The functional form has the benefit that it is what is supported by nlmixr2 and therefore there is only one interface between solving and estimating, and it takes some computation time to get to the underlying “classic” simulation code.
These models are in the form of:
library(rxode2)
#> rxode2 4.1.0 using 2 threads (see ?getRxThreads)
#> no cache: create with `rxCreateCache()`
mod1 <- function() {
ini({
KA <- 0.3
CL <- 7
V2 <- 40
Q <- 10
V3 <- 300
Kin <- 0.2
Kout <- 0.2
EC50 <- 8
})
model({
C2 = centr/V2
C3 = peri/V3
d/dt(depot) = -KA*depot
d/dt(centr) = KA*depot - CL*C2 - Q*C2 + Q*C3
d/dt(peri) = Q*C2 - Q*C3
d/dt(eff) = Kin - Kout*(1-C2/(EC50+C2))*eff
eff(0) = 1
})
}Or you can also specify the end-points for simulation/estimation just
like nlmixr2:
mod2f <- function() {
ini({
TKA <- 0.3
TCL <- 7
TV2 <- 40
TQ <- 10
TV3 <- 300
TKin <- 0.2
TKout <- 0.2
TEC50 <- 8
eta.cl + eta.v ~ c(0.09,
0.08, 0.25)
c2.prop.sd <- 0.1
eff.add.sd <- 0.1
})
model({
KA <- TKA
CL <- TCL*exp(eta.cl)
V2 <- TV2*exp(eta.v)
Q <- TQ
V3 <- TV3
Kin <- TKin
Kout <- TKout
EC50 <- TEC50
C2 = centr/V2
C3 = peri/V3
d/dt(depot) = -KA*depot
d/dt(centr) = KA*depot - CL*C2 - Q*C2 + Q*C3
d/dt(peri) = Q*C2 - Q*C3
d/dt(eff) = Kin - Kout*(1-C2/(EC50+C2))*eff
eff(0) = 1
C2 ~ prop(c2.prop.sd)
eff ~ add(eff.add.sd)
})
}For every solve, there is a compile (or a cached compile) of the
underlying model. If you wish to speed this process up you can use the
two underlying rxode2 classic models. This takes two
steps:
Parsing/evaluating the model
Creating the simulation model
The first step can be done by rxode2(mod1) or
mod1() (or for the second model too).
mod1 <- mod1()
mod2f <- rxode2(mod2f)
#> i parameter labels from comments are typically ignored in non-interactive mode
#> i Need to run with the source intact to parse commentsThe second step is to create the underlying “classic”
rxode2 model, which can be done with two different
methods:$simulationModel and
$simulationIniModel. The $simulationModel will
provide the simulation code without the initial conditions pre-pended,
the $simulationIniModel will pre-pend the values. When the
endpoints are specified, the simulation code for each endpoint is also
output. You can see the differences below:
summary(mod1$simulationModel)
#> rxode2 4.1.0 model named rx_1b23b13782dff192aa73b7f754b85925 model (ready).
#> DLL: /tmp/RtmppkEbcD/rxode2/rx_1b23b13782dff192aa73b7f754b85925__.rxd/rx_1b23b13782dff192aa73b7f754b85925_.so
#> NULL
#>
#> Calculated Variables:
#> [1] "C2" "C3"
#> -- rxode2 Model Syntax --
#> rxode2({
#> param(KA, CL, V2, Q, V3, Kin, Kout, EC50)
#> C2 = centr/V2
#> C3 = peri/V3
#> d/dt(depot) = -KA * depot
#> d/dt(centr) = KA * depot - CL * C2 - Q * C2 + Q * C3
#> d/dt(peri) = Q * C2 - Q * C3
#> d/dt(eff) = Kin - Kout * (1 - C2/(EC50 + C2)) * eff
#> eff(0) = 1
#> })
summary(mod1$simulationIniModel)
#> using C compiler: 'gcc (Ubuntu 13.3.0-6ubuntu2~24.04) 13.3.0'
#> rxode2 4.1.0 model named rx_4ef50ac26370ef75824ba64312db924b model (ready).
