System running out of memory when Python multiprocessing Pool is used? - python

I am trying to parallelize my code to find the similarity matrix using multiprocessing module in Python. It works fine when I use the small np.ndarray with 10 X 15 elements. But, when I scale my np.ndarray to 3613 X 7040 elements, system runs out of memory.
Below, is my code.
import multiprocessing
from multiprocessing import Pool
## Importing Jacard_similarity_score
from sklearn.metrics import jaccard_similarity_score
# Function for finding the similarities between two np arrays
def similarityMetric(a,b):
return (jaccard_similarity_score(a,b))
## Below functions are used for Parallelizing the scripts
# auxiliary funciton to make it work
def product_helper1(args):
return (similarityMetric(*args))
def parallel_product1(list_a, list_b):
# spark given number of processes
p = Pool(8)
# set each matching item into a tuple
job_args = getArguments(list_a,list_b)
# map to pool
results = p.map(product_helper1, job_args)
p.close()
p.join()
return (results)
## getArguments function is used to get the combined list
def getArguments(list_a,list_b):
arguments = []
for i in list_a:
for j in list_b:
item = (i,j)
arguments.append(item)
return (arguments)
Now when I run the below code, system runs out of memory and gets hanged. I am passing two numpy.ndarrays testMatrix1 and testMatrix2 which are of size (3613, 7040)
resultantMatrix = parallel_product1(testMatrix1,testMatrix2)
I am new to using this module in Python and trying to understand where I am going wrong. Any help is appreciated.

Odds are, the problem is just combinatoric explosion. You're trying to realize all the pairs in the main process up front, rather than generating them live, so you're storing a huge amount of memory. Assuming the ndarrays contain double values, which become Python float, then the memory usage of the list returned by getArguments is roughly the cost of a tuple and two floats per pair, or about:
3613 * 7040 * (sys.getsizeof((0., 0.)) + sys.getsizeof(0.) * 2)
On my 64 bit Linux system, that means ~2.65 GB of RAM on Py3, or ~2.85 GB on Py2, before the workers even do anything.
If you can process the data in a streaming fashion using a generator, so arguments are produced lazily and discarded when no longer needed, you could probably reduce memory usage dramatically:
import itertools
def parallel_product1(list_a, list_b):
# spark given number of processes
p = Pool(8)
# set each matching item into a tuple
# Returns a generator that lazily produces the tuples
job_args = itertools.product(list_a,list_b)
# map to pool
results = p.map(product_helper1, job_args)
p.close()
p.join()
return (results)
This still requires all the results to fit in memory; if product_helper returns floats, then the expected memory usage for the result list on a 64 bit machine would still be around 0.75 GB or so, which is pretty large; if you can process the results in a streaming fashion, iterating the results of p.imap or even better, p.imap_unordered (the latter returns results as computed, not in the order the generator produced the arguments) and writing them to disk or otherwise ensuring they're released in memory quickly would save a lot of memory; the following just prints them out, but writing them to a file in some reingestable format would also be reasonable.
def parallel_product1(list_a, list_b):
# spark given number of processes
p = Pool(8)
# set each matching item into a tuple
# Returns a generator that lazily produces the tuples
job_args = itertools.product(list_a,list_b)
# map to pool
for result in p.imap_unordered(product_helper1, job_args):
print(result)
p.close()
p.join()

The map method sends all data to the workers via inter-process communication. As currently done, this consumes a huge amount of resources, because you're sending
What I would suggest it to modify getArguments to make a list of tuple of indices in the matrix that need to be combined. That's only two numbers that have to be sent to the worker process, instead of two rows of a matrix! Each worker then knows which rows in the matrix to use.
Load the two matrices and store them in global variables before calling map. This way every worker has access to them. And as long as they're not modified in the workers, the OS's virtual memory manager will not copy identical memory pages, keeping memory usage down.

