Parallelism point selection in nested parallelism situations with focus on the bandwidth selection problem

Abstract

Various parallel processing R packages are used for fast processing and the analysis of big data. Parallel processing is used when the work can be decomposed into tasks that are non-interdependent. In some cases, each task decomposed for parallel processing can also be decomposed into non-interdependent subtasks. We have to choose whether to parallelize the decomposed tasks in the first step or to parallelize the subtasks in the second step when facing nested parallelism situations. This choice has a significant impact on the speed of computation; consequently, it is important to understand the nature of the work and decide where to do the parallel processing. In this paper, we provide an idea of how to apply parallel computing effectively to problems by illustrating how to select a parallelism point for the bandwidth selection of nonparametric regression.