Embarrassingly parallel for loops

Common usage

Joblib provides a simple helper class to write parallel for loops using multiprocessing. The core idea is to write the code to be executed as a generator expression, and convert it to parallel computing:

>>> from math import sqrt
>>> [sqrt(i ** 2) for i in range(10)]
[0.0, 1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0]

can be spread over 2 CPUs using the following:

>>> from math import sqrt
>>> from joblib import Parallel, delayed
>>> Parallel(n_jobs=2)(delayed(sqrt)(i ** 2) for i in range(10))
[0.0, 1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0]

Under the hood, the Parallel object create a multiprocessing pool that forks the Python interpreter in multiple processes to execute each of the items of the list. The delayed function is a simple trick to be able to create a tuple (function, args, kwargs) with a function-call syntax.

Warning

Under Windows, it is important to protect the main loop of code to avoid recursive spawning of subprocesses when using joblib.Parallel. In other words, you should be writing code like this:

import ....

def function1(...):
    ...

def function2(...):
    ...

...
if __name__ == '__main__':
    # do stuff with imports and functions defined about
    ...

No code should run outside of the “if __name__ == ‘__main__’” blocks, only imports and definitions.

Using the threading backend

By default Parallel uses the Python multiprocessing module to fork separate Python worker processes to execute tasks concurrently on separate CPUs. This is a reasonable default for generic Python programs but it induces some overhead as the input and output data need to be serialized in a queue for communication with the worker processes.

If you know that the function you are calling is based on a compiled extension that releases the Python Global Interpreter Lock (GIL) during most of its computation then it might be more efficient to use threads instead of Python processes as concurrent workers. For instance this is the case if you write the CPU intensive part of your code inside a `with nogil`_ block of a Cython function.

To use the threads, just pass "threading" as the value of the backend parameter of the Parallel constructor:

>>> Parallel(n_jobs=2, backend="threading")(
...     delayed(sqrt)(i ** 2) for i in range(10))
[0.0, 1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0]

Reusing a pool of workers

Some algorithms require to make several consecutive calls to a parallel function interleaved with processing of the intermediate results. Calling Parallel several times in a loop is sub-optimal because it will create and destroy a pool of workers (threads or processes) several times which can cause a significant overhead.

For this case it is more efficient to use the context manager API of the Parallel class to re-use the same pool of workers for several calls to the Parallel object:

>>> with Parallel(n_jobs=2) as parallel:
...    accumulator = 0.
...    n_iter = 0
...    while accumulator < 1000:
...        results = parallel(delayed(sqrt)(accumulator + i ** 2)
...                           for i in range(5))
...        accumulator += sum(results)  # synchronization barrier
...        n_iter += 1
...
>>> (accumulator, n_iter)                            
(1136.596..., 14)

Working with numerical data in shared memory (memmaping)

By default the workers of the pool are real Python processes forked using the multiprocessing module of the Python standard library when n_jobs != 1. The arguments passed as input to the Parallel call are serialized and reallocated in the memory of each worker process.

This can be problematic for large arguments as they will be reallocated n_jobs times by the workers.

As this problem can often occur in scientific computing with numpy based datastructures, joblib.Parallel provides a special handling for large arrays to automatically dump them on the filesystem and pass a reference to the worker to open them as memory map on that file using the numpy.memmap subclass of numpy.ndarray. This makes it possible to share a segment of data between all the worker processes.

Note

The following only applies with the default "multiprocessing" backend. If your code can release the GIL, then using backend="threading" is even more efficient.

Automated array to memmap conversion

The automated array to memmap conversion is triggered by a configurable threshold on the size of the array:

>>> import numpy as np
>>> from joblib import Parallel, delayed
>>> from joblib.pool import has_shareable_memory

>>> Parallel(n_jobs=2, max_nbytes=1e6)(
...     delayed(has_shareable_memory)(np.ones(int(i)))
...     for i in [1e2, 1e4, 1e6])
[False, False, True]

By default the data is dumped to the /dev/shm shared-memory partition if it exists and writeable (typically the case under Linux). Otherwise the operating system’s temporary folder is used. The location of the temporary data files can be customized by passing a temp_folder argument to the Parallel constructor.