#> DLL: /tmp/RtmppkEbcD/rxode2/rx_4ef50ac26370ef75824ba64312db924b__.rxd/rx_4ef50ac26370ef75824ba64312db924b_.so
#> NULL
#>
#> Calculated Variables:
#> [1] "C2" "C3"
#> -- rxode2 Model Syntax --
#> rxode2({
#> param(KA, CL, V2, Q, V3, Kin, Kout, EC50)
#> KA = 0.3
#> CL = 7
#> V2 = 40
#> Q = 10
#> V3 = 300
#> Kin = 0.2
#> Kout = 0.2
#> EC50 = 8
#> C2 = centr/V2
#> C3 = peri/V3
#> d/dt(depot) = -KA * depot
#> d/dt(centr) = KA * depot - CL * C2 - Q * C2 + Q * C3
#> d/dt(peri) = Q * C2 - Q * C3
#> d/dt(eff) = Kin - Kout * (1 - C2/(EC50 + C2)) * eff
#> eff(0) = 1
#> })
summary(mod2f$simulationModel)
#> using C compiler: 'gcc (Ubuntu 13.3.0-6ubuntu2~24.04) 13.3.0'
#> rxode2 4.1.0 model named rx_52ffd00a9ee4a90bd466dd3ee0ecead1 model (ready).
#> DLL: /tmp/RtmppkEbcD/rxode2/rx_52ffd00a9ee4a90bd466dd3ee0ecead1__.rxd/rx_52ffd00a9ee4a90bd466dd3ee0ecead1_.so
#> NULL
#>
#> Calculated Variables:
#> [1] "KA" "CL" "V2" "Q" "V3" "Kin"
#> [7] "Kout" "EC50" "C2" "C3" "ipredSim" "sim"
#> -- rxode2 Model Syntax --
#> rxode2({
#> param(TKA, TCL, TV2, TQ, TV3, TKin, TKout, TEC50, c2.prop.sd,
#> eff.add.sd, eta.cl, eta.v)
#> KA = TKA
#> CL = TCL * exp(eta.cl)
#> V2 = TV2 * exp(eta.v)
#> Q = TQ
#> V3 = TV3
#> Kin = TKin
#> Kout = TKout
#> EC50 = TEC50
#> C2 = centr/V2
#> C3 = peri/V3
#> d/dt(depot) = -KA * depot
#> d/dt(centr) = KA * depot - CL * C2 - Q * C2 + Q * C3
#> d/dt(peri) = Q * C2 - Q * C3
#> d/dt(eff) = Kin - Kout * (1 - C2/(EC50 + C2)) * eff
#> eff(0) = 1
#> if (CMT == 5) {
#> rx_yj_ ~ 2
#> rx_lambda_ ~ 1
#> rx_low_ ~ 0
#> rx_hi_ ~ 1
#> rx_pred_f_ ~ C2
#> rx_pred_ ~ rx_pred_f_
#> rx_r_ ~ (rx_pred_f_ * c2.prop.sd)^2
#> ipredSim = rxTBSi(rx_pred_, rx_lambda_, rx_yj_, rx_low_,
#> rx_hi_)
#> sim = rxTBSi(rx_pred_ + sqrt(rx_r_) * rxerr.C2, rx_lambda_,
#> rx_yj_, rx_low_, rx_hi_)
#> }
#> if (CMT == 4) {
#> rx_yj_ ~ 2
#> rx_lambda_ ~ 1
#> rx_low_ ~ 0
#> rx_hi_ ~ 1
#> rx_pred_f_ ~ eff
#> rx_pred_ ~ rx_pred_f_
#> rx_r_ ~ (eff.add.sd)^2
#> ipredSim = rxTBSi(rx_pred_, rx_lambda_, rx_yj_, rx_low_,
#> rx_hi_)
#> sim = rxTBSi(rx_pred_ + sqrt(rx_r_) * rxerr.eff, rx_lambda_,
#> rx_yj_, rx_low_, rx_hi_)
#> }
#> cmt(C2)
#> dvid(5, 4)
#> })
summary(mod2f$simulationIniModel)
#> using C compiler: 'gcc (Ubuntu 13.3.0-6ubuntu2~24.04) 13.3.0'
#> rxode2 4.1.0 model named rx_7bd897a1e353d086ba6d306809244dca model (ready).
