Rstan - nested parallelization possible?


Operating System: RHEL7
Interface Version: 2.15.1
Output of writeLines(readLines(file.path(Sys.getenv(“HOME”), “.R/Makevars”))):
Output of devtools::session_info("rstan”):

Is it possible to nest parallelization with rstan? So I have multiple things to run in parallel and I would like to start stan with 2 chains per job. The different things do run in parallel using a foreach loop which uses the doParallel backend. I would like to use 2 CPUs per stan run, but this always fails as it looks to me as if rstan interferes with the doParallel stuff.

Has anyone done this or is this not possible to do?



You may want to ping @bgoodri or @jonah directly—they should know.