Passing max_nbytes=None makes it possible to disable the automated array to memmap conversion.

Manual management of memmaped input data

For even finer tuning of the memory usage it is also possible to dump the array as an memmap directly from the parent process to free the memory before forking the worker processes. For instance let’s allocate a large array in the memory of the parent process:

>>> large_array = np.ones(int(1e6))

Dump it to a local file for memmaping:

>>> import tempfile
>>> import os
>>> from joblib import load, dump

>>> temp_folder = tempfile.mkdtemp()
>>> filename = os.path.join(temp_folder, 'joblib_test.mmap')
>>> if os.path.exists(filename): os.unlink(filename)
>>> _ = dump(large_array, filename)
>>> large_memmap = load(filename, mmap_mode='r+')

The large_memmap variable is pointing to a numpy.memmap instance:

>>> large_memmap.__class__.__name__, large_array.nbytes, large_array.shape
('memmap', 8000000, (1000000,))

>>> np.allclose(large_array, large_memmap)
True

We can free the original array from the main process memory:

>>> del large_array
>>> import gc
>>> _ = gc.collect()

It it possible to slice large_memmap into a smaller memmap:

>>> small_memmap = large_memmap[2:5]
>>> small_memmap.__class__.__name__, small_memmap.nbytes, small_memmap.shape
('memmap', 24, (3,))

Finally we can also take a np.ndarray view backed on that same memory mapped file:

>>> small_array = np.asarray(small_memmap)
>>> small_array.__class__.__name__, small_array.nbytes, small_array.shape
('ndarray', 24, (3,))

All those three datastructures point to the same memory buffer and this same buffer will also be reused directly by the worker processes of a Parallel call:

>>> Parallel(n_jobs=2, max_nbytes=None)(
...     delayed(has_shareable_memory)(a)
...     for a in [large_memmap, small_memmap, small_array])
[True, True, True]

Note that here we used max_nbytes=None to disable the auto-dumping feature of Parallel. The fact that small_array is still in shared memory in the worker processes is a consequence of the fact that it was already backed by shared memory in the parent process. The pickling machinery of Parallel multiprocessing queues are able to detect this situation and optimize it on the fly to limit the number of memory copies.

Writing parallel computation results in shared memory

If you open your data using the w+ or r+ mode in the main program, the worker will have r+ mode access hence will be able to write results directly to it alleviating the need to serialization to communicate back the results to the parent process.

Here is an example script on parallel processing with preallocated numpy.memmap datastructures:

Warning

Having concurrent workers write on overlapping shared memory data segments, for instance by using inplace operators and assignments on a numpy.memmap instance, can lead to data corruption as numpy does not offer atomic operations. The previous example does not risk that issue as each task is updating an exclusive segment of the shared result array.

Some C/C++ compilers offer lock-free atomic primitives such as add-and-fetch or compare-and-swap that could be exposed to Python via CFFI for instance. However providing numpy-aware atomic constructs is outside of the scope of the joblib project.

A final note: don’t forget to clean up any temporary folder when you are done with the computation:

>>> import shutil
>>> try:
...     shutil.rmtree(temp_folder)
... except OSError:
...     pass  # this can sometimes fail under Windows

Bad interaction of multiprocessing and third-party libraries

Prior to Python 3.4, the 'multiprocessing' backend of joblib can only use the fork strategy to create worker processes under non-Windows systems. This can cause some third-party libraries to crash or freeze. Such libraries include as Apple vecLib / Accelerate (used by NumPy under OSX), some old version of OpenBLAS (prior to 0.2.10) or the OpenMP runtime implementation from GCC.

To avoid this problem joblib.Parallel uses the 'forkserver' start method by default on Python 3.4 and later. If necessary this behavior can be changed by setting the JOBLIB_START_METHOD environment variable back to the unsafe 'fork' method. You can read more on this topic in the multiprocessing documentation.