#> DLL: /tmp/RtmppkEbcD/rxode2/rx_7bd897a1e353d086ba6d306809244dca__.rxd/rx_7bd897a1e353d086ba6d306809244dca_.so
#> NULL
#>
#> Calculated Variables:
#> [1] "KA" "CL" "V2" "Q" "V3" "Kin"
#> [7] "Kout" "EC50" "C2" "C3" "ipredSim" "sim"
#> -- rxode2 Model Syntax --
#> rxode2({
#> param(TKA, TCL, TV2, TQ, TV3, TKin, TKout, TEC50, c2.prop.sd,
#> eff.add.sd, eta.cl, eta.v)
#> rxerr.C2 = 1
#> rxerr.eff = 1
#> TKA = 0.3
#> TCL = 7
#> TV2 = 40
#> TQ = 10
#> TV3 = 300
#> TKin = 0.2
#> TKout = 0.2
#> TEC50 = 8
#> c2.prop.sd = 0.1
#> eff.add.sd = 0.1
#> eta.cl = 0
#> eta.v = 0
#> KA = TKA
#> CL = TCL * exp(eta.cl)
#> V2 = TV2 * exp(eta.v)
#> Q = TQ
#> V3 = TV3
#> Kin = TKin
#> Kout = TKout
#> EC50 = TEC50
#> C2 = centr/V2
#> C3 = peri/V3
#> d/dt(depot) = -KA * depot
#> d/dt(centr) = KA * depot - CL * C2 - Q * C2 + Q * C3
#> d/dt(peri) = Q * C2 - Q * C3
#> d/dt(eff) = Kin - Kout * (1 - C2/(EC50 + C2)) * eff
#> eff(0) = 1
#> if (CMT == 5) {
#> rx_yj_ ~ 2
#> rx_lambda_ ~ 1
#> rx_low_ ~ 0
#> rx_hi_ ~ 1
#> rx_pred_f_ ~ C2
#> rx_pred_ ~ rx_pred_f_
#> rx_r_ ~ (rx_pred_f_ * c2.prop.sd)^2
#> ipredSim = rxTBSi(rx_pred_, rx_lambda_, rx_yj_, rx_low_,
#> rx_hi_)
#> sim = rxTBSi(rx_pred_ + sqrt(rx_r_) * rxerr.C2, rx_lambda_,
#> rx_yj_, rx_low_, rx_hi_)
#> }
#> if (CMT == 4) {
#> rx_yj_ ~ 2
#> rx_lambda_ ~ 1
#> rx_low_ ~ 0
#> rx_hi_ ~ 1
#> rx_pred_f_ ~ eff
#> rx_pred_ ~ rx_pred_f_
#> rx_r_ ~ (eff.add.sd)^2
#> ipredSim = rxTBSi(rx_pred_, rx_lambda_, rx_yj_, rx_low_,
#> rx_hi_)
#> sim = rxTBSi(rx_pred_ + sqrt(rx_r_) * rxerr.eff, rx_lambda_,
#> rx_yj_, rx_low_, rx_hi_)
#> }
#> cmt(C2)
#> dvid(5, 4)
#> })If you wish to speed up multiple simualtions from the
rxode2 functions, you need to pre-calculate care of the
steps above:
mod1 <- mod1$simulationModel
mod2 <- mod2f$simulationModelThese functions then can act like a normal ui model to be solved. You
can convert them back to a UI as.rxUi() or a function
as.function() as needed.
To increase speed for multiple simulations from the same model you
should use the lower level simulation model (ie
$simulationModel or $simulationIniModel
depending on what you need)
Using the classic rxode2 model specification (which we
can convert from a functional/ui model style) we will continue the
discussion on rxode2 speed enhancements.
rxode2 originally developed as an ODE solver that
allowed an ODE solve for a single subject. This flexibility is still
supported.
