Python: Parallel for loops

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. 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 … 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)

Via Joblib.