When running BEAST it reports the time taken to calculate a certain number of states (e.g., minutes/million states). It is obviously tempting to compare this time between runs as a measure of performance. However, unless you are testing the performance of the same XML file on different hardware or for different parallelization options, this will never be a reliable measure and may lead you astray.

The MCMC algorithm in BEAST picks operators (transition kernels or ‘moves’) from the list of potential operators proportional to their given weight. Some operators change a single parameter value, some change multiple parameters and others will alter the tree. BEAST tries to only recalculate the likelihood of the new state for the bits of the state that have changed. Thus some operators will only produce a modest amount of recomputation (e.g., changing a bit of the tree may only require the likelihood at a few nodes to be recalculated) whereas others will require a lot of computation (e.g., changing the evolutionary rate will require the recalculation of absolutely everything). Thus if the computationally heavy operators are given more weight then the average time per operation over the course of the chain will go up. But this is not necessarily a bad thing.

### Efficient sampling and ESSs

The ultimate aim of an MCMC analysis is to get the maximum amount effectively independent samples from the posterior as possible (as measured by effective sample size, ESS). Ideally, we would aim to get the same ESS for all parameters in the model but we are often less interested in some parameters than others and we could allow a lower ESS for those. A high ESS is more important the more we are interested in the tails of the distribution of a parameter. So some parameters, in particular those that are part of the substitution model such as the transition-transversion ratio kappa are down weighted. Changing these is computationally expensive, requiring a complete recalculation of the likelihood for the partition, but we are rarely interested in the value. We simply want to marginalize our other parameters over their distributions. So we can accept a lower ESS for kappa as the cost of focusing on other parameters.

To demonstrate this we can look at an example BEAST run. This is a data set of 62 carnivore mitochondrial genome coding sequences giving a total of about 5000 site patterns. The model was an HKY+gamma, strict molecular clock, constant size coalescent (the XML file is available here). The data was run on BEAST v1.10.4 on an Dell server for 10M steps for a total run time of 4.08 hours.

Data: Carnivores mtDNA 62 taxa, 10869bp, 5565 unique site patterns

Model: HKY+G, Strict clock, Constant size coalescent

Machine: Dell Precision 3.10GHz Intel Xeon CPU E5-2687

XML file: carnivores.HKYG.SC.CPC.classic.xml

You can see the effect of different operators by looking at the operator table reported at the end of the run:

Table 1

Operator                                          Tuning  Count      Time     Time/Op  Pr(accept)
scale(kappa)                                      0.913   92847      548576   5.91     0.2322
frequencies                                       0.01    92528      547586   5.92     0.2355
scale(alpha)                                      0.939   92835      548560   5.91     0.2317
scale(nodeHeights(treeModel))                     0.927   277983     1651622  5.94     0.2329
subtreeSlide(treeModel)                           0.013   2778288    2415749  0.87     0.2315
Narrow Exchange(treeModel)                                2778497    1936405  0.7      0.0091
Wide Exchange(treeModel)                                  277044     206821   0.75     0.0002
wilsonBalding(treeModel)                                  277574     355560   1.28     0.0002
scale(treeModel.rootHeight)                       0.262   277733     72405    0.26     0.2391
uniform(nodeHeights(treeModel))                           2777648    2650767  0.95     0.1207
scale(constant.popSize)                           0.474   277023     2697     0.01     0.2375


The operators on the substitution model (kappa, frequencies and alpha) are amongst the most computationally expensive taking on average 5.9 milliseconds per operation. Although they are not selected very often relative to the others (only about 3% of the time) their total contribution to the runtime is over 15% of the total. On the other hand the 7 operators that alter the tree generally have low cost (about 0.4 milliseconds per operation) and making up 85% of the total runtime because they are picked 95% of the time. The population size parameter is very cheap so comprises a tiny fraction of runtime even though it is called quite a lot.

By default the operators on each of the sustitution model parameters have a weight of 1, the sum of all tree operators has a weight of 102 and the population size operator has a weight of 3 (see the operators panel in BEAUti for the weights for each operator).

### Mixing

A further complication is that different choices of operators, priors etc., can effect the efficiency of mixing of the MCMC (how fast it converges and explores the parameter space). This is reflected in a higher ESS perhaps even at the cost of more computation per step - what matters is that the gain in ESS is proportionally higher than the computational cost.

If we load the resulting log file into Tracer we can calculate the ESS for these parameters (with a 10% burnin removed):

Table 2

Parameter mean value ESS
kappa 27.18 1503
frequencies1 0.390 1954
frequencies2 0.305 2590
frequencies3 0.082 2927
frequencies4 0.223 2286
alpha 0.235 4355
constant.popSize 1.997 8617
treeModel.rootHeight 0.506 1790
treeLength 8.146 1620
treeLikelihood -1.93E5 3944

You can see that all of the ESSs are quite high. The two parameters that relate to the tree, treeModel.rootHeight and treeLength (the sum of all the branch lengths - not technically a parameter but a metric) show ESSs of >1000. These values are not necessarily indicative of how well the tree is mixing overall so we cal also look at the ‘ESS’ for the likelihood (the likelihood of the data given the tree). This is a probability density not a parameter but looking at how (un)correlated the values are will be another indication of how well the tree has been mixing.

