I have a a problem where I need to solve thousands of independent nonnegative least squares problem using nnls in scipy. All problems are small about 100x100 matricies. To speed it up I've tried to use the multiprocessing module in python with the Pool class. I get about a factor 2 improvement if I set number of threads in numpy to 1 and use multiprocessing vs using multithreaded numpy and no multiprocessing. But the performance is very unpredictable. For instance, if I move sections of code into a separate function (to make it easier to read) or call the pool.map function in a class method the performance can decrease with 50%. So it seems like the multiprocessing module is too unreliable to be used.
Does anyone know what can cause this behaviour or know of a better alternative to multiprocessing?
Related
I have code like this:
def generator():
while True:
# do slow calculation
yield x
I would like to move the slow calculation to separate process(es).
I'm working in python 3.6 so I have concurrent.futures.ProcessPoolExecutor. It's just not obvious how to concurrent-ize a generator using that.
The differences from a regular concurrent scenario using map is that there is nothing to map here (the generator runs forever), and we don't want all the results at once, we want to queue them up and wait until the queue is not full before calculating more results.
I don't have to use concurrent, multiprocessing is fine also. It's a similar problem, it's not obvious how to use that inside a generator.
Slight twist: each value returned by the generator is a large numpy array (10 megabytes or so). How do I transfer that without pickling and unpickling? I've seen the docs for multiprocessing.Array but it's not totally obvious how to transfer a numpy array using that.
In this type of situation I usually use the joblib library. It is a parallel computation framework based on multiprocessing. It supports memmapping precisely for the cases where you have to handle large numpy arrays. I believe it is worth checking for you.
Maybe joblib's documentation is not explicit enough on this point, showing only examples with for loops, since you want to use a generator I should point out that it indeed works with generators. An example that would achieve what you want is the following:
from joblib import Parallel, delayed
def my_long_running_job(x):
# do something with x
# you can customize the number of jobs
Parallel(n_jobs=4)(delayed(my_long_running_job)(x) for x in generator())
Edit: I don't know what kind of processing you want to do, but if it releases the GIL you could also consider using threads. This way you won't have the problem of having to transfer large numpy arrays between processes, and still beneficiate from true parallelism.
I would like some help understanding exactly what I have done/ why my code isn't running as I would expect.
I have started to use joblib to try and speed up my code by running a (large) loop in parallel.
I am using it like so:
from joblib import Parallel, delayed
def frame(indeces, image_pad, m):
XY_Patches = np.float32(image_pad[indeces[0]:indeces[0]+m, indeces[1]:indeces[1]+m, indeces[2]])
XZ_Patches = np.float32(image_pad[indeces[0]:indeces[0]+m, indeces[1], indeces[2]:indeces[2]+m])
YZ_Patches = np.float32(image_pad[indeces[0], indeces[1]:indeces[1]+m, indeces[2]:indeces[2]+m])
return XY_Patches, XZ_Patches, YZ_Patches
def Patch_triplanar_para(image_path, patch_size):
Image, Label, indeces = Sampling(image_path)
n = (patch_size -1)/2
m = patch_size
image_pad = np.pad(Image, pad_width=n, mode='constant', constant_values = 0)
A = Parallel(n_jobs= 1)(delayed(frame)(i, image_pad, m) for i in indeces)
A = np.array(A)
Label = np.float32(Label.reshape(len(Label), 1))
R, T, Y = np.hsplit(A, 3)
return R, T, Y, Label
I have been experimenting with "n_jobs", expecting that increasing this will speed up my function. However as I increase n_jobs, things slow down quite significantly. When running this code without "Parallel", things are slower, until I increase the number of jobs from 1.
Why is this the case? I understood that the more jobs I run, the faster the script? am i using this wrong?
Thanks!
