我正在尝试编写一个并行化的 for 循环,在其中我试图以最佳方式找到最佳 GLM 以仅对具有最低 p 值的变量进行建模,以查看我是否要打网球(二进制是/否) .
例如,我有一个包含气象数据集的表(及其数据框)。我通过首先查看其中哪个模型的 p 值最低来构建 GLM 模型
PlayTennis ~ Precip
PlayTennis ~ Temp,
PlayTennis ~ Relative_Humidity
PlayTennis ~ WindSpeed)
假设PlayTennis ~ Precip
具有最低的 p 值。因此,repeat 中的下一个循环迭代是查看其他变量的 p 值最低。
PlayTennis ~ Precip + Temp
PlayTennis ~ Precip + Relative_Humidity
PlayTennis ~ Precip + WindSpeed
这将一直持续到没有更重要的变量(P 值大于 0.05)。因此,我们得到了PlayTennis ~ Precip + WindSpeed
(这都是假设的)的最终输出。
关于如何在各种内核上并行化此代码有什么建议吗?我遇到了一个speedglm
从库 speedglm 调用的 glm 新函数。这确实有所改善,但幅度不大。我也研究了foreach
循环,但我不确定它如何与每个线程进行通信,以了解在各种运行中哪个 p 值更大或更小。预先感谢您的任何帮助。
d =
Time Precip Temp Relative_Humidity WindSpeed … PlayTennis
1/1/2000 0:00 0 88 30 0 1
1/1/2000 1:00 0 80 30 1 1
1/1/2000 2:00 0 70 44 0 1
1/1/2000 3:00 0 75 49 10 0
1/1/2000 4:00 0.78 64 99 15 0
1/1/2000 5:00 0.01 66 97 15 0
1/1/2000 6:00 0 74 88 8 0
1/1/2000 7:00 0 77 82 1 1
1/1/2000 8:00 0 78 70 1 1
1/1/2000 9:00 0 79 71 1 1
我拥有的代码如下:
newNames <- names(d)
FRM <- "PlayTennis ~"
repeat
{
for (i in 1:length(newNames))
{
frm <- as.formula(paste(FRM, newNames[i], sep =""))
GLM <- glm(formula = frm, na.action = na.exclude, # exclude NA values where they exist
data = d, family = binomial())
# GLM <- speedglm(formula = frm, na.action = na.exclude, # exclude NA values where they exist
# data = d, family = binomial())
temp <- coef(summary(GLM))[,4][counter]
if (i == 1) # assign min p value, location, and variable name to the first iteration
{
MIN <- temp
LOC <- i
VAR <- newNames[i]
}
if (temp < MIN) # adjust the min p value accordingly
{
MIN <- temp
LOC <- i
VAR <- newNames[i]
}
}
if(MIN > 0.05) # break out of the repeat loop when the p-value > 0.05
{
break
}
FRM <- paste(FRM, VAR, " + ", sep = "") # create new formula
newNames <- newNames[which(newNames != VAR)] # removes variable that is the most significant
counter <- counter + 1
}
我尝试过但不起作用的代码
newNames <- names(d)
FRM <- "PlayTennis ~"
repeat
{
foreach (i = 1:length(newNames)) %dopar%
{
frm <- as.formula(paste(FRM, newNames[i], sep =""))
GLM <- glm(formula = frm, na.action = na.exclude, # exclude NA values where they exist
data = d, family = binomial())
# GLM <- speedglm(formula = frm, na.action = na.exclude, # exclude NA values where they exist
# data = d, family = binomial())
temp <- coef(summary(GLM))[,4][counter]
if (i == 1) # assign min p value, location, and variable name to the first iteration
{
MIN <- temp
LOC <- i
VAR <- newNames[i]
}
if (temp < MIN) # adjust the min p value accordingly
{
MIN <- temp
LOC <- i
VAR <- newNames[i]
}
}
if(MIN > 0.05) # break out of the repeat loop when the p-value > 0.05
{
break
}
FRM <- paste(FRM, VAR, " + ", sep = "") # create new formula
newNames <- newNames[which(newNames != VAR)] # removes variable that is the most significant
counter <- counter + 1
}