Under Windows the fork system call does not exist at all so this problem does not exist (but multiprocessing has more overhead).

Parallel reference documentation

class joblib.Parallel(n_jobs=1, backend='multiprocessing', verbose=0, pre_dispatch='2 * n_jobs', batch_size='auto', temp_folder=None, max_nbytes='1M', mmap_mode='r')

Helper class for readable parallel mapping.

Parameters:

n_jobs: int, default: 1 :

The maximum number of concurrently running jobs, such as the number of Python worker processes when backend=”multiprocessing” or the size of the thread-pool when backend=”threading”. If -1 all CPUs are used. If 1 is given, no parallel computing code is used at all, which is useful for debugging. For n_jobs below -1, (n_cpus + 1 + n_jobs) are used. Thus for n_jobs = -2, all CPUs but one are used.

backend: str or None, default: ‘multiprocessing’ :

Specify the parallelization backend implementation. Supported backends are:

  • “multiprocessing” used by default, can induce some communication and memory overhead when exchanging input and output data with the with the worker Python processes.
  • “threading” is a very low-overhead backend but it suffers from the Python Global Interpreter Lock if the called function relies a lot on Python objects. “threading” is mostly useful when the execution bottleneck is a compiled extension that explicitly releases the GIL (for instance a Cython loop wrapped in a “with nogil” block or an expensive call to a library such as NumPy).

verbose: int, optional :

The verbosity level: if non zero, progress messages are printed. Above 50, the output is sent to stdout. The frequency of the messages increases with the verbosity level. If it more than 10, all iterations are reported.

pre_dispatch: {‘all’, integer, or expression, as in ‘3*n_jobs’} :

The number of batches (of tasks) to be pre-dispatched. Default is ‘2*n_jobs’. When batch_size=”auto” this is reasonable default and the multiprocessing workers shoud never starve.

batch_size: int or ‘auto’, default: ‘auto’ :

The number of atomic tasks to dispatch at once to each worker. When individual evaluations are very fast, multiprocessing can be slower than sequential computation because of the overhead. Batching fast computations together can mitigate this. The 'auto' strategy keeps track of the time it takes for a batch to complete, and dynamically adjusts the batch size to keep the time on the order of half a second, using a heuristic. The initial batch size is 1. batch_size="auto" with backend="threading" will dispatch batches of a single task at a time as the threading backend has very little overhead and using larger batch size has not proved to bring any gain in that case.

temp_folder: str, optional :

Folder to be used by the pool for memmaping large arrays for sharing memory with worker processes. If None, this will try in order: - a folder pointed by the JOBLIB_TEMP_FOLDER environment variable, - /dev/shm if the folder exists and is writable: this is a RAMdisk

filesystem available by default on modern Linux distributions,

  • the default system temporary folder that can be overridden with TMP, TMPDIR or TEMP environment variables, typically /tmp under Unix operating systems.

Only active when backend=”multiprocessing”.

max_nbytes int, str, or None, optional, 1M by default :

Threshold on the size of arrays passed to the workers that triggers automated memory mapping in temp_folder. Can be an int in Bytes, or a human-readable string, e.g., ‘1M’ for 1 megabyte. Use None to disable memmaping of large arrays. Only active when backend=”multiprocessing”.

Notes

This object uses the multiprocessing module to compute in parallel the application of a function to many different arguments. The main functionality it brings in addition to using the raw multiprocessing API are (see examples for details):

  • More readable code, in particular since it avoids constructing list of arguments.

  • Easier debugging:
    • informative tracebacks even when the error happens on the client side
    • using ‘n_jobs=1’ enables to turn off parallel computing for debugging without changing the codepath
    • early capture of pickling errors
  • An optional progress meter.

  • Interruption of multiprocesses jobs with ‘Ctrl-C’

  • Flexible pickling control for the communication to and from the worker processes.

  • Ability to use shared memory efficiently with worker processes for large numpy-based datastructures.

