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title Lesson 5: Create a Simple Simulation (Data Science Deep Dive) | Microsoft Docs
ms.custom
ms.date 10/03/2016
ms.prod sql-server-2016
ms.reviewer
ms.suite
ms.technology
r-services
ms.tgt_pltfrm
ms.topic article
applies_to
SQL Server 2016
dev_langs
R
ms.assetid f420b816-ddab-4a1a-89b9-c8285a2d33a3
caps.latest.revision 16
author jeannt
ms.author jeannt
manager jhubbard

Lesson 5: Create a Simple Simulation (Data Science Deep Dive)

Until now you've been using R functions provided by SQL Server R Services that are designed specifically for moving data between [!INCLUDEssNoVersion] and a local compute context. However, suppose you write a custom R function of your own, and want to run it in the server context?

You can call an arbitrary function in the context of the [!INCLUDEssNoVersion] computer, by using the rxExec function. You can also use rxExec to explicitly distribute work across cores in a single server node.

In this lesson, you'll use the remote server to create a simple simulation. The simulation doesn't require any [!INCLUDEssNoVersion] data; the example only demonstrates how to design a custom function and then call it using the rxExec function.

For a more complex example of using rxExec, see this article: http://blog.revolutionanalytics.com/2015/04/coarse-grain-parallelism-with-foreach-and-rxexec.html

Create the Function

A common casino game consists of rolling a pair of dice, with these rules:

  • If you roll a 7 or 11 on your initial roll, you win.

  • If you roll 2, 3, or 12, you lose.

  • If you roll a 4, 5, 6, 8, 9, or 10, that number becomes your point and you continue rolling until you either roll your point again (in which case you win) or roll a 7, in which case you lose.

The game is easily simulated in R, by creating a custom function, and then running it many times.

  1. Create the custom function using the following R code:

    rollDice <- function()   
{   
    result <- NULL        
    point <- NULL     
    count <- 1   
        while (is.null(result))   
        {   
            roll <- sum(sample(6, 2, replace=TRUE))   

            if (is.null(point))   
            { point <- roll }   
            if (count == 1 && (roll == 7 || roll == 11))   
            {  result <- "Win" }   
            else if (count == 1 && (roll == 2 || roll == 3 || roll == 12))    
            { result \<- "Loss" }    
            else if (count > 1 && roll == 7 )   
            { result \<- "Loss" }    
            else if (count > 1 && point == roll)   
            { result <- "Win" }    
            else { count <- count + 1 }   
        }   
        result   
}

  2. To simulate a single game of dice, run the function.

    rollDice()

    Did you win or lose?

Now let's see how you can run the function multiple times, to create a simulation that helps determine the probability of a win.

Create the Simulation

To run an arbitrary function in the context of the [!INCLUDEssNoVersion] computer, you call the rxExec function. Although rxExec also supports distributed execution of a function in parallel across nodes or cores in a server context, here you'll use it just to run your custom function on the server.

  1. Call the custom function as an argument to rxExec, along with some other parameters that modify the simulation.

    sqlServerExec <- rxExec(rollDice, timesToRun=20, RNGseed="auto")   
length(sqlServerExec)

    • Use the timesToRun argument to indicate how many times the function should be executed. In this case, you roll the dice 20 times.

    • The arguments RNGseed and RNGkind can be used to control random number generation. When RNGseed is set to auto, a parallel random number stream is initialized on each worker.

  2. The rxExec function creates a list with one element for each run; however, you won't see much happening until the list is complete. When all the iterations are complete, the line starting with length will return a value.

    You can then go to the next step to get a summary of your win-loss record.

  3. Convert the returned list to a vector using R's unlist function, and summarize the results using the table function.

    table(unlist(sqlServerExec))

    Your results should look something like this:

    Loss Win
    12 8

Conclusions

In this tutorial, you have become proficient with these tasks:

  • Getting [!INCLUDEssNoVersion] data to use in analyses

  • Creating and modifying data sources in R

  • Passing models, data, and plots between your workstation and the [!INCLUDEssNoVersion] server

Tip

If you would like to experiment with these techniques using a larger dataset of 10 million observations, the data files are available from http://packages.revolutionanalytics.com/datasets.

To re-use this walkthrough with the larger data files, just download the data and then modify the data sources as follows:

  • Set the variables ccFraudCsv and ccScoreCsv to point to the new data files
  • Change the name of the table referenced in sqlFraudTable to ccFraud10
  • Change the name of the table referenced in sqlScoreTable to ccFraudScore10

Previous Step

Move Data between SQL Server and XDF File (Data Science Deep Dive)