Related

Python parallel processing fills memory fast

I'm bruteforcing a 8-digit pin on a ELF executable (it's for a CTF) and I'm using asynchronous parallel processing. The code is very fast but it fills the memory even faster.
It takes about 10% of the total iterations to fill 8gbs of ram, and I have no idea what's causing it. Any help?
from pwn import *
import multiprocessing as mp
from tqdm import tqdm
def check_pin(pin):
program = process('elf_exe')
program.recvn(36)
program.sendline(str(pin))
program.recvline()
program.recvline()
res = program.recvline()
program.close()
if 'Access denied.' in str(res):
return null, null
else:
return res, pin
def process_result(res, pin):
if(res != null):
print(pin)
if __name__ == '__main__':
print(f'Starting bruteforce on {mp.cpu_count()} cores :)\n')
pool = mp.Pool(mp.cpu_count())
min = 10000000
max = 99999999
for pin in tqdm(range(min, max)):
pool.apply_async(check_pin, args=(pin), callback=process_result)
pool.close()
pool.join()
Multiprocessing pools create several processes. Calls to apply_async create a task that is added to a shared data structure (eg. queue). The data structure is read by processes thanks to inter-process communication (IPC). The thing is apply_async return a synchronization object that you do not use and so there is not synchronizations. Items appended in the data structure take some memory space (at least 32*3=96 bytes due to 3 CPython objects being allocated) and the data structure grow in memory to hold the 89_999_999 items hence at least 8 GiB of RAM. The process are not fast enough to execute the work. What tqdm print is totally is completely misleading: it just print the processing of the number of task submitted, not the one executed that is only a tiny fraction. Almost all the work is done when tqdm print 100% and the submission loop is done. I actually doubt the "code is very fast" since it appears to run 90 millions process while running a process is known to be an expensive operation.
To speed up this code and avoid a big memory usage, you need to aggregate the work in bigger tasks. You can for example and a range of pin variable to be computed and add a loop in check_pin. A reasonable range size is for example 1000. Additionally, you need to accumulate the AsyncResult objects returned by apply_async in a list and perform periodic synchronizations when the list becomes too big so that processes does not have too much work and so the shared data structure can remain small. Here is a simple untested example:
lst = []
for rng in allRanges:
lst.append(pool.apply_async(check_pin, args=(rng), callback=process_result))
if len(lst) > 100:
# Naive synchronization
for i in lst:
i.wait()
lst = []

How to have a multi-procsesing function return and store values in python?

I have a function which I will run using multi-processing. However the function returns a value and I do not know how to store that value once it's done.
I read somewhere online about using a queue but I don't know how to implement it or if that'd even work.
cores = []
for i in range(os.cpu_count()):
cores.append(Process(target=processImages, args=(dataSets[i],)))
for core in cores:
core.start()
for core in cores:
core.join()
Where the function 'processImages' returns a value. How do I save the returned value?
In your code fragment you have input dataSets which is a list of some unspecified size. You have a function processImages which takes a dataSet element and apparently returns a value you want to capture.
cpu_count == dataset length ?
The first problem I notice is that os.cpu_count() drives the range of values i which then determines which datasets you process. I'm going to assume you would prefer these two things to be independent. That is, you want to be able to crunch some X number of datasets and you want it to work on any machine, having anywhere from 1 - 1000 (or more...) cores.
An aside about CPU-bound work
I'm also going to assume that you have already determined that the task really is CPU-bound, thus it makes sense to split by core. If, instead, your task is disk io-bound, you would want more workers. You could also be memory bound or cache bound. If optimal parallelization is important to you, you should consider doing some trials to see which number of workers really gives you maximum performance.
Here's more reading if you like
Pool class
Anyway, as mentioned by Michael Butscher, the Pool class simplifies this for you. Yours is a standard use case. You have a set of work to be done (your list of datasets to be processed) and a number of workers to do it (in your code fragment, your number of cores).
TLDR
Use those simple multiprocessing concepts like this:
from multiprocessing import Pool
# Renaming this variable just for clarity of the example here
work_queue = datasets
# This is the number you might want to find experimentally. Or just run with cpu_count()
worker_count = os.cpu_count()
# This will create processes (fork) and join all for you behind the scenes
worker_pool = Pool(worker_count)
# Farm out the work, gather the results. Does not care whether dataset count equals cpu count
processed_work = worker_pool.map(processImages, work_queue)
# Do something with the result
print(processed_work)
You cannot return the variable from another process. The recommended way would be to create a Queue (multiprocessing.Queue), then have your subprocess put the results to that queue, and once it's done, you may read them back -- this works if you have a lot of results.
If you just need a single number -- using Value or Array could be easier.
Just remember, you cannot use a simple variable for that, it has to be wrapped with above mentioned classes from multiprocessing lib.
If you want to use the result object returned by a multiprocessing, try this
from multiprocessing.pool import ThreadPool
def fun(fun_argument1, ... , fun_argumentn):
<blabla>
return object_1, object_2
pool = ThreadPool(processes=number_of_your_process)
async_num1 = pool.apply_async(fun, (fun_argument1, ... , fun_argumentn))
object_1, object_2 = async_num1.get()
then you can do whatever you want.