The original code from the rxode2 tutorial is below:
library(rxode2)
library(microbenchmark)
library(ggplot2)
mod1 <- rxode2({
C2 = centr/V2
C3 = peri/V3
d/dt(depot) = -KA*depot
d/dt(centr) = KA*depot - CL*C2 - Q*C2 + Q*C3
d/dt(peri) = Q*C2 - Q*C3
d/dt(eff) = Kin - Kout*(1-C2/(EC50+C2))*eff
eff(0) = 1
})
#> using C compiler: 'gcc (Ubuntu 13.3.0-6ubuntu2~24.04) 13.3.0'
## Create an event table
ev <- et() %>%
et(amt=10000, addl=9,ii=12) %>%
et(time=120, amt=20000, addl=4, ii=24) %>%
et(0:240) ## Add Sampling
nsub <- 100 # 100 sub-problems
sigma <- matrix(c(0.09,0.08,0.08,0.25),2,2) # IIV covariance matrix
mv <- rxRmvn(n=nsub, rep(0,2), sigma) # Sample from covariance matrix
CL <- 7*exp(mv[,1])
V2 <- 40*exp(mv[,2])
params.all <- cbind(KA=0.3, CL=CL, V2=V2, Q=10, V3=300,
Kin=0.2, Kout=0.2, EC50=8)The slowest way to code this is to use a for loop. In
this example we will enclose it in a function to compare timing.
In general for R, the apply types of functions perform
better than a for loop, so the tutorial also suggests this
speed enhancement
runSapply <- function(){
res <- apply(params.all, 1, function(theta)
mod1$run(theta, ev)[, "eff"])
}You can also have rxode2 solve all the subject simultaneously without collecting the results in R, using a single threaded solve.
The data output is slightly different here, but still gives the same information:
rxode2 supports multi-threaded solves, so another option is to have
2 threads (called cores in the solve options,
you can see the options in rxControl() or
rxSolve()).
Now the moment of truth, the timings:
bench <- microbenchmark(runFor(), runSapply(), runSingleThread(),run2Thread())
print(bench)
#> Unit: milliseconds
#> expr min lq mean median uq max
#> runFor() 393.15283 410.67560 433.90313 419.04820 443.05721 641.90506
#> runSapply() 397.71791 411.33491 429.55571 421.53287 436.88789 606.78148
#> runSingleThread() 28.36027 29.16171 30.63315 29.68368 30.70332 43.42622
#> run2Thread() 18.70685 19.74179 22.09465 20.65326 24.34789 32.03974
#> neval
#> 100
#> 100
#> 100
#> 100
autoplot(bench)
It is clear that the largest jump in performance
when using the solve method and providing all the
parameters to rxode2 to solve without looping over each subject with
either a for or a sapply. The number of
cores/threads applied to the solve also plays a role in the solving.
We can explore the number of threads further with the following code:
runThread <- function(n){
solve(mod1, params.all, ev, cores=n)[,c("sim.id", "time", "eff")]
}
bench <- eval(parse(text=sprintf("microbenchmark(%s)",
paste(paste0("runThread(", seq(1, 2 * rxCores()),")"),
collapse=","))))
print(bench)
#> Unit: milliseconds
#> expr min lq mean median uq max neval
#> runThread(1) 28.56079 29.36687 30.57590 29.71795 30.82498 41.93101 100
#> runThread(2) 19.07053 19.98075 22.36576 21.20609 25.08299 30.32868 100
#> runThread(3) 19.41765 20.44852 21.15135 20.84738 21.26877 26.93379 100
#> runThread(4) 17.25040 18.09046 20.10036 18.50789 20.00813 30.14019 100
autoplot(bench)
There can be a suite spot in speed vs number or cores. The system type (mac, linux, windows and/or processor), complexity of the ODE solving and the number of subjects may affect this arbitrary number of threads. 4 threads is a good number to use without any prior knowledge because most systems these days have at least 4 threads (or 2 processors with 4 threads).
One of the way that allows faster ODE solving is to make some
approximations that make some math operators like exp()
faster but not technically accurate enough to follow the IEEE standard
for the math functions values (there are other implications that I will
not cover here).
While these are optimizations are opt-in for Julia since they compile everything each session, CRAN has a more conservative approach since individuals do not compile each R function before running it.
