scipy differential evolution with multiprocessing inside of a for loop - python

code is quite simple and it doesn't really matter what it is I think. Could be wrong, idk I'm not the best at this.
I'm trying to get scipy's differential evolution function work with multiprocessing while inside a for loop. I've tried a couple of methods to get it to work, but I can't figure it out. It seems to always require the if name == 'main': piece for forking reasons (I don't really know what that means, I've tried to read about it online and I still don't get it). However, because of the if name == 'main':, it ends up running the entire code many many times over and I'm not sure why. I think it has to do with thinking that everything with less indentation than the if name == 'main': begins is global and needs to be run from the start because all my other global functions start running multiple times over in a recursive loop I think. idk, I can share more if you think it will be helpful.
def voldiscovery():
alpha = .25
currentvol = currentvolcalc(hvwindow)
for y in range (16, len(logreturns)):
if __name__ == '__main__':
x = currentvol[15:y]
z = estimates[y]
args = (x, z)
bounds = [(.01, .5)]
sol1 = differential_evolution(alphaoptimizer, strategy='best1exp', maxiter=3000, init='latinhypercube', bounds=bounds, updating='deferred', workers=-1, args=args)
I tried foregoing the if name == 'main': , that doesn't work. I tried putting in another function and calling that function in for loop. That absolutely didn't work.
I was hoping that for each iteration of the for loop, it would run the optimization once (on all cores), and then continue on it's merry way to the next bit of code after the for loop has concluded.

working with multiprocessing requires your code to be importable without side-effects.
specifically, you should define code as follows:
import multiprocessing
import my_modules
def function1():
...
def function2():
...
def main():
...
if __name__ == "__main__":
main()
the above module can be imported without triggering the execution of your application, because the other processes do import your module if they are started using spawn (which basically means you are using windows/macOS, or you set the start method to spawn on linux)

Related

Multiprocessing only using a single thread instead of multiple

This question has been asked and solved a few times recently but I have quite a specific example...
I have a multiprocessing function that was working absolutely fine in complete isolation yesterday (in an interactive notebook), however, I decided to parameterise so I can call it as part of a larger pipeline & for abstraction/cleaner notebook and now it's only using a single thread instead of 6.
import pandas as pd
import multiprocessing as mp
from multiprocessing import get_context
mp.set_start_method('forkserver')
def multiprocess_function(func, iterator, input_data):
result_list = []
def append_result(result):
result_list.append(result)
with get_context('fork').Pool(processes=6) as pool:
for i in iterator:
pool.apply_async(func, args = (i, input_data), callback = append_result)
pool.close()
pool.join()
return result_list
multiprocess_function(count_live, run_weeks, base_df)
My previous version of the code executed differently, instead of a return / call I was using the following at the bottom of the function (which doesn't work at all now I've parameterised - even with the args assigned)
if __name__ == '__main__':
multiprocess_function()
The function executes fine, just only operates across one thread as per the output in top.
Apologies if this is something incredibly simple - I'm not a programmer, I'm an analyst :)
edit: everything works absolutely fine if I include the if__name__ =='main': etc at the bottom of the function and execute the cell, however, when I do this I have to remove the parameters - maybe just something to do with scoping. If I execute by calling the function, whether it is parameterised or not, it only operates on a single thread.
You've got two problems:
You're not using an import guard.
You're not setting the default start method inside the import guard.
Between the two of them, you end up telling Python to spawn the forkserver inside the forkserver, which can only cause you grief. Change the structure of your code to:
import pandas as pd
import multiprocessing as mp
from multiprocessing import get_context
def multiprocess_function(func, iterator, input_data):
result_list = []
with get_context('fork').Pool(processes=6) as pool:
for i in iterator:
pool.apply_async(func, args=(i, input_data), callback=result_list.append)
pool.close()
pool.join()
return result_list
if __name__ == '__main__':
mp.set_start_method('forkserver')
multiprocess_function(count_live, run_weeks, base_df)
Since you didn't show where you got count_live, run_weeks and base_df from, I'll just say that for the code as written, they should be defined in the guarded section (since nothing relies on them as a global).
There are other improvements to be made (apply_async is being used in a way that makes me thing you really just wanted to listify the result of pool.imap_unordered, without the explicit loop), but that's fixing the big issues that will wreck use of spawn or forkserver start methods.
using "get_context('spawn') " instead of "get_context('fork')" maybe will solve your problem

