Parfor for Python


Question

I am looking for a definitive answer to MATLAB's parfor for Python (Scipy, Numpy).

Is there a solution similar to parfor? If not, what is the complication for creating one?

UPDATE: Here is a typical numerical computation code that I need speeding up

import numpy as np

N = 2000
output = np.zeros([N,N])
for i in range(N):
    for j in range(N):
        output[i,j] = HeavyComputationThatIsThreadSafe(i,j)

An example of a heavy computation function is:

import scipy.optimize

def HeavyComputationThatIsThreadSafe(i,j):
    n = i * j

    return scipy.optimize.anneal(lambda x: np.sum((x-np.arange(n)**2)), np.random.random((n,1)))[0][0,0]
1
44
5/6/2015 11:15:44 AM

Accepted Answer

There are many Python frameworks for parallel computing. The one I happen to like most is IPython, but I don't know too much about any of the others. In IPython, one analogue to parfor would be client.MultiEngineClient.map() or some of the other constructs in the documentation on quick and easy parallelism.

19
5/6/2015 4:31:05 PM

The one built-in to python would be multiprocessing docs are here. I always use multiprocessing.Pool with as many workers as processors. Then whenever I need to do a for-loop like structure I use Pool.imap

As long as the body of your function does not depend on any previous iteration then you should have near linear speed-up. This also requires that your inputs and outputs are pickle-able but this is pretty easy to ensure for standard types.

UPDATE: Some code for your updated function just to show how easy it is:

from multiprocessing import Pool
from itertools import product

output = np.zeros((N,N))
pool = Pool() #defaults to number of available CPU's
chunksize = 20 #this may take some guessing ... take a look at the docs to decide
for ind, res in enumerate(pool.imap(Fun, product(xrange(N), xrange(N))), chunksize):
    output.flat[ind] = res

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