Economics Job Market Rumors Topic: It takes 20 hours for my macro model to solve on my school's computer
https://www.econjobrumors.com/topic/it-takes-20-hours-for-my-macro-model-to-solve-on-my-schools-computer
Economics Job Market Rumors Topic: It takes 20 hours for my macro model to solve on my school's computeren-USSat, 16 Jan 2021 06:06:32 +0000http://bbpress.org/?v=1.0.2<![CDATA[Search]]>q
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Economist on "It takes 20 hours for my macro model to solve on my school's computer"
https://www.econjobrumors.com/topic/it-takes-20-hours-for-my-macro-model-to-solve-on-my-schools-computer#post-6144892
Fri, 23 Oct 2020 14:47:20 +0000Economist6144892@https://www.econjobrumors.com/<blockquote><p>Is this normal? I use Matlab and my school super computer's 28 core node.<br />
My model has 5 state variables.
</p></blockquote>
<p>Op, no generic info from here will help.<br />
1) are individual iterations taking too long, or is it taking too many interactions? The solution will be very different depending on each case. Figure it out.<br />
2) in the former case: matlab has a great profiler. Use it to figure out what is taking the time.<br />
3) in the latter case: analyze the behavior of the value function over the iterations to see what's going on. Experiment with optimization choices, algorithms etc.
</p>Economist on "It takes 20 hours for my macro model to solve on my school's computer"
https://www.econjobrumors.com/topic/it-takes-20-hours-for-my-macro-model-to-solve-on-my-schools-computer#post-6144772
Fri, 23 Oct 2020 13:55:42 +0000Economist6144772@https://www.econjobrumors.com/<blockquote><p>It depends on how OP has discretized his or her state space and whether the underlying variables are naturally discrete or continuous. Also depends on the nature of the optimization problem for each point in the state space (e.g., root finding or brute-force).
</p></blockquote>
<p>It matters, but not in the magnitude of 20 h vs a few mins.
</p>Economist on "It takes 20 hours for my macro model to solve on my school's computer"
https://www.econjobrumors.com/topic/it-takes-20-hours-for-my-macro-model-to-solve-on-my-schools-computer#post-6144731
Fri, 23 Oct 2020 13:35:56 +0000Economist6144731@https://www.econjobrumors.com/<p>It depends on how OP has discretized his or her state space and whether the underlying variables are naturally discrete or continuous. Also depends on the nature of the optimization problem for each point in the state space (e.g., root finding or brute-force).
</p>Economist on "It takes 20 hours for my macro model to solve on my school's computer"
https://www.econjobrumors.com/topic/it-takes-20-hours-for-my-macro-model-to-solve-on-my-schools-computer#post-6144679
Fri, 23 Oct 2020 13:13:15 +0000Economist6144679@https://www.econjobrumors.com/<p>remove those loops OP
</p>Economist on "It takes 20 hours for my macro model to solve on my school's computer"
https://www.econjobrumors.com/topic/it-takes-20-hours-for-my-macro-model-to-solve-on-my-schools-computer#post-6144654
Fri, 23 Oct 2020 13:01:28 +0000Economist6144654@https://www.econjobrumors.com/<p>With 5 states it should not take more than 15-30 minutes. If you use gpus, it should take 1 minute.<br />
It seems that you don't know how to code
</p>Economist on "It takes 20 hours for my macro model to solve on my school's computer"
https://www.econjobrumors.com/topic/it-takes-20-hours-for-my-macro-model-to-solve-on-my-schools-computer#post-6144566
Fri, 23 Oct 2020 12:15:07 +0000Economist6144566@https://www.econjobrumors.com/<p>Is this normal? I use Matlab and my school super computer's 28 core node.<br />
My model has 5 state variables.
</p>