Examples

A simple example:

>>> from math import sqrt
>>> from joblib import Parallel, delayed
>>> Parallel(n_jobs=1)(delayed(sqrt)(i**2) for i in range(10))
[0.0, 1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0]

Reshaping the output when the function has several return values:

>>> from math import modf
>>> from joblib import Parallel, delayed
>>> r = Parallel(n_jobs=1)(delayed(modf)(i/2.) for i in range(10))
>>> res, i = zip(*r)
>>> res
(0.0, 0.5, 0.0, 0.5, 0.0, 0.5, 0.0, 0.5, 0.0, 0.5)
>>> i
(0.0, 0.0, 1.0, 1.0, 2.0, 2.0, 3.0, 3.0, 4.0, 4.0)

The progress meter: the higher the value of verbose, the more messages:

>>> from time import sleep
>>> from joblib import Parallel, delayed
>>> r = Parallel(n_jobs=2, verbose=5)(delayed(sleep)(.1) for _ in range(10)) 
[Parallel(n_jobs=2)]: Done   1 out of  10 | elapsed:    0.1s remaining:    0.9s
[Parallel(n_jobs=2)]: Done   3 out of  10 | elapsed:    0.2s remaining:    0.5s
[Parallel(n_jobs=2)]: Done   6 out of  10 | elapsed:    0.3s remaining:    0.2s
[Parallel(n_jobs=2)]: Done   9 out of  10 | elapsed:    0.5s remaining:    0.1s
[Parallel(n_jobs=2)]: Done  10 out of  10 | elapsed:    0.5s finished

Traceback example, note how the line of the error is indicated as well as the values of the parameter passed to the function that triggered the exception, even though the traceback happens in the child process:

>>> from heapq import nlargest
>>> from joblib import Parallel, delayed
>>> Parallel(n_jobs=2)(delayed(nlargest)(2, n) for n in (range(4), 'abcde', 3)) 
#...
---------------------------------------------------------------------------
Sub-process traceback:
---------------------------------------------------------------------------
TypeError                                          Mon Nov 12 11:37:46 2012
PID: 12934                                    Python 2.7.3: /usr/bin/python
...........................................................................
/usr/lib/python2.7/heapq.pyc in nlargest(n=2, iterable=3, key=None)
    419         if n >= size:
    420             return sorted(iterable, key=key, reverse=True)[:n]
    421
    422     # When key is none, use simpler decoration
    423     if key is None:
--> 424         it = izip(iterable, count(0,-1))                    # decorate
    425         result = _nlargest(n, it)
    426         return map(itemgetter(0), result)                   # undecorate
    427
    428     # General case, slowest method

TypeError: izip argument #1 must support iteration
___________________________________________________________________________

Using pre_dispatch in a producer/consumer situation, where the data is generated on the fly. Note how the producer is first called a 3 times before the parallel loop is initiated, and then called to generate new data on the fly. In this case the total number of iterations cannot be reported in the progress messages:

>>> from math import sqrt
>>> from joblib import Parallel, delayed

>>> def producer():
...     for i in range(6):
...         print('Produced %s' % i)
...         yield i

>>> out = Parallel(n_jobs=2, verbose=100, pre_dispatch='1.5*n_jobs')(
...                         delayed(sqrt)(i) for i in producer()) 
Produced 0
Produced 1
Produced 2
[Parallel(n_jobs=2)]: Done   1 jobs       | elapsed:    0.0s
Produced 3
[Parallel(n_jobs=2)]: Done   2 jobs       | elapsed:    0.0s
Produced 4
[Parallel(n_jobs=2)]: Done   3 jobs       | elapsed:    0.0s
Produced 5
[Parallel(n_jobs=2)]: Done   4 jobs       | elapsed:    0.0s
[Parallel(n_jobs=2)]: Done   5 out of   6 | elapsed:    0.0s remaining:    0.0s
[Parallel(n_jobs=2)]: Done   6 out of   6 | elapsed:    0.0s finished