I would like to get some overview of what the options are for model comparison in brms when the models are large (brmsfit objects of ~ 6 GB due to 2000000 iterations).
My immediate problem is that add_criterion() won't run after models are finished on my laptop (16GB memory). I got the error message "vector memory exhausted (limit reached?)"; after which I increased the memory cap on R in Renviron to 100GB (as described here: R on MacOS Error: vector memory exhausted (limit reached?)). The total memory usage goes up to about 90 GB; I get error messages in R when I want to estimate both 'waic' and 'loo', if I just estimate 'loo', R invariably crashes.
What are my options here and what would be the recommendations?
- Use the cluster - local convention is to use a single node, is this recommendable? (I guess not, as we have 6, 10, and 16GB cores. Any (link to) advice on parallelising R on a cluster is welcome.)
- Is it possible to have a less dense posterior in brms, i.e. sample less during estimation, as in BayesTraits?
- Can I parallelise R/RStudio on my own laptop?
- ...?
Many thanks for your advice!