Random Numbers in BiocParallel

Scope

BiocParallel enables use of random number streams in a reproducible manner. This document applies to the following *Param():

  • SerialParam(): sequential evaluation in a single R process.
  • SnowParam(): parallel evaluation in multiple independent R processes.
  • MulticoreParam()): parallel evaluation in R sessions running in forked threads. Not available on Windows.

The *Param() can be used for evaluation with:

  • bplapply(): lapply()-like application of a user-supplied function FUN to a vector or list of elements X.
  • bpiterate(): apply a user-supplied function FUN to an unknown number of elements resulting from successive calls to a user-supplied function ITER.

The reproducible random number implementation also supports:

  • bptry() and the BPREDO= argument, for re-evaluation of elements that fail (e.g., because of a bug in FUN).

Essentials

Use of bplapply() and RNGseed=

Attach BiocParallel and ensure that the version is greater than 1.27.5

library(BiocParallel)
stopifnot(
    packageVersion("BiocParallel") > "1.27.5"
)

For reproducible calculation, use the RNGseed= argument in any of the *Param()constructors.

result1 <- bplapply(1:3, runif, BPPARAM = SerialParam(RNGseed = 100))
result1
## [[1]]
## [1] 0.7393338
## 
## [[2]]
## [1] 0.8216743 0.7451087
## 
## [[3]]
## [1] 0.1962909 0.5226640 0.6857650

Repeating the calculation with the same value for RNGseed= results in the same result; a different random number seed results in different results.

result2 <- bplapply(1:3, runif, BPPARAM = SerialParam(RNGseed = 100))
stopifnot(
    identical(result1, result2)
)

result3 <- bplapply(1:3, runif, BPPARAM = SerialParam(RNGseed = 200))
result3
## [[1]]
## [1] 0.9757768
## 
## [[2]]
## [1] 0.6525851 0.6416909
## 
## [[3]]
## [1] 0.6710576 0.5895330 0.7686983
stopifnot(
    !identical(result1, result3)
)

Results are invariant across *Param()

result4 <- bplapply(1:3, runif, BPPARAM = SnowParam(RNGseed = 100))
stopifnot(
    identical(result1, result4)
)

if (!identical(.Platform$OS.type, "windows")) {
    result5 <- bplapply(1:3, runif, BPPARAM = MulticoreParam(RNGseed = 100))
    stopifnot(
        identical(result1, result5)
    )
}

Parallel backends can adjust the number of workers (processes performing the evaluation) and tasks (how elements of X are distributed between workers). Results are invariant to these parameters. This is illustrated with SnowParam(), but applies also to MulticoreParam().

result6 <- bplapply(1:3, runif, BPPARAM = SnowParam(workers = 2, RNGseed = 100))
result7 <- bplapply(1:3, runif, BPPARAM = SnowParam(workers = 3, RNGseed = 100))
result8 <- bplapply(
    1:3, runif,
    BPPARAM = SnowParam(workers = 2, tasks = 3, RNGseed = 100)
)
stopifnot(
    identical(result1, result6),
    identical(result1, result7),
    identical(result1, result8)
)

Subsequent sections illustrate results with SerialParam(), but identical results are obtained with SnowParam() and MulticoreParam().

Use with bpiterate()

bpiterate() allows parallel processing of a ’stream’ of data as a series of tasks, with a task consisting of a portion of the overall data. It is useful when the data size is not known or easily partitioned into elements of a vector or list. A real use case might involve iterating through a BAM file, where a task represents successive records (perhaps 100,000 per task) in the file. Here we illustrate with a simple example – iterating through a vector x = 1:3

ITER_FUN_FACTORY <- function() {
    x <- 1:3
    i <- 0L
    function() {
        i <<- i + 1L
        if (i > length(x))
            return(NULL)
        x[[i]]
    }
}

ITER_FUN_FACTORY() is used to create a function that, on each invocation, returns the next task (here, an element of x; in a real example, perhaps 100000 records from a BAM file). When there are no more tasks, the function returns NULL

ITER <- ITER_FUN_FACTORY()
ITER()
## [1] 1

ITER()
## [1] 2

ITER()
## [1] 3

ITER()
## NULL

In our simple example, bpiterate() is performing the same computations as bplapply() so the results, including the random number streams used by each task in bpiterate(), are the same

result9 <- bpiterate(
    ITER_FUN_FACTORY(), runif,
    BPPARAM = SerialParam(RNGseed = 100)
)
stopifnot(
    identical(result1, result9)
)

Use with bptry()

bptry() in conjunction with the BPREDO= argument to bplapply() or bpiterate() allows for graceful recovery from errors. Here a buggy FUN1() produces an error for the second element. bptry() allows evaluation to continue for other elements of X, despite the error. This is shown in the result.