python3 multiprocess shared numpy array(read-only)

I'm not sure if this title is appropriate for my situation: the reason why I want to share numpy array is that it might be one of the potential solutions to my case, but if you have other solutions that would also be nice.
My task: I need to implement an iterative algorithm with multiprocessing, while each of these processes need to have a copy of data(this data is large, and read-only, and won't change during the iterative algorithm).
I've written some pseudo code to demonstrate my idea:
import multiprocessing
def worker_func(data, args):
# do sth...
return res
def compute(data, process_num, niter):
data
result = []
args = init()
for iter in range(niter):
args_chunk = split_args(args, process_num)
pool = multiprocessing.Pool()
for i in range(process_num):
result.append(pool.apply_async(worker_func,(data, args_chunk[i])))
pool.close()
pool.join()
# aggregate result and update args
for res in result:
args = update_args(res.get())
if __name__ == "__main__":
compute(data, 4, 100)
The problem is in each iteration, I have to pass the data to subprocess, which is very time-consuming.
I've come up with two potential solutions:
share data among processes (it's ndarray), that's the title of this question.
Keep subprocess alive, like a daemon process or something...and wait for call. By doing that, I only need to pass the data at the very beginning.
So, is there any way to share a read-only numpy array among process? Or if you have a good implementation of solution 2, it also works.
Thanks in advance.
If you absolutely must use Python multiprocessing, then you can use Python multiprocessing along with Arrow's Plasma object store to store the object in shared memory and access it from each of the workers. See this example, which does the same thing using a Pandas dataframe instead of a numpy array.
If you don't absolutely need to use Python multiprocessing, you can do this much more easily with Ray. One advantage of Ray is that it will work out of the box not just with arrays but also with Python objects that contain arrays.
Under the hood, Ray serializes Python objects using Apache Arrow, which is a zero-copy data layout, and stores the result in Arrow's Plasma object store. This allows worker tasks to have read-only access to the objects without creating their own copies. You can read more about how this works.
Here is a modified version of your example that runs.
import numpy as np
import ray
ray.init()
#ray.remote
def worker_func(data, i):
# Do work. This function will have read-only access to
# the data array.
return 0
data = np.zeros(10**7)
# Store the large array in shared memory once so that it can be accessed
# by the worker tasks without creating copies.
data_id = ray.put(data)
# Run worker_func 10 times in parallel. This will not create any copies
# of the array. The tasks will run in separate processes.
result_ids = []
for i in range(10):
result_ids.append(worker_func.remote(data_id, i))
# Get the results.
results = ray.get(result_ids)
Note that if we omitted the line data_id = ray.put(data) and instead called worker_func.remote(data, i), then the data array would be stored in shared memory once per function call, which would be inefficient. By first calling ray.put, we can store the object in the object store a single time.
Conceptually for your problem, using mmap is a standard way.
This way, the information can be retrieved from mapped memory by multiple processes
Basic understanding of mmap:
https://en.wikipedia.org/wiki/Mmap
Python has "mmap" module(import mmap)
The documentation of python standard and some examples are in below link
https://docs.python.org/2/library/mmap.html

