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Using rjuliabugs in parallel

rjuliabugs_parallel.Rmd

The JuliaBUGS library in Julia supports parallel sampling through AbstractMCMC. While in a native Julia session this can be easily enabled by launching Julia with the -t <n_threads> flag, using multithreaded sampling via rjuliabugs requires additional setup. Specifically, you must define the environment variable JULIA_NUM_THREADS=n_threads, where n_threads is the number of threads (or CPU cores) you wish to use for parallel computation. This ensures that rjuliabugs can properly initialize Julia with multithreading support when running multiple chains in parallel from within an R session. The instructions on how to configure JULIA_NUM_THREADS and enable multithreading in your environment, are the following:

  1. Open your terminal or command prompt.
  2. Check what is set as JULIA_NUM_THREADS is set by running:
echo $JULIA_NUM_THREADS

(On Windows PowerShell use: echo $Env:JULIA_NUM_THREADS)

  1. If empty or incorrectly set, decide how many threads you want Julia to use (e.g., 4), then set the environment variable in your terminal session:
export JULIA_NUM_THREADS=4

(On Windows PowerShell use: $Env:JULIA_NUM_THREADS="4")

  1. To make this setting permanent (applies every time you open R and Julia):

    • On macOS/Linux:
      Open your shell configuration file (e.g., .bashrc, .zshrc) with a text editor:

      nano ~/.bashrc

      or

      nano ~/.zshrc

      Add the following line at the end of the file:

      export JULIA_NUM_THREADS=4

      Save and exit (Ctrl+O, Enter, Ctrl+X in nano).
      Then reload your shell configuration or restart your terminal:

      source ~/.bashrc

      (or source ~/.zshrc if using zsh)

    • On Windows:

      1. Search for “Environment Variables” in the Start menu and open “Edit the system environment variables.”
      2. Click “Environment Variables.”
      3. Under “User variables” or “System variables,” click “New…”
      4. Set the variable name as JULIA_NUM_THREADS and the value as the number of threads (e.g., 4).
      5. Click OK to save all dialogs.
      6. Restart your terminal or R session for changes to take effect.

  2. Verify it is set correctly by re-running:

echo $JULIA_NUM_THREADS

(or in R use: Sys.getenv("JULIA_NUM_THREADS"))

Setting JULIA_NUM_THREADS ensures Julia can execute in parallel where possible when running models through rjuliabugs.