FUN1 <- function(i) {
    if (identical(i, 2L)) {
        ## error when evaluating the second element
        stop("i == 2")
    } else runif(i)
}
result10 <- bptry(bplapply(
    1:3, FUN1,
    BPPARAM = SerialParam(RNGseed = 100, stop.on.error = FALSE)
))
result10
## [[1]]
## [1] 0.7393338
## 
## [[2]]
## <remote_error in FUN(...): i == 2>
## traceback() available as 'attr(x, "traceback")'
## 
## [[3]]
## [1] 0.1962909 0.5226640 0.6857650
## 
## attr(,"REDOENV")
## <environment: 0x55e21338c070>

FUN2() illustrates the flexibility of bptry() by fixing the bug when i == 2, but also generating incorrect results if invoked for previously correct values. The identity of the result to the original computation shows that only the error task is re-computed, and that the random number stream used by the task is identical to the original stream.

FUN2 <- function(i) {
    if (identical(i, 2L)) {
        ## the random number stream should be in the same state as the
        ## first time through the loop, and rnorm(i) should return
        ## same result as FUN
        runif(i)
    } else {
        ## if this branch is used, then we are incorrectly updating
        ## already calculated elements -- '0' in the output would
        ## indicate this error
        0
    }
}
result11 <- bplapply(
    1:3, FUN2,
    BPREDO = result10,
    BPPARAM = SerialParam(RNGseed = 100, stop.on.error = FALSE)
)
stopifnot(
    identical(result1, result11)
)

Relationship betweenRNGseed= and set.seed()

The global random number stream (influenced by set.seed()) is ignored by BiocParallel, and BiocParallel does NOT increment the global stream.

set.seed(200)
value <- runif(1)

set.seed(200)
result12 <- bplapply(1:3, runif, BPPARAM = SerialParam(RNGseed = 100))
stopifnot(
    identical(result1, result12),
    identical(value, runif(1))
)

When RNGseed= is not used, an internal stream (not accessible to the user) is used and BiocParallel does NOT increment the global stream.

set.seed(100)
value <- runif(1)

set.seed(100)
result13 <- bplapply(1:3, runif, BPPARAM = SerialParam())
stopifnot(
    !identical(result1, result13),
    identical(value, runif(1))
)

bpstart() and random number streams

In all of the examples so far *Param() objects are passed to bplapply() or bpiterate() in the ’stopped’ state. Internally, bplapply() and bpiterate() invoke bpstart() to establish the computational environment (e.g., starting workers for SnowParam()). bpstart() can be called explicitly, e.g., to allow workers to be used across calls to bplapply().

The cluster random number stream is initiated with bpstart(). Thus

param <- bpstart(SerialParam(RNGseed = 100))
result16 <- bplapply(1:3, runif, BPPARAM = param)
bpstop(param)
stopifnot(
    identical(result1, result16)
)

This allows a second call to bplapply to represent a continuation of a random number computation – the second call to bplapply() results in different random number streams for each element of X.

param <- bpstart(SerialParam(RNGseed = 100))
result16 <- bplapply(1:3, runif, BPPARAM = param)
result17 <- bplapply(1:3, runif, BPPARAM = param)
bpstop(param)
stopifnot(
    identical(result1, result16),
    !identical(result1, result17)
)

The results from bplapply() are different from the results from lapply(), even with the same random number seed. This is because correctly implemented parallel random streams require use of a particular random number generator invoked in specific ways for each element of X, as outlined in the Implementation notes section.

