topic Re: proc mcmc in Statistical Procedures

proc mcmc

KBACHU — Fri, 05 May 2017 17:44:34 GMT

Trying to run this code in SAS 94 windows environment. It takes much time in SAS 9.4 compared with SAS 9.2. Any suggestions on how to improve the performance?

ods _all_ close;
ods preferences;

data heights;
	input Family G$ Height @@;
	datalines;
1 F 67   1 F 66   1 F 64   1 M 71   1 M 72   2 F 63
2 F 63   2 F 67   2 M 69   2 M 68   2 M 70   3 F 63
3 M 64   4 F 67   4 F 66   4 M 67   4 M 67   4 M 69
;
run;

data input;
	set heights;

	if g eq 'F' then
		gf = 1;
	else gf = 0;
	drop g;

	if family=1 then
		do;
			indf1=1;
			indf2=0;
			indf3=0;
			indf4=0;
		end;
	else if family=2 then
		do;
			indf1=0;
			indf2=1;
			indf3=0;
			indf4=0;
		end;
	else if family=3 then
		do;
			indf1=0;
			indf2=0;
			indf3=1;
			indf4=0;
		end;
	else if family=4 then
		do;
			indf1=0;
			indf2=0;
			indf3=0;
			indf4=1;
		end;
run;

ods graphics on;

proc mcmc data=input outpost=postout nmc=50000 seed=7893 plots= (trace density) diag=none  monitor=(b0 b1) STATISTICS=summary
	statistics=interval;
	ods select  postsummaries postintervals tdpanel;;
	parms b0 0 b1 0 s2 1 s2g 1;
	prior b: ~ normal(0, var = 10000);
	prior s: ~ igamma(0.01, scale = 0.01);
	random gamma ~ normal(0, var = s2g) subject=family monitor=(gamma);
	mu = b0 + b1 * gf + gamma;
	model height ~ normal(mu, var = s2);
	ods output postintervals=pint postsummaries=psum;
run;

quit;

ods graphics off;

proc print data=pint;
run;

proc print data=psum;
run;
;

Re: proc mm

Reeza — Fri, 05 May 2017 17:44:53 GMT

I don't know about the rest of your code but you can simplify the if/then section:

array indf(4) indf1-indf4 (4*0); *initialize all to 0 to start with;

indf(family) = 1;

Re: proc mm

KBACHU — Fri, 05 May 2017 17:47:18 GMT

Hi Reeza, Thanks for your response. This is just a sample code I am testing. I have to run this with many simulations.

Re: proc mcmc

Reeza — Fri, 05 May 2017 17:51:10 GMT

Ok, can I assume then you've diagnosed the performance problem/bottleneck as being in PROC MCMC?

If so, how long is it currently taking and how long did it take before?

Also, in the upgrade from 9.2 to 9.4 did anything else change?

Re: proc mcmc

KBACHU — Fri, 05 May 2017 18:05:21 GMT

There is almost a 15 seconds delay for the same program between 92 and 94. The time will increase a lot if I run with many simulations. I beleive part of the problem is with ods graphics. I heard that a lot has been changed in ods graphics between 92 and 94

Re: proc mcmc

Reeza — Fri, 05 May 2017 18:15:00 GMT

Yes, ODS Graphics are enhanced, and creating graphs is where it seems to lag. Given your specifications I assume you want a graph though.

Have you tried turning off 'show results as generated' option? That may also speed it up, since it writes it but isn't taking the time to try and display it.

Re: proc mcmc

KBACHU — Fri, 05 May 2017 18:22:46 GMT

I tried unchecking the option, but no change.

Re: proc mcmc

Reeza — Fri, 05 May 2017 21:49:04 GMT

This wasn't under Statistical Procedures, so I've moved it there to hopefully get a better response.

SAS is always interested in when things change between versions, so tech support is probably a good next place to get help, if you haven't already. 9.2 to 9.4 is a big jump though...it's much easier to work with in a lot of ways.

Re: proc mcmc

Ksharp — Sat, 06 May 2017 03:24:31 GMT

Yeah. As you said, maybe ODS Graphic cost you lots of time, 
Try close all the destinations.

ods _all_ close;
proc mcmc ..........

Re: proc mcmc

Rick_SAS — Sat, 06 May 2017 09:53:06 GMT

1. This program takes about 2 seconds for me to run, so I am not seeing the performance problem you see. Most of that 2 seconds is creating output.

2. In the first line of your program, you close all the ODS destinations. This is usually a bad idea. Between 9.2 and 9.3, one of the biggest changes is that HTML became the default destination, instead of LISTING. HTML is a more complex destination and is slower than LISTING. For an apples-to-apples comparison, delete the first line and replace it with

ODS HTML CLOSE;

ODS LISTING;

3. To learn why ODS _ALL_ CLOSE is a bad idea, see "Five reasons to use ODS EXCLUDE to suppress output"