Maybe your problem is caused because image_pad is a large array. In your code, you are using the default multiprocessing backend of joblib. This backend creates a pool of workers, each of which is a Python process. The input data to the function is then copied n_jobs times and broadcasted to each worker in the pool, which can lead to a serious overhead. Quoting from joblib's docs:
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.
So if this is your case, you should switch to the threading backend, if you are able to release the global interpreter lock when calling frame, or switch to the shared memory approach of joblib.
The docs say that joblib provides an automated memmap conversion that could be useful.
It's quite possible that the problem you are running up against is a fundamental one to the nature of the python compiler.
If you read "https://www.ibm.com/developerworks/community/blogs/jfp/entry/Python_Is_Not_C?lang=en", you can see from a professional who specialises in optimisation and parallelising python code that iterating through large loops is an inherently slow operation for a python thread to perform. Therefore, spawning more processes that loop through arrays is only going to slow things down.
However - there are things that can be done.
The Cython and Numba compilers are both designed to optimise code that is similar to C/C++ style (i.e. your case) - in particular Numba's new #vectorise decorators allow scalar functions to take in and apply operations on large arrays with large arrays in a parallel manner (target=Parallel).
I don't understand your code enough to give an example of an implementation, but try this! These compilers, used in the correct ways, have brought speed increases of 3000,000% to me for parallel processes in the past!
I am trying to improve the performance of some code of mine, that first constructs a 4x4 matrix depending on two indices, diagonalizes this matrix and then stores the eigenvectors of each diagonalization of each matrix in an 4-dimensional array. At the moment I am just going through all the indices serially and then store the eigenvectors in its place in the 4-dimensional array. Now, I am wondering if it is possible to parallelize this a little bit by using threading or something similar such that each thread would diagonalize one matrix and then store it in its place. The problem I have is, what are my limitations in doing this? Would I run into problems when different threads want to write into the resulting 4-dim. array at the same time and do I have to use a lock in order to prevent this? I am sorry if this question is trivial, but by searching I was not able to find anything related and my knowledge about threading is very limited. A minimal example would be
from numpy.linalg import eigh as eigh2
from scipy import *
spectrum = zeros([L//2,L//2,4,4],complex)
for i in range(0,L//2):
for j in range(0,L//2):
k = [-(2 * i*2*pi/L),-(2 * j*2*pi/L)]
H = ones([4,4],complex)
energies, states = eigh2(H)
spectrum[i,j,:,:] = states
Note that I have exchanged the function that constructs the matrix in dependence of k for some constant matrix for sake of brevity.
I would really appreciate any help or pointers to resources how I could implement some parallelizations. Is threading a realistic way of improving the performance?
The short answer is that yes, you probably need locks—but if you can reorganize your problem, that may be a lot better than locking.
The long answer is a bit involved, especially since I don't know how much you already know.
In general, threading doesn't do much good in CPython for CPU-bound code, because of the Global Interpreter Lock, which prevents any threads from interpreting a line (actually, bytecode) of Python if another thread is in the middle of doing so. However, NumPy has code that specifically releases the GIL in certain places to allow threading to work better, so if you're CPU-bound within low-level NumPy algorithms, threading actually can work. The docs are not always clear about which functions do this and which don't, so you may have to test it yourself just to find out if parallelizing will help here. (A quick&dirty way to do this is to hack up a version of your code that just does the computations without storing them anywhere, run it across N threads, and see how many cores are busy while you do it.)
Now, in general, in CPython, locks aren't necessary around certain kinds of operations, including __setitem__ on simple types—but that's because of that same GIL, so it isn't going to help you here. If you have multiple operations all trying to write to the same array, they will need a lock around that array.
But there may be a better way around this. If you can find a way to divide the array into smaller arrays, only one of which is being modified at any given time, you don't need any locks. Or, if you can have the threads return smaller arrays that can be assembled by a single master thread into the final answer, instead of working in-place in the first place, that also works.
