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In this post I am going to look at how we can run fairly simple
simulations in R with high efficiency. Though many individual-based
simulation models might be simple, they can still take ages to run in R
because of it is an interpreted language. In particular loops are
notoriously slow in R, but loops are often the most logical way to
program a simulation that proceeds in steps through time. So what option
are there to help speed things up? That is, options besides 'rewrite
your simulation in C++', which is simply not feasible for most of us,
and often not worth the effort. Can we get close to the speedup of a C++
rewrite in R? I will explore this question by using one of the simplest
simulation models out there, Conway's Game of Life (GoL).

Conway's GoL is a simple cellular automata, interesting for its ability
to create mesmerizing and complex-looking patterns despite its simple
set of rules. It is a good model to do tests on it, because slightly
more complicated but similar sets of rules can lead to very useful
models in ecology and evolution (e.g. grid-based spatial models). GoL is
setup on a square grid. Each grid cell can take a value of 0 or 1. If we
consider a cell with a 1 as 'alive', and a cell with a 0 as 'dead', then
each round of the simulation each cell is updated according to the
following rules:

  • If a cell is a alive:
    • the cell dies if:
      • only 1 of the 8 surrounding cells are alive, or
      • 4 or more of the 8 surrounding cells are alive
    • the cell remains alive if:
      • 2 or 3 of the 8 surrounding cells are alive
  • If a cell is dead:
    • the cell becomes alive if:
      • exactly 3 or the 8 surrounding cells are alive

We'll start with the most naive way to create this model in R, by
looping through each cell in each iteration of the model. First we
create the lattice, using a simple matrix. We'll start off the
simulation with 40% cells randomly chosen to be alive. We'll make a
fairly large lattice (200 x 200) to highlight how slow R can be even for
such a simple simulation.

nr <- 200
nc <- 200
lattice <- matrix(rbinom(nr*nc,1,0.4), nrow = nr, ncol = nc)

And here is out loop-based method:

GoL_loop <- function(lattice, n_it) {
  lattice <- cbind(0, rbind(0, lattice, 0), 0) ## add buffer of zeroes
  storage <- array(0, c(nrow(lattice), ncol(lattice), n_it + 1))
  storage[ , , 1] <- lattice
  for(n in seq_len(n_it)) {
    updated_lattice <- lattice
    for(i in 2:(nrow(lattice) - 1)){
        for(j in 2:(ncol(lattice) - 1)) {
          neighbours <- lattice[i + 1, j] +
            lattice[i - 1, j] +
            lattice[i, j + 1] + 
            lattice[i, j - 1] +
            lattice[i + 1, j + 1] +
            lattice[i + 1, j - 1] +
            lattice[i - 1, j + 1] +
            lattice[i - 1, j - 1]
          ## apply GoL rules

          updated_lattice[i, j] <- ifelse(lattice[i, j] == 1,
                                          ifelse(neighbours < 2 | neighbours > 3, 0, 1),
                                          ifelse(neighbours == 3, 1, 0))
          }
    }   
    lattice <- updated_lattice
    storage[ , , n + 1] <- lattice
  }
  storage
}

timed_loop <- system.time(
test <- GoL_loop(lattice, 100)
)

timed_loop

##    user  system elapsed 
##   33.08    0.02   33.14

So, that looks pretty cool, but it was ridiculously slow. It took 33.14
seconds to run on my system! That is because every iteration we have to
loop through every single cell and update it (that's 200x200 = 4000). I
would like to run it for more than 100 iterations but I don't want to
wait that long. What can I do?

Two Ways to Make Simulations faster in R

Typically there are two main ways of making simulations run faster:

  1. Rewrite using R efficiencies
  2. Compile code

First, I'll talk about rewriting code to take advantage of efficiencies
in the R language. That is to say, in general, R is inefficient at
loops, however, R is not inefficient at everything. Using this method
tends to take a deeper understanding of R's underlying architecture if
we want to fully take advantage of it. Compiling code usually means
rewriting your code in another language that can be compiled such as C,
or C++. Compiled languages are generally much faster than R. However,
they are usually much more difficult to learn, and don't have all the
nice features of R for manipulating and analyzing data (and simulations
can produce a lot of cool data to manipulate and analyse). Recently,
however, it has become possible to take advantage of some of the
benefits of compiling without having to leave the warm, comforting
embrace of R, and everything Rish. I'll give some examples of that later
in this post.