Still, rxode2 models can be compiled with this option
without disturbing CRAN policies. The key is to set an option. Here is
an example:
# Using the first example subset to PK
mod2f <- function() {
ini({
TKA <- 0.3
TCL <- 7
TV2 <- 40
TQ <- 10
TV3 <- 300
TKin <- 0.2
TKout <- 0.2
TEC50 <- 8
eta.cl + eta.v ~ c(0.09,
0.08, 0.25)
c2.prop.sd <- 0.1
})
model({
KA <- TKA
CL <- TCL*exp(eta.cl)
V2 <- TV2*exp(eta.v)
Q <- TQ
V3 <- TV3
Kin <- TKin
Kout <- TKout
EC50 <- TEC50
C2 = centr/V2
C3 = peri/V3
d/dt(depot) = -KA*depot
d/dt(centr) = KA*depot - CL*C2 - Q*C2 + Q*C3
d/dt(peri) = Q*C2 - Q*C3
C2 ~ prop(c2.prop.sd)
})
}
mod2f <- mod2f()
mod2s <- mod2f$simulationIniModel
#> using C compiler: 'gcc (Ubuntu 13.3.0-6ubuntu2~24.04) 13.3.0'
ev <- et(amountUnits="mg", timeUnits="hours") %>%
et(amt=10000, addl=9,ii=12,cmt="depot") %>%
et(time=120, amt=2000, addl=4, ii=14, cmt="depot") %>%
et(0:240) # Add sampling
bench1 <- microbenchmark(standardCompile=rxSolve(mod2s, ev, nSub=1000))
# Now clear the cache of models so we can change the compile options for the same model
rxClean()
# Use withr to preserve the options
withr::with_options(list(rxode2.compile.O="fast"), {
mod2s <- mod2f$simulationIniModel
})
#> using C compiler: 'gcc (Ubuntu 13.3.0-6ubuntu2~24.04) 13.3.0'
bench2 <- microbenchmark(fastCompile=rxSolve(mod2s, ev, nSub=1000))
bench <- rbind(bench1, bench2)
print(bench)
#> Unit: milliseconds
#> expr min lq mean median uq max neval
#> standardCompile 351.5886 380.5288 482.5009 528.1560 562.4647 700.8233 100
#> fastCompile 347.1830 374.5726 476.8769 497.9484 553.0792 753.8640 100
autoplot(bench)
Note compiler settings can be tricky and if you setup your system
wide Makevars it may interact with this setting. For
example if you use ccache the compile may not be produced
with the same options since it was cached with the other options.
For example, on the github runner (which generates this page), there
is no advantage to the "fast" compile. However, on my
development laptop there is some
minimal speed increase. You should probably check before using this
yourself.
This is disabled by default since there is only minimum increase in speed.
cBefore some of the parallel solving was implemented, the fastest way
to run rxode2 was with lapply. This is how Rik
Schoemaker created the data-set for nlmixr comparisons, but
reduced to run faster automatic building of the pkgdown website.
library(rxode2)
library(data.table)
#Define the rxode2 model
ode1 <- "
d/dt(abs) = -KA*abs;
d/dt(centr) = KA*abs-(CL/V)*centr;
C2=centr/V;
"
#Create the rxode2 simulation object
mod1 <- rxode2(model = ode1)
#> using C compiler: 'gcc (Ubuntu 13.3.0-6ubuntu2~24.04) 13.3.0'
#Population parameter values on log-scale
paramsl <- c(CL = log(4),
V = log(70),
KA = log(1))
#make 10,000 subjects to sample from:
nsubg <- 300 # subjects per dose
doses <- c(10, 30, 60, 120)
nsub <- nsubg * length(doses)
#IIV of 30% for each parameter
omega <- diag(c(0.09, 0.09, 0.09))# IIV covariance matrix
sigma <- 0.2
#Sample from the multivariate normal
set.seed(98176247)
rxSetSeed(98176247)
library(MASS)
mv <-
mvrnorm(nsub, rep(0, dim(omega)[1]), omega) # Sample from covariance matrix
#Combine population parameters with IIV
params.all <-
data.table(
"ID" = seq(1:nsub),
"CL" = exp(paramsl['CL'] + mv[, 1]),
"V" = exp(paramsl['V'] + mv[, 2]),
"KA" = exp(paramsl['KA'] + mv[, 3])
)
#set the doses (looping through the 4 doses)
params.all[, AMT := rep(100 * doses,nsubg)]
Startlapply <- Sys.time()
#Run the simulations using lapply for speed
s = lapply(1:nsub, function(i) {
#selects the parameters associated with the subject to be simulated
params <- params.all[i]
#creates an eventTable with 7 doses every 24 hours
ev <- eventTable()
ev$add.dosing(
dose = params$AMT,
nbr.doses = 1,
dosing.to = 1,
rate = NULL,
start.time = 0
)
