EVOLUTION-MANAGER

Edit File: cross.R

library(foreach) NUMROWS <- 500 NUMCOLS <- 100 NUMFOLDS <- 10 CHUNKSIZE <- 50 nwsopts <- list(chunkSize=CHUNKSIZE) xv <- matrix(rnorm(NUMROWS * NUMCOLS), NUMROWS, NUMCOLS) beta <- c(rnorm(NUMCOLS / 2, 0, 5), rnorm(NUMCOLS / 2, 0, 0.25)) yv <- xv %*% beta + rnorm(NUMROWS, 0, 20) dat <- data.frame(y=yv, x=xv) fold <- sample(rep(1:NUMFOLDS, length=NUMROWS)) # the variables dat, fold, and NUMCOLS are automatically exported print(system.time( prss <- foreach(foldnumber=1:NUMFOLDS, .combine='c', .options.nws=nwsopts) %:% foreach(i=2:NUMCOLS, .combine='c', .final=mean) %dopar% { glmfit <- glm(y ~ ., data=dat[fold != foldnumber, 1:i]) yhat <- predict(glmfit, newdata=dat[fold == foldnumber, 1:i]) sum((yhat - dat[fold == foldnumber, 1]) ^ 2) } )) cat('Results:', prss, '\n')