Relationship between bplapply() and lapply()

The results from bplapply() are different from the results from lapply(), even with the same random number seed. This is because correctly implemented parallel random streams require use of a particular random number generator invoked in specific ways for each element of X, as outlined in the Implementation notes section.

set.seed(100)
result20 <- lapply(1:3, runif)
stopifnot(
    !identical(result1, result20)
)

Implementation notes

The implementation uses the L’Ecuyer-CMRG random number generator (see ?RNGkind and ?parallel::clusterSetRNGStream for additional details). This random number generates independent streams and substreams of random numbers. In BiocParallel, each call to bp start() creates a new stream from the L’Ecuyer-CMRG generator. Each element in bplap ply() or bpiterate() creates a new substream. Each application of FUN is therefore using the L’Ecuyer-CMRG random number generator, with a substream that is independent of the substreams of all other elements.

Within the user-supplied FUN of bplapply() or bpiterate(), it is a mistake to use RNGkind() to set a different random number generator, or to use set.seed(). This would in principle compromise the independence of the streams across elements.

sessionInfo()

## R version 4.4.1 (2024-06-14)
## Platform: x86_64-pc-linux-gnu
## Running under: Ubuntu 24.04.1 LTS
## 
## Matrix products: default
## BLAS:   /usr/lib/x86_64-linux-gnu/openblas-pthread/libblas.so.3 
## LAPACK: /usr/lib/x86_64-linux-gnu/openblas-pthread/libopenblasp-r0.3.26.so;  LAPACK version 3.12.0
## 
## locale:
##  [1] LC_CTYPE=en_US.UTF-8       LC_NUMERIC=C              
##  [3] LC_TIME=en_US.UTF-8        LC_COLLATE=C              
##  [5] LC_MONETARY=en_US.UTF-8    LC_MESSAGES=en_US.UTF-8   
##  [7] LC_PAPER=en_US.UTF-8       LC_NAME=C                 
##  [9] LC_ADDRESS=C               LC_TELEPHONE=C            
## [11] LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=C       
## 
## time zone: Etc/UTC
## tzcode source: system (glibc)
## 
## attached base packages:
## [1] stats4    stats     graphics  grDevices utils     datasets  methods  
## [8] base     
## 
## other attached packages:
##  [1] GenomicAlignments_1.43.0           Rsamtools_2.23.0                  
##  [3] Biostrings_2.75.0                  XVector_0.47.0                    
##  [5] SummarizedExperiment_1.37.0        Biobase_2.67.0                    
##  [7] MatrixGenerics_1.19.0              matrixStats_1.4.1                 
##  [9] GenomicRanges_1.59.0               GenomeInfoDb_1.43.0               
## [11] IRanges_2.41.0                     S4Vectors_0.45.0                  
## [13] BiocGenerics_0.53.1                generics_0.1.3                    
## [15] RNAseqData.HNRNPC.bam.chr14_0.44.0 BiocParallel_1.41.0               
## [17] BiocStyle_2.35.0                  
## 
## loaded via a namespace (and not attached):
##  [1] rappdirs_0.3.3          sass_0.4.9              bitops_1.0-9           
##  [4] SparseArray_1.7.0       lattice_0.22-6          stringi_1.8.4          
##  [7] hms_1.1.3               digest_0.6.37           grid_4.4.1             
## [10] evaluate_1.0.1          fastmap_1.2.0           Matrix_1.7-1           
## [13] jsonlite_1.8.9          progress_1.2.3          backports_1.5.0        
## [16] BiocManager_1.30.25     httr_1.4.7              UCSC.utils_1.3.0       
## [19] brew_1.0-10             codetools_0.2-20        jquerylib_0.1.4        
## [22] abind_1.4-8             cli_3.6.3               rlang_1.1.4            
## [25] crayon_1.5.3            DelayedArray_0.33.1     withr_3.0.2            
## [28] cachem_1.1.0            yaml_2.3.10             S4Arrays_1.7.1         
## [31] tools_4.4.1             parallel_4.4.1          checkmate_2.3.2        
## [34] base64url_1.4           GenomeInfoDbData_1.2.13 buildtools_1.0.0       
## [37] vctrs_0.6.5             R6_2.5.1                lifecycle_1.0.4        
## [40] zlibbioc_1.52.0         pkgconfig_2.0.3         bslib_0.8.0            
## [43] data.table_1.16.2       xfun_0.49               batchtools_0.9.17      
## [46] sys_3.4.3               knitr_1.48              htmltools_0.5.8.1      
## [49] snow_0.4-4              rmarkdown_2.28          maketools_1.3.1        
## [52] compiler_4.4.1          prettyunits_1.2.0