Post-processing results after multi-processing in Python

So I have a simple MP code and it works like a charm. However, when I do a very simple post processing on the data generated via MP, the code does not work anymore. It never stops and runs like forever! This is the code (and again it works perfectly):
import numpy as np
from multiprocessing import Pool
n = 4
nMCS = 10**5
def my_function(j):
result = []
for j in range(nMCS // n):
a = np.random.rand(10,2)
result.append(a)
return result
if __name__ == '__main__':
__spec__ = "ModuleSpec(name='builtins', loader=<class '_frozen_importlib.BuiltinImporter'>)" # this is because I am using Spyder!
pool = Pool(processes = n)
data = pool.map(my_function, [i for i in range(n)])
pool.close()
pool.join()
#final_result = np.concatenate(data) ### this is what ruins my code! ###
Meanwhile, if I add final_result = np.concatenate(data) at the end, it never works! I am using Spyder and if I simply type final_result = np.concatenate(data) in the console AFTER MP is done, it gives me what I want i.e. a concatenated list. However, if I put that simple line in the main program at the very end, it just doesn't work. Could anyone tell me how to fix this?
P.S. this is a very simple example I generated so you can understand what is going on; my real problem is way more complicated and there is no way I can do post processing after I am done with MP.
As #Ares already implied, you fix the problem by indenting everything south the if __name__ == "__main__"-statement into the if-block.
FYI, this happens on Windows which doesn't provide forking for starting up new processes like Unix-y systems, but uses 'spawn' as default (and only) start-method. Spawn means, the OS has to boot a new process with an interpreter from scratch for every worker-process.
Your worker-processes will need to import your target function my_function. When this happens, everything not protected within the if __name__ == "__main__":-block will also run in every child-process on import.
Your problem is that when you run np.concatenate, it's not done in the main function. I suspect that the problem you're encountering is Spyder specific, but updating the indentation should fix it.

How to use multiprocessing.Pool in an imported module?

I have not been able to implement the suggestion here: Applying two functions to two lists simultaneously.
I guess it is because the module is imported by another module and thus my Windows spawns multiple python processes?
My question is: how can I use the code below without the if if __name__ == "__main__":
args_m = [(mortality_men, my_agents, graveyard, families, firms, year, agent) for agent in males]
args_f = [(mortality_women, fertility, year, families, my_agents, graveyard, firms, agent) for agent in females]
with mp.Pool(processes=(mp.cpu_count() - 1)) as p:
p.map_async(process_males, args_m)
p.map_async(process_females, args_f)
Both process_males and process_females are fuctions.
args_m, args_f are iterators
Also, I don't need to return anything. Agents are class instances that need updating.
The reason you need to guard multiprocessing code in a if __name__ == "__main__" is that you don't want it to run again in the child process. That can happen on Windows, where the interpreter needs to reload all of its state since there's no fork system call that will copy the parent process's address space. But you only need to use it where code is supposed to be running at the top level since you're in the main script. It's not the only way to guard your code.
In your specific case, I think you should put the multiprocessing code in a function. That won't run in the child process, as long as nothing else calls the function when it should not. Your main module can import the module, then call the function (from within an if __name__ == "__main__" block, probably).
It should be something like this:
some_module.py:
def process_males(x):
...
def process_females(x):
...
args_m = [...] # these could be defined inside the function below if that makes more sense
args_f = [...]
def do_stuff():
with mp.Pool(processes=(mp.cpu_count() - 1)) as p:
p.map_async(process_males, args_m)
p.map_async(process_females, args_f)
main.py:
import some_module
if __name__ == "__main__":
some_module.do_stuff()
In your real code you might want to pass some arguments or get a return value from do_stuff (which should also be given a more descriptive name than the generic one I've used in this example).
The idea of if __name__ == '__main__': is to avoid infinite process spawning.
When pickling a function defined in your main script, python has to figure out what part of your main script is the function code. It will basically re run your script. If your code creating the Pool is in the same script and not protected by the "if main", then by trying to import the function, you will try to launch another Pool that will try to launch another Pool....
Thus you should separate the function definitions from the actual main script:
from multiprocessing import Pool
# define test functions outside main
# so it can be imported withou launching
# new Pool
def test_func():
pass
if __name__ == '__main__':
with Pool(4) as p:
r = p.apply_async(test_func)
... do stuff
result = r.get()
Cannot yet comment on the question, but a workaround I have used that some have mentioned is just to define the process_males etc. functions in a module that is different to where the processes are spawned. Then import the module containing the multiprocessing spawns.
I solved it by calling the modules' multiprocessing function within "if __ name__ == "__ main__":" of the main script, as the function that involves multiprocessing is the last step in my module, others could try if aplicable.

multiprocessing launch from within module or class, not from main()

