How to repeat/continue iteration of a parfor loop without incrementing the loop counter untill condition is satisfied

I would like to do a fixed number of simulations, the problem is that while running one, if some conditon is not met, I want to be able not to count the simulaton and redo it.

The logic without a parfor loop is something like this:

runs = 10;

counter = 0;

while counter <= runs

% do something

if condition

continue

end

counter = counter + 1;

end

How to implement the same idea with a parfoor loop?

Answer 1

[Edric Ellis]

It's not entirely clear how your "do something" chooses what to do. I think we need to see a little more detail there. Setting that aside for a moment, here's one possible option:

runs = 10;
parfor ii = 1:10
    candidateResult = rand();
    while candidateResult < 0.9
        % Keep calling 'rand' until we get an acceptable result.
        candidateResult = rand();
    end
    out(ii) = candidateResult;
end

Starting parallel pool (parpool) using the 'local' profile ...
Connected to the parallel pool (number of workers: 2).

disp(out)

    0.9301    0.9807    0.9604    0.9625    0.9114    0.9821    0.9334    0.9800    0.9460    0.9944

[ArchLucs]

Hi Edric, thank you for your comment. I implemeted your logic and it works. I need though to initialize a bunch of temporary variables because all the "do something" code is run inside the while loop for now.

I was curious about what are the other alternatives depending on what "do something" does. To answer your question, my code simulates some data and then perform some analys. There are hyperparameters hard to tune and something a bad hyperparameter value gives really bad numerical result or satures the memory. I just want to skip those cases for now until I figure out how to optimize more.

[Edric Ellis]

Really my uncertainty is around how you're selecting the things to do in "do something". In a typical parfor loop, your "do something" would depend on the loop index ii. However, if "do something" depends only on ii, then you'll always get the same answer, and never satisfy your condition. In the example I show, I'm using rand to avoid the problem because it is not deterministic. Here's some a silly non-working example that shows how things could go wrong if you have a completely deterministic "do something".

runs = 10;
parfor ii = 1:10
    candidateResult = ii + 3;
    while candidateResult < 42 % This will never complete
        candidateResult = ii + 3;
    end
    out(ii) = candidateResult;
end

[ArchLucs]

Thank you for your clarification