#generates 4 random samples in a 24 hour period
ev$add.sampling(c(0, sort(round(sample(runif(600, 0, 1440), 4) / 60, 2))))
#runs the rxode2 simulation
x <- as.data.table(mod1$run(params, ev))
#merges the parameters and ID number to the simulation output
x[, names(params) := params]
})
#runs the entire sequence of 100 subjects and binds the results to the object res
res = as.data.table(do.call("rbind", s))
Stoplapply <- Sys.time()
print(Stoplapply - Startlapply)
#> Time difference of 13.21096 secsBy applying some of the new parallel solving concepts you can simply run the same simulation both with less code and faster:
rx <- rxode2({
CL = log(4)
V = log(70)
KA = log(1)
CL = exp(CL + eta.CL)
V = exp(V + eta.V)
KA = exp(KA + eta.KA)
d/dt(abs) = -KA*abs;
d/dt(centr) = KA*abs-(CL/V)*centr;
C2=centr/V;
})
#> using C compiler: 'gcc (Ubuntu 13.3.0-6ubuntu2~24.04) 13.3.0'
omega <- lotri(eta.CL ~ 0.09,
eta.V ~ 0.09,
eta.KA ~ 0.09)
doses <- c(10, 30, 60, 120)
startParallel <- Sys.time()
ev <- do.call("rbind",
lapply(seq_along(doses), function(i){
et() %>%
et(amt=doses[i]) %>% # Add single dose
et(0) %>% # Add 0 observation
## Generate 4 samples in 24 hour period
et(lapply(1:4, function(...){c(0, 24)})) %>%
et(id=seq(1, nsubg) + (i - 1) * nsubg) %>%
## Convert to data frame to skip sorting the data
## When binding the data together
as.data.frame
}))
## To better compare, use the same output, that is data.table
res <- rxSolve(rx, ev, omega=omega, returnType="data.table")
endParallel <- Sys.time()
print(endParallel - startParallel)
#> Time difference of 0.1168218 secsYou can see a striking time difference between the two methods; A few things to keep in mind:
rxode2 use the thread-safe sitmo
threefry routines for simulation of eta
values. Therefore the results are expected to be different (also the
random samples are taken in a different order which would be
different)
This prior simulation was run in R 3.5, which has a different random number generator so the results in this simulation will be different from the actual nlmixr comparison when using the slower simulation.
This speed comparison used data.table.
rxode2 uses data.table internally (when
available) try to speed up sorting, so this would be different than
installations where data.table is not installed. You can
force rxode2 to use order() when sorting by using
forderForceBase(TRUE). In this case there is little
difference between the two, though in other examples
data.table’s presence leads to a speed increase (and less
likely it could lead to a slowdown).
The version since the tutorial has even more ways to run
multi-subject simulations, including adding variability in sampling and
dosing times with et() (see rxode2
events for more information), ability to supply both an
omega and sigma matrix as well as adding as a
thetaMat to R to simulate with uncertainty in the
omega, sigma and theta matrices;
see rxode2
simulation vignette.
The session information:
sessionInfo()
#> R version 4.4.1 (2024-06-14)
#> Platform: x86_64-pc-linux-gnu
#> Running under: Ubuntu 24.04.2 LTS
#>
#> Matrix products: default
#> BLAS: /usr/lib/x86_64-linux-gnu/openblas-pthread/libblas.so.3
#> LAPACK: /usr/lib/x86_64-linux-gnu/openblas-pthread/libopenblasp-r0.3.26.so; LAPACK version 3.12.0
#>
#> locale:
#> [1] C
#>
#> time zone: America/New_York
#> tzcode source: system (glibc)
#>
#> attached base packages:
#> [1] stats graphics grDevices utils datasets methods base
#>
#> other attached packages:
#> [1] MASS_7.3-60.2 data.table_1.17.8 ggplot2_3.5.2
#> [4] microbenchmark_1.5.0 rxode2_4.1.0
#>
#> loaded via a namespace (and not attached):
#> [1] sass_0.4.10 generics_0.1.4 lattice_0.22-6
#> [4] digest_0.6.37 magrittr_2.0.3 evaluate_1.0.5
#> [7] grid_4.4.1 RColorBrewer_1.1-3 fastmap_1.2.0
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