But before you go doing that… in some cases, NumPy (or, rather, one of the libraries it's using) is already auto-parallelizing things for you, or could be if you built it differently. Or it could be SIMD-vectorizing things in a way that actually gives more speedup than threading, which you could end up breaking. And so on.
So, make sure you have a properly-optimized NumPy with all the optional prereqs installed before you try anything. Then make sure it's only using one core as-is. Then build a test scaffolding so you can compare different implementations. And then you can try out each lock-based, non-sharing, and non-mutating algorithm you can come up with to see if the parallelism helps more than the extra stuff hurts.
I have a strong background in numeric compuation using FORTRAN and parallelization with OpenMP, which I found easy enough to use it on many problems. I switched to PYTHON since it much more fun (at least for me) to develop with, but parallelization for nummeric tasks seem much more tedious than with OpenMP. I'm often interested in loading large (tens of GB) data sets to to the main Memory and manipulate it in parallel while containing only a single copy of the data in main memory (shared data). I started to use the PYTHON module MULTIPROCESSING for this and came up with this generic example:
#test cases
#python parallel_python_example.py 1000 1000
#python parallel_python_example.py 10000 50
import sys
import numpy as np
import time
import multiprocessing
import operator
n_dim = int(sys.argv[1])
n_vec = int(sys.argv[2])
#class which contains large dataset and computationally heavy routine
class compute:
def __init__(self,n_dim,n_vec):
self.large_matrix=np.random.rand(n_dim,n_dim)#define large random matrix
self.many_vectors=np.random.rand(n_vec,n_dim)#define many random vectors which are organized in a matrix
def dot(self,a,b):#dont use numpy to run on single core only!!
return sum(p*q for p,q in zip(a,b))
def __call__(self,ii):# use __call__ as computation such that it can be handled by multiprocessing (pickle)
vector = self.dot(self.large_matrix,self.many_vectors[ii,:])#compute product of one of the vectors and the matrix
return self.dot(vector,vector)# return "length" of the result vector
#initialize data
comp = compute(n_dim,n_vec)
#single core
tt=time.time()
result = [comp(ii) for ii in range(n_vec)]
time_single = time.time()-tt
print "Time:",time_single
#multi core
for prc in [1,2,4,10]:#the 20 case is there to check that the large_matrix is only once in the main memory
tt=time.time()
pool = multiprocessing.Pool(processes=prc)
result = pool.map(comp,range(n_vec))
pool.terminate()
time_multi = time.time()-tt
print "Time using %2i processes. Time: %10.5f, Speedup:%10.5f" % (prc,time_multi,time_single/time_multi)
I ran two test cases on my machine (64bit Linux using Fedora 18) with the following results:
andre#lot:python>python parallel_python_example.py 10000 50
Time: 10.3667809963
Time using 1 processes. Time: 15.75869, Speedup: 0.65785
Time using 2 processes. Time: 11.62338, Speedup: 0.89189
Time using 4 processes. Time: 15.13109, Speedup: 0.68513
Time using 10 processes. Time: 31.31193, Speedup: 0.33108
andre#lot:python>python parallel_python_example.py 1000 1000
Time: 4.9363951683
Time using 1 processes. Time: 5.14456, Speedup: 0.95954
Time using 2 processes. Time: 2.81755, Speedup: 1.75201
Time using 4 processes. Time: 1.64475, Speedup: 3.00131
Time using 10 processes. Time: 1.60147, Speedup: 3.08242
My question is, am I misusing the MULTIPROCESSING module here? Or is this the way it goes with PYTHON (i.e. don't parallelize within python but rely totally on numpy's optimizations)?
While there is no general answer to your question (in the title), I think it is valid to say that multiprocessing alone is not the key for great number-crunching performance in Python.