The ESSs for the substitution model parameters are high suggesting that we could afford to down-weight their operators to reduce their contribution to the total runtime.

### Optimising efficiency

To measure the overall efficiency of BEAST – i.e., the number of independent samples being generated per unit time (or per kWh of electricity) – it is probably best to consider ESS/hour for the parameters of interest.

Table 3

Parameter ESS ESS/hour
kappa 1503 368
constant.popSize 8617 2109
treeModel.rootHeight 1790 438
treeLength 1620 396
treeLikelihood 3944 965

Focusing on kappa as a representitive of the substitution model, rootHeight, treeLength and treeLikelihood to represent the tree and constant.popSize the coalescent model, wr can calculate the ESS/hour for the above run.

If we reduce the weight of the kappa, alpha and frequencies operators by a factor of 10 (this can be done in BEAUti’s operator table or by editing the XML), the total runtime goes down to 3.73 hours – about a 10% saving.

Which is nice.

The ESSs for kappa (and the other down-weighted operators) predictably goes down but is still reasonable:

Table 4

Parameter ESS ESS/hour
kappa 515 138
constant.popSize 9001 2414
treeModel.rootHeight 1090 292
treeLength 922 247
treeLikelihood 2793 749

Note that the ESSs for treeModel.rootHeight, treeLength and treeLikelihood have also gone down (but not by as greater degree as kappa) and constant.popSize has actually gone up in ESS (to the maximum where every sample is independent). So by down-weighting the substitution model operators we have reduced the ESS/hour across the board (with the exception of the coalescent prior). It is still possible that the tree topology is mixing better but we aren’t measuring that directly.

We could look at reducing the weight of the constant.popSize operator by a factor of 3 (returning the substitution model operators back to their original weights). The total run time goes up to 4.16 hours because we are doing fewer cheap moves and more expensive ones – but the ESS/hour for all the other parameters goes up:

Table 5

Parameter ESS ESS/hour
kappa 1708 410
constant.popSize 6992 1679
treeModel.rootHeight 1751 421
treeLength 1812 435
treeLikelihood 4219 1013

### Operator acceptance rates

One other thing to note here is the Pr(accept) column in the operator analysis, Table 1, above. This records how often a proposed operation is actually accepted according to the Metropolis-Hastings algorithm. A rule of thumb is that a move should be accepted about 23% of the time to be optimally efficient (this is an analytical result for certain continuous moves but we assume it also approximately applies for tree moves). Operators are generally ‘tuned’ to achieve this ratio by adjusting the size of the move (how big a change is made to the parameter – big moves will be accepted less often than small ones). Some moves (Narrow Exchange, Wide Exchange and WilsonBalding) are not tunable and you can see they have a very small acceptance probability. This means they are acting inefficiently at exploring the tree-space but consume considerable computational time. On the other hand they may be important for convergence initially where large moves are favoured.

We can try reweighting these operators down by a factor of 10 and see the effect.

Firstly the total runtime is 4.33 hours – more than 6% slower than our original run. However, if we look at the ESS and ESS/hour values:

Table 6

Parameter ESS ESS/hour
kappa 2455 567
constant.popSize 7138 1650
treeModel.rootHeight 2586 598
treeLength 2719 628
treeLikelihood 4873 1126

We are generally doing much better than before with the ESS/hour up over the previous runs (the only looser is constant.popSize but it is still higher than all the others).

### Concluding remarks

• Don’t use time/sample as a comparative measure of performance for different data or sampling regimes.

• A better measure of BEAST performance than the average time per million steps would be the average time per effectively independent sample (i.e., ESS/hour). In the example above, the treeLength measure goes from 396 independent values per hour to 628, nearly doubling.

• Choosing operator weights to achieve better performance (as ESS/hour) is a difficult balancing act and may need multiple runs and examination of operator analyses and ESSs. It may usually be better to be conservative about these and worry about getting statistically correct results more than saving a few hours of runtime.

• Because of the stochastic nature of the algorithm BEAST can be variable from run to run both in the total total runtime (because of variability in the operators picked and their computational cost) and the ESS of parameters. The run time will also depend on what else the computer is doing at the same time (these results were done on a many core machine with nothing else of significance running).

• The optimal weights for operators will also vary considerably by data set meaning it is difficult to come up with reliable rules.

• We are currently working on improving the operators and weights to achieve a reliable increase in statistical performance. More on this soon …