Intel MKL and Oracle R Distribution

Question

I am trying to test the multi-threading advantages of using Oracle R Distribution. I have a workstation with a 12 core CPU and 32 GB of RAM available that I'd really like to exploit.

I've downloaded the latest Oracle R distribution and the 30 day trial of Intel MKL 11.1. I've specified my PATH per the Oracle documentation and in R studio when I run Sys.BlasLapack() , I am getting Intel Math Kernel Library (Intel MKL).

However my jobs aren't running any faster. Do I need to run one of the .bat files to actually compile and set parameters for the MKL? I don't have Visual Studio and I can't find anything on the web telling me how to do this. Any pointers? I am using Windows 7 Professional.

Answer 1

Short Answer: Run the benchmark from here under standard BLAS and Intel MKL to see if the MKL is working. MKL will only improve performance for some operations.

To actually get the full power of the Oracle R implementation you would have to use the embedded R functions . These are the ones that start with ore .

In Oracle R Enterprise, embedded R execution is the ability to store R scripts in Oracle Database and to invoke such scripts, which then execute in one or more R engines that run in the database and that are dynamically started and managed by the database.

We have tried out ORE in the office with Oracle running on an Exadata box; we began to see performance lift only when the datasets were extremely large .

If your goal is to take advantage of a more powerful BLAS you don't actually need Oracle R to do that. On a Unix distribution you can build open source R with using the --with-blas option (see this link ). I believe the same approach can be used for Windows although I've never compiled R from source with Windows.

Not all R functions run faster with the a different BLAS, in particular most modeling functions like glm don't use the BLAS. To check the performance of your system with different BLAS I have used scripts from this site . They will run much faster if the Intel MKL is being used. Maybe you should try one on your Oracle R distribution and compare with your open source install to confirm that ORE is using the Intel BLAS.

Overall I did not get much day to day performance improvement out of installing the Intel BLAS when I tried it. Revolution Analytics makes a big deal over how their non-free distribution of R leverages the Intel MKL. But they had to rewrite many R functions to take advantage of the increased speed.