diff options
author | Johannes Ranke <jranke@uni-bremen.de> | 2015-04-18 00:06:38 +0200 |
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committer | Johannes Ranke <jranke@uni-bremen.de> | 2015-04-18 00:06:38 +0200 |
commit | a26b44d15c11ebb41083fc2efab0cc91a027b55b (patch) | |
tree | 1ab67782b9f0ec70a2409c430b8f57f32e4d5eb5 /vignettes/compiled_models.Rmd | |
parent | 07685d190e7da7bdc199f0b6cd0bd372c5264aa5 (diff) |
Add a vignette showing the performance of compiled models
Diffstat (limited to 'vignettes/compiled_models.Rmd')
-rw-r--r-- | vignettes/compiled_models.Rmd | 87 |
1 files changed, 87 insertions, 0 deletions
diff --git a/vignettes/compiled_models.Rmd b/vignettes/compiled_models.Rmd new file mode 100644 index 00000000..bac284c5 --- /dev/null +++ b/vignettes/compiled_models.Rmd @@ -0,0 +1,87 @@ +---
+title: "Performance benefit by using compiled model definitions in mkin"
+output:
+ html_document:
+ css: mkin_vignettes.css
+ toc: true
+ mathjax: null
+ theme: united
+---
+<!--
+%\VignetteEngine{knitr::rmarkdown}
+%\VignetteIndexEntry{Performance benefit by using compiled model definitions in mkin}
+-->
+
+```{r, include = FALSE}
+library(knitr)
+opts_chunk$set(tidy = FALSE, cache = TRUE)
+if (!require("ccSolve"))
+ message("Please install the ccSolve package for this vignette to produce sensible output")
+
+```
+
+# Benchmark for a model that can also be solved with Eigenvalues
+
+This evaluation is taken from the example section of mkinfit. When using an mkin version
+greater than 0.9-36 and the ccSolve package is installed and functional, you will get a
+message that the model is being compiled when defining a model using mkinmod.
+
+```{r create_SFO_SFO}
+library("mkin")
+SFO_SFO <- mkinmod(
+ parent = list(type = "SFO", to = "m1", sink = TRUE),
+ m1 = list(type = "SFO"))
+```
+
+We can compare the performance of the Eigenvalue based solution against the
+compiled version and the R implementation of the differential equations using
+the microbenchmark package.
+
+
+```{r benchmark_SFO_SFO, echo=-(1:2)}
+# Redefining the model, in order not to confuse the knitr cache which leads to segfaults
+suppressMessages(SFO_SFO <- mkinmod(
+ parent = list(type = "SFO", to = "m1", sink = TRUE),
+ m1 = list(type = "SFO")))
+library("microbenchmark")
+mb.1 <- microbenchmark(
+ mkinfit(SFO_SFO, FOCUS_2006_D, solution_type = "deSolve", use_compiled = FALSE,
+ quiet = TRUE),
+ mkinfit(SFO_SFO, FOCUS_2006_D, solution_type = "eigen", quiet = TRUE),
+ mkinfit(SFO_SFO, FOCUS_2006_D, solution_type = "deSolve", quiet = TRUE),
+ times = 3, control = list(warmup = 1))
+smb.1 <- summary(mb.1)[-1]
+rownames(smb.1) <- c("deSolve, not compiled", "Eigenvalue based", "deSolve, compiled")
+print(smb.1)
+```
+
+We see that using the compiled model is almost a factor of 8 faster than using the R version
+with the default ode solver, and it is even faster than the Eigenvalue based solution implemented
+in R which does not need iterative solution of the ODEs:
+
+```{r}
+smb.1["median"]/smb.1["deSolve, compiled", "median"]
+```
+
+# Benchmark for a model that can not be solved with Eigenvalues
+
+This evaluation is also taken from the example section of mkinfit.
+
+```{r benchmark_FOMC_SFO}
+FOMC_SFO <- mkinmod(
+ parent = list(type = "FOMC", to = "m1", sink = TRUE),
+ m1 = list(type = "SFO"))
+
+mb.2 <- microbenchmark(
+ mkinfit(FOMC_SFO, FOCUS_2006_D, use_compiled = FALSE, quiet = TRUE),
+ mkinfit(FOMC_SFO, FOCUS_2006_D, quiet = TRUE),
+ times = 3, control = list(warmup = 1))
+smb.2 <- summary(mb.2)[-1]
+rownames(smb.2) <- c("deSolve, not compiled", "deSolve, compiled")
+print(smb.2)
+smb.2["median"]/smb.2["deSolve, compiled", "median"]
+
+```
+
+Here we get a performance benefit of more than a factor of 8 using the version
+of the differential equation model compiled from C code using the ccSolve package!
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