But first let's look at one way we can rewrite our code so that it runs
faster in R, using features of R which have been highly optimized.

As an example, we can take advantage of one thing that R is pretty
efficient at, and that is doing vectorized operations and matrix math.
If we can convert the logic of our model into a set of operations on
vectors and matrices, we can substantially increase speeds. The
disadvantage of this is that the resulting code is likely to be more
difficult to understand, and it sometimes takes a truly convoluted set
of operations to recreate a relatively simple simulation. Luckily, in
this simple case we can convert our GoL simulation to a set of matrix
additions fairly easily. This method was suggested in a blog
post
by Petr Keil in 2012. The idea is
to simply create 8 matrices in each iteration, which are shifted
versions of the original lattice. Then you can simply add all the
matrices together to calculate the number of living neighbours. This at
least eliminates the loops within each time step. Let's try it:

GoL_matrix <- function(lattice, n_it) {
  nr <- nrow(lattice)
  nc <- ncol(lattice)
  storage <- array(0, c(nrow(lattice), ncol(lattice), n_it + 1))
  storage[ , , 1] <- lattice
  for(n in seq_len(n_it)) {

    lattice_L <- cbind(lattice[ , -1], 0)
    lattice_R <- cbind(0, lattice[ , -nc])
    lattice_U <- rbind(lattice[-1, ], 0)
    lattice_D <- rbind(0, lattice[-nr, ])
    lattice_LU <- rbind(cbind(lattice[ , -1], 0)[-1, ], 0)
    lattice_RU <- rbind(cbind(0, lattice[ , -nc])[-1, ], 0)
    lattice_LD <- rbind(0, cbind(lattice[ , -1], 0)[-nr, ])
    lattice_LR <- rbind(0, cbind(0, lattice[ , -nc])[-nr, ])

    neighbours <- lattice_L + lattice_R + lattice_U + lattice_D +
      lattice_LU + lattice_RU + lattice_LD + lattice_LR

    ## apply GoL rules
    lattice <- ifelse(lattice == 1,
                      ifelse(neighbours < 2 | neighbours > 3, 0, 1),
                      ifelse(neighbours == 3, 1, 0))

    storage[ , , n + 1] <- lattice
  }
  storage
}

timed_matrix <- system.time(
test <- GoL_matrix(lattice, 100)
)

timed_matrix

##    user  system elapsed 
##    0.81    0.06    0.87

Okay that was way faster! It only took 0.87 seconds on my system. Okay
let's run it for longer.

test <- GoL_matrix(lattice, 200)

Okay, but what if we want to run it for a really long time? Can we
make this code go even faster? Well, perhaps. Earlier I mentioned than
compiling code could make it run faster. Since R is an interpreted
language, compiling is normally not available. However, more recent
versions of R do include a command that will try and compile R functions
for you. The command is cmpfun in the compiler package (included
with base R). I suspect by compiling we can make our first loop-based
function run much faster, but that it won't help our second matrix-based
function, because that is already as optimized as possible in R. Let's
find out shall we?

library(compiler)
GoL_loop_cmp <- cmpfun(GoL_loop)

timed_loop_cmp <- system.time(
test <- GoL_loop_cmp(lattice, 100)
)

timed_loop_cmp

##    user  system elapsed 
##   12.06    0.00   12.06

Okay, so that took 12.06 seconds, which is quite a bit faster than the
first time we tried it, nearly 3 times as fast in fact. It's still not
nearly as fast as the matrix method, but you could see how just by using
R's compile feature you could save a lot of time. Now that's see what
happens if we compile the matrix function.

GoL_matrix_cmp <- cmpfun(GoL_matrix)

timed_matrix_cmp <- system.time(
test <- GoL_matrix_cmp(lattice, 100)
)

timed_matrix_cmp

##    user  system elapsed 
##    0.70    0.16    0.86

Okay, so as expected, we didn't really see any speedup when we compiled
the matrix method. It looks like that is about as fast as it gets! So
when using the compiler in R, we can get advantages if our original code
is relatively inefficient (e.g. uses a lot of looping). Another
limitation of compilation in R is that it will usually only work well if
you mostly only use simple mathematical functions in your function. If
you use a lot of more complicated functions from external packages for
example, R's compiler is unlikely to be able to compile your function
effectively. With trial and error it is possible to get a better feel
for when a function can be improved in this way.

