September 2013 01:02
To: [email protected]
Subject: st: Efficient parallel computing in Stata/MP
Dear Statalist members: I need some help, because I'm not sure about
some Stata/MP properties for parallel computing.
We know from http://www.stata.com/statamp/statamp.pdf that many
estimation commands (e.g. regress) are almost fully parallelizable and
that average efficiency for all commands is around 72%. So, in
standard linear regression problems (e.g running one million equations
for parameter stability analysis), using Stata/MP in a multiple-core
CPU would be an optimal time saving strategy.
However, it is also possible to exploit the multi-core CPU environment
by working with multiple parallel Stata/MP instances (e.g. using 4
parallel Stata/MP instances to run 250.000 linear regressions with
each core).
My question is simple.... Can I save some time by using this "dual
parallelism" methodology? (because parallel computing is
authomatically used by Stata/MP to parallelize internal tasks of, for
example, regress; and because I also parallelize the whole set of
regressions between 4 cores, by means of multiple Stata/MP instances).
Thanks in advance
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