In principle however, Python (+ 3rd party modules) are awesome for number crunching. Find the right tools, you will be amazed. Most of the times, I am pretty sure, you will get better performance with writing (much!) less code than you have achieved before doing everything manually in Fortran. You just have to use the right tools and approaches. This is a broad topic. A few random things that might interest you:
You can compile numpy and scipy yourself using Intel MKL and OpenMP (or maybe a sys admin in your facility already did so). This way, many linear algebra operations will automatically use multiple threads and get the best out of your machine. This is simply awesome and probably underestimated so far. Get your hands on a properly compiled numpy and scipy!
multiprocessing should be understood as a useful tool for managing multiple more or less independent processes. Communication among these processes has to be explicitly programmed. Communication happens mainly through pipes. Processes talking a lot to each other spend most of their time talking and not number crunching. Hence, multiprocessing is best used in cases when the transmission time for input and output data is small compared to the computing time. There are also tricks, you can for instance make use of Linux' fork() behavior and share large amounts of memory (read-only!) among multiple multiprocessing processes without having to pass this data around through pipes. You might want to have a look at https://stackoverflow.com/a/17786444/145400.
Cython has already been mentioned, you can use it in special situations and replace performance-critical code parts in your Python program with compiled code.
I did not comment on the details of your code, because (a) it is not very readable (please get used to PEP8 when writing Python code :-)) and (b) I think especially regarding number crunching it depends on the problem what the right solution is. You have already observed in your benchmark what I have outlined above: in the context of multiprocessing, it is especially important to have an eye on the communication overhead.
Spoken generally, you should always try to find a way from within Python to control compiled code to do the heavy work for you. Numpy and SciPy provide great interfaces for that.
Number crunching with Python... You probably should learn about Cython. It is and intermediate language between Python and C. It is tightly interfaced with numpy and has support for paralellization using openMP as backend.
From the test results you supplied, it appears that you ran your tests on a two core machine. I have one of those and ran your test code getting similar results. What these results show is that there is little benefit to running more processes than you have cores for numerical applications that lend themselves to parallel computation.
On my two core machine, approximately 20% of the CPU is absorbed simply in keeping my environment going, so when I see a 1.8 improvement running two processes I am confident that all the available cycles are being used for my work. Basically, for parallel numerical work the more cores the better as this raises the percentage of the computer that is available to do your work.
The other posters are entirely correct in pointing you at Numpy, Scipy, Cython etc. Basically you first need to make your computation use as few cycles as possible and then use multiprocessing in some form to find more cycles to apply to your problem.
I have a loop of intensive calculations, I want them to be
accelerated using the multicore processor as they are independent:
all performed in parallel. What the easiest way to do that in
python?
Let’s imagine that those calculations have to be summed at the end. How to easily add them to a list or a float variable?
Thanks for all your pedagogic answers and using python libraries ;o)
From my experience, multi-threading is probably not going to be a viable option for speeding things up (due to the Global Interpreter Lock).
A good alternative is the multiprocessing module. This may or may not work well, depending on how much data you end up having to pass around from one process to another.
Another good alternative would be to consider using numpy for your computations (if you aren't already). If you can vectorize your code, you should be able to achieve significant speedups even on a single core. Depending on what exactly you're doing and on your build of numpy, it might even be able to transparently distribute the computations across multiple cores.
edit Here is a complete example of using the multiprocessing module to perform a simple computation. It uses four processes to compute the squares of the numbers from zero to nine.
from multiprocessing import Pool
def f(x):
return x*x
if __name__ == '__main__':
pool = Pool(processes=4) # start 4 worker processes
inputs = range(10)
result = pool.map(f, inputs)
print result
This is meant as a simple illustration. Given the trivial nature of f(), this parallel version will almost certainly be slower than computing the same thing serially.
Multicore processing is a bit difficult to do in CPython (thanks to the GIL ). However, their is the multiprocessing module which allows to use subprocesses (not threads) to split you work on multiple cores.
The module is relatively straight forward to use as long as your code can really be split into multiple parts and doesn't depend on shared objects. The linked documentation should be a good starting point.