But is there any other option if you want more speed? Should you give in
and learn C++? Or perhaps Julia (which combines
some of the ease of use of R, with the speed being closer to C and
family)? Well, perhaps, but there is another option in R which has
emerged quite recently. This is made possible by a new R package known
as nimble. Nimble is its own programming
language that can be embedded in R, which is mainly meant for
programming sophisticated statistical models (similarly to OpenBUGS,
JAGS, or Stan). However, it provides a feature that could be of use far
beyond statistical models. It allows the translation and compilation of
functions written in R syntax into C++ code, which it calls
nimbleFunctions. Unfortunately, only a small subset of the R language has been made available in the nimble language, but if your simulation
is simple enough to be programmed using this subset, this could offer a
way to substantially boost speed without having to learn a new language
(except for the elements of nimble itself which differ very slightly from R in a few cases).

Let's see if we can make our GoL simulation into a nimbleFunction.

library(nimble)

## 
## Attaching package: 'nimble'

## The following object is masked from 'package:stats':
## 
##     simulate

GoL_nimble <- nimbleFunction(
  setup = function(lattice, n_it, nr, nc) {
    lattice <- lattice
    n_it <- n_it
    nr <- nr
    nc <- nc
    storage <- array(0, c(nr, nc, n_it + 1))
  },
  run = function() {

    storage[ , , 1] <<- lattice
    for(n in 1:n_it) {
      updated_lattice <- lattice
      for(i in 2:(nr - 1)){
          for(j in 2:(nc - 1)) {
            neighbours <- lattice[i + 1, j] +
              lattice[i - 1, j] +
              lattice[i, j + 1] + 
              lattice[i, j - 1] +
              lattice[i + 1, j + 1] +
              lattice[i + 1, j - 1] +
              lattice[i - 1, j + 1] +
              lattice[i - 1, j - 1]
            ## apply GoL rules

            if(lattice[i, j] == 1) {
              if(neighbours < 2 | neighbours > 3) {
                updated_lattice[i, j] <- 0  
              } 
            } else {
                if(neighbours == 3) {
                  updated_lattice[i, j] <- 1
                }
              }
            }
      }   
      lattice <<- updated_lattice
      storage[ , , n + 1] <<- lattice
    }
  }
)

nimble_lattice <- cbind(0, rbind(0, lattice, 0), 0) ## add buffer of zeroes
test_nimble <- GoL_nimble(nimble_lattice, 10, nrow(nimble_lattice), ncol(nimble_lattice))

GoL_nimble_cmp <- compileNimble(test_nimble, showCompilerOutput = TRUE)

## compiling... this may take a minute. On some systems there may be some compiler warnings that can be safely ignored.

## compilation finished.

timed_nimble <- system.time(GoL_nimble_cmp$run())

timed_nimble

##    user  system elapsed 
##    0.02    0.00    0.02

Wow! That took only 0.02 seconds! That's so fast it is nearly can't be
timed at 100 iterations. Just to convince ourselves that that worked the
way it should, let's look at a gif of the output, and while we're at it,
time a longer sim, to see if we can get a better idea how fast it is.
Note that I am not including the compilation time here, as that is just a
one-time time cost, so it doesn't have an effect when we want to run a
simulation many times (which we usually do).

test_nimble2 <- GoL_nimble(nimble_lattice, 300, nrow(nimble_lattice), ncol(nimble_lattice))

GoL_nimble_cmp2 <- compileNimble(test_nimble2, showCompilerOutput = TRUE)

## compiling... this may take a minute. On some systems there may be some compiler warnings that can be safely ignored.

## compilation finished.

timed_nimble2 <- system.time(GoL_nimble_cmp2$run())
timed_nimble2

##    user  system elapsed 
##    0.09    0.00    0.09

To understand how the nimbleFunction works, let's dive a little more
into the details of the function I wrote above. Nimble uses an
object-oriented approach (which makes sense since C++ is also
object-oriented). So a nimbleFunction has two parts: the setup and the
run part. The setup function creates data that is embedded in the
object, and can be accessed from the run function. In the example above,
I created an array to store each iteration of the simulation, and also
embedded the lattice matrix and the other parameters in the object for
easy access later. Nimble is then able to determine the types of
variables automatically (necessary for C++). After compiling the
function, we can access the run function with nimble_object$run, then
we can access the results with nimble_object$storage.