I want to use Python's multiprocessing unit to make effective use of multiple cpu's to speed up my processing.
All seems to work, however I want to run Pool.map(f, [item, item]) from within a class, in a sub module somewhere deep in my program. The reason is that the program has to prepare the data first and wait for certain events to happen before there is anything to be processed.
The multiprocessing docs says you can only run from within a if __name__ == '__main__': statement. I don't understand the significance of that and tried it anyway, like so:
from multiprocessing import Pool
class Foo(object):
n = 1000000
def __init__(self, x):
self.x = x + 1
pass
def run(self):
for i in range(1,self.n):
self.x *= 1.0*i/self.x
return self
class Bar(object):
def __init__(self):
pass
def go_all(self):
work = [Foo(i) for i in range(960)]
def do(obj):
return obj.run()
p = Pool(16)
finished_work = p.map(do, work)
return
bar = Bar()
bar.go_all()
It indeed doesn't work! I get the following error:
PicklingError: Can't pickle : attribute lookup
builtin.function failed
I don't quite understand why as everything seems to be perfectly pickeable. I have the following questions:
Can this be made to work without putting the p.map line in my main program?
If not, can "main" programs be called as sub-routines/modules, such to make it still work?
Is there some handy trick to loop back from a submodule to the main program and run it from there?
I'm on Linux and Python 2.7
I believe you misunderstood the documentation. What the documentation says is to do this:
if __name__ == '__main__':
bar = Bar()
bar.go_all()
So your p.map line does not need to be inside your "main function", or whatever. Only the code that actually spawns the subprocesses has to be "guarded". This is unavoidable due to limitations of the Windows OS.
Moreover, the function that you pass to Pool.map has to be importable (functions are pickled simply by their names, the interpreter then has to be able to import them to rebuild the function object when they are passed to the subprocess). So you should probably move your do function at the global level to avoid pickling errors.
The extra restrictions on the multiprocessing module on ms-windows stem from the fact that it doesn't have the fork system call. On UNIX-like operating systems, fork makes a perfect copy of a process and continues to run that next to the parent process. The only difference between them is that fork returns different value in the parent and child processes.
On ms-windows, multiprocessing needs to start a new Python instance using a native method to start processes. Then it needs to bring that Python instance into the same state as the "parent" process.
This means (among other things) that the Python code must be importable without side effects like trying to start yet another process. Hence the use of the if __name__ == '__main__' guard.

Is it possible to use multiprocessing in a module with windows?

I'm currently going through some pre-existing code with the goal of speeding it up. There's a few places that are extremely good candidates for parallelization. Since Python has the GIL, I thought I'd use the multiprocess module.
However from my understanding the only way this will work on windows is if I call the function that needs multiple processes from the highest-level script with the if __name__=='__main__' safeguard. However, this particular program was meant to be distributed and imported as a module, so it'd be kind of clunky to have the user copy and paste that safeguard and is something I'd really like to avoid doing.
Am I out of luck or misunderstanding something as far as multiprocessing goes? Or is there any other way to do it with Windows?
For everyone still searching:
inside module
from multiprocessing import Process
def printing(a):
print(a)
def foo(name):
var={"process":{}}
if name == "__main__":
for i in range(10):
var["process"][i] = Process(target=printing , args=(str(i)))
var["process"][i].start()
for i in range(10):
var["process"][i].join
inside main.py
import data
name = __name__
data.foo(name)
output:
>>2
>>6
>>0
>>4
>>8
>>3
>>1
>>9
>>5
>>7
I am a complete noob so please don't judge the coding OR presentation but at least it works.
As explained in comments, perhaps you could do something like
#client_main.py
from mylib.mpSentinel import MPSentinel
#client logic
if __name__ == "__main__":
MPSentinel.As_master()
#mpsentinel.py
class MPSentinel(object):
_is_master = False
#classmethod
def As_master(cls):
cls._is_master = True
#classmethod
def Is_master(cls):
return cls._is_master
It's not ideal in that it's effectively a singleton/global but it would work around window's lack of fork. Still you could use MPSentinel.Is_master() to use multiprocessing optionally and it should prevent Windows from process bombing.
On ms-windows, you should be able to import the main module of a program without side effects like starting a process.
When Python imports a module, it actually runs it.
So one way of doing that is in the if __name__ is '__main__' block.
Another way is to do it from within a function.
The following won't work on ms-windows:
from multiprocessing import Process
def foo():
print('hello')
p = Process(target=foo)
p.start()
This is because it tries to start a process when importing the module.
The following example from the programming guidelines is OK:
from multiprocessing import Process, freeze_support, set_start_method
def foo():
print('hello')
if __name__ == '__main__':
freeze_support()
set_start_method('spawn')
p = Process(target=foo)
p.start()
Because the code in the if block doesn't run when the module is imported.
But putting it in a function should also work:
from multiprocessing import Process
def foo():
print('hello')
def bar()
p = Process(target=foo)
p.start()
When this module is run, it will define two new functions, not run then.
i've been developing an instagram images scraper so in order to get the download & save operations run faster i've implemented multiprocesing in one auxiliary module, note that this code it's inside an auxiliary module and not inside the main module.
The solution I found is adding this line:
if __name__ != '__main__':
pretty simple but it's actually working!
def multi_proces(urls, profile):
img_saved = 0
if __name__ != '__main__': # line needed for the sake of getting this NOT to crash
processes = []
for url in urls:
try:
process = multiprocessing.Process(target=download_save, args=[url, profile, img_saved])
processes.append(process)
img_saved += 1
except:
continue
for proce in processes:
proce.start()
for proce in processes:
proce.join()
return img_saved
def download_save(url, profile,img_saved):
file = requests.get(url, allow_redirects=True) # Download
open(f"scraped_data\{profile}\{profile}-{img_saved}.jpg", 'wb').write(file.content) # Save

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