It is also possible to make a nimbleFunction which acts more like an R
function, which only takes arguments and then returns a value. In this
case, we simply omit the setup part. If we do this however, we will have
to declare our variable types, because this is necessary during C++
compilation (normally the setup function automatically determines this).
This is a more typically Rish version:

GoL_nimble2 <- nimbleFunction(

  run = function(lattice = integer(2), n_it = integer(0), nr = integer(0), nc = integer(0)) {

    storage <- array(0, c(nr, nc, n_it + 1), type = "integer")
    storage[ , , 1] <- lattice
    for(n in 1:n_it) {
      updated_lattice <- lattice
      for(i in 2:(nr - 1)){
          for(j in 2:(nc - 1)) {
            neighbours <- lattice[i + 1, j] +
              lattice[i - 1, j] +
              lattice[i, j + 1] + 
              lattice[i, j - 1] +
              lattice[i + 1, j + 1] +
              lattice[i + 1, j - 1] +
              lattice[i - 1, j + 1] +
              lattice[i - 1, j - 1]
            ## apply GoL rules

            if(lattice[i, j] == 1) {
              if(neighbours < 2 | neighbours > 3) {
                updated_lattice[i, j] <- 0  
              } 
            } else {
                if(neighbours == 3) {
                  updated_lattice[i, j] <- 1
                }
              }
            }
      }   
      lattice <- updated_lattice
      storage[ , , n + 1] <- lattice
    }
    return(storage)
    returnType(integer(3))
  }
)

## Warning in nf_checkDSLcode(code): Detected possible use of R functions
## in nimbleFunction run code. For this nimbleFunction to compile, these
## functions must defined as nimbleFunctions or nimbleFunction methods: c.

## Warning in nf_checkDSLcode(code): Note that until version 0.6-3 of NIMBLE,
## c() cannot be used as a stand-alone function, but its use to create vector
## arguments to a function may be valid.

nimble_lattice <- cbind(0, rbind(0, lattice, 0), 0) ## add buffer of zeroes
test_nimble3 <- GoL_nimble2(nimble_lattice, 10, nrow(nimble_lattice), ncol(nimble_lattice))

GoL_nimble_cmp3 <- compileNimble(GoL_nimble2, showCompilerOutput = TRUE) # compile directly into function

## compiling... this may take a minute. On some systems there may be some compiler warnings that can be safely ignored.

## compilation finished.

timed_nimble3 <- system.time(test <- GoL_nimble_cmp3(nimble_lattice, 100, nrow(nimble_lattice), ncol(nimble_lattice)))

timed_nimble3

##    user  system elapsed 
##    0.04    0.00    0.03

That works, but actually took slightly longer, probably because of
overhead from passing the object between R and the compiled code. In the
previous version, the data was already embedded in the C++ object, which
meant there was no need to pass data between R and C++. This probably
won't make a big difference if we ran the simulation for longer. An
advantage of this method, however, is that we don't have to recompile
every time we decide to change the size of the lattice.

Declaration is done using the type and dimension of the parameters, for
example lattice is a 2 dimensional integer array (a matrix), so it is
declared as integer(2). integer(0) means a integer scalar.
returnType(x) specifies the type for what the function returns (e.g. integer(3) for a 3 dimensional integer array). If you were using non-integers the type would be double(n).

One of the cool things about nimble is that you can run the created
nimbleFunction directly in R, before compiling. That will be slow (as slow as native R), but is pretty useful for debugging before compilation
(compiler errors are often going to be fairly cryptic compared with an error you might get from R).

I think there is a lot of potential for using nimble for simulations
of intermediate complexity, where you want it to run fast, but you don't
want to have to learn C++ and get into the intricacies of using rcpp
to interface with R. Eventually I have the feeling I will want to learn
some C++ (or pick it up again, as I actually learned some way back in
high school). But in the meantime this seems like a pretty decent
solution.

I will post some more about my adventures with nimble in the coming
months, as I plan to use it to create a more complicated ecological
simulation.


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Russell Dinnage


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