Using local memory in Pool workers with python's multiprocessing module

I'm working on implementing a randomized algorithm in python. Since this involves doing the same thing many (say N) times, it rather naturally parallelizes and I would like to make use of that. More specifically, I want to distribute the N iterations on all of the cores of my CPU. The problem in question involves computing the maximum of something and is thus something where every worker could compute their own maximum and then only report that one back to the parent process, which then only needs to figure out the global maximum out of those few local maxima.
Somewhat surprisingly, this does not seem to be an intended use-case of the multiprocessing module, but I'm not entirely sure how else to go about it. After some research I came up with the following solution (toy problem to find the maximum in a list that is structurally the same as my actual one):
import random
import multiprocessing
l = []
N = 100
numCores = multiprocessing.cpu_count()
# globals for every worker
mySendPipe = None
myRecPipe = None
def doWork():
pipes = zip(*[multiprocessing.Pipe() for i in range(numCores)])
pool = multiprocessing.Pool(numCores, initializeWorker, (pipes,))
pool.map(findMax, range(N))
results = []
# collate results
for p in pipes[0]:
if p.poll():
results.append(p.recv())
print(results)
return max(results)
def initializeWorker(pipes):
global mySendPipe, myRecPipe
# ID of a worker process; they are consistently named PoolWorker-i
myID = int(multiprocessing.current_process().name.split("-")[1])-1
# Modulo: When starting a second pool for the second iteration of doWork() they are named with IDs 5-8.
mySendPipe = pipes[1][myID%numCores]
myRecPipe = pipes[0][myID%numCores]
def findMax(count):
myMax = 0
if myRecPipe.poll():
myMax = myRecPipe.recv()
value = random.choice(l)
if myMax < value:
myMax = value
mySendPipe.send(myMax)
l = range(1, 1001)
random.shuffle(l)
max1 = doWork()
l = range(1001, 2001)
random.shuffle(l)
max2 = doWork()
return (max1, max2)
This works, sort of, but I've got a problem with it. Namely, using pipes to store the intermediate results feels rather silly (and is probably slow). But it also has the real problem, that I can't send arbitrarily large things through the pipe, and my application unfortunately sometimes exceeds this size (and deadlocks).
So, what I'd really like is a function analogue to the initializer that I can call once for every worker on the pool to return their local results to the parent process. I could not find such functionality, but maybe someone here has an idea?
A few final notes:
I use a global variable for the input because in my application the input is very large and I don't want to copy it to every process. Since the processes never write to it, I believe it should never be copied (or am I wrong there?). I'm open to suggestions to do this differently, but mind that I need to run this on changing inputs (sequentially though, just like in the example above).
I'd like to avoid using the Manager-class, since (by my understanding) it introduces synchronisation and locks, which in this problem should be completely unnecessary.
The only other similar question I could find is Python's multiprocessing and memory, but they wish to actually process the individual results of the workers, whereas I do not want the workers to return N things, but to instead only run a total of N times and return only their local best results.
I'm using Python 2.7.15.
tl;dr: Is there a way to use local memory for every worker process in a multiprocessing pool, so that every worker can compute a local optimum and the parent process only needs to worry about figuring out which one of those is best?
You might be overthinking this a little.
By making your worker-functions (in this case findMax) actually return a value instead of communicating it, you can store the result from calling pool.map() - it is just a parallel variant of map, after all! It will map a function over a list of inputs and return the list of results of that function call.
The simplest example illustrating my point follows your "distributed max" example:
import multiprocessing
# [0,1,2,3,4,5,6,7,8]
x = range(9)
# split the list into 3 chunks
# [(0, 1, 2), (3, 4, 5), (6, 7, 8)]
input = zip(*[iter(x)]*3)
pool = multiprocessing.Pool(2)
# compute the max of each chunk:
# max((0,1,2)) == 2
# max((3,4,5)) == 5
# ...
res = pool.map(max, input)
print(res)
This returns [2, 5, 8].
Be aware that there is some light magic going on: I use the built-in max() function which expects iterables as input. Now, if I would only pool.map over a plain list of integers, say, range(9), that would result in calls to max(0), max(1) etc. - not very useful, huh? Instead, I partition my list into chunks, so effectively, when mapping, we now map over a list of tuples, thus feeding a tuple to max on each call.
So perhaps you have to:
return a value from your worker func
think about how you structure your input domain so that you feed meaningful chunks to each worker
PS: You wrote a great first question! Thank you, it was a pleasure reading it :) Welcome to StackOverflow!

parallelized algorithm for evaluating a 1-d array of functions on a same-length 1d numpy array

The upshot of the below is that I have an embarrassingly parallel for loop that I am trying to thread. There's a bit of rigamarole to explain the problem, but despite all the verbosity, I think this should be a rather trivial problem that the multiprocessing module is designed to solve easily.
I have a large length-N array of k distinct functions, and a length-N array of abcissa. Thanks to the clever solution provided by #senderle described in Efficient algorithm for evaluating a 1-d array of functions on a same-length 1d numpy array, I have a fast numpy-based algorithm that I can use to evaluate the functions at the abcissa to return a length-N array of ordinates:
def apply_indexed_fast(abcissa, func_indices, func_table):
""" Returns the output of an array of functions evaluated at a set of input points
if the indices of the table storing the required functions are known.
Parameters
----------
func_table : array_like
Length k array of function objects
abcissa : array_like
Length Npts array of points at which to evaluate the functions.
func_indices : array_like
Length Npts array providing the indices to use to choose which function
operates on each abcissa element. Thus func_indices is an array of integers
ranging between 0 and k-1.
Returns
-------
out : array_like
Length Npts array giving the evaluation of the appropriate function on each
abcissa element.
"""
func_argsort = func_indices.argsort()
func_ranges = list(np.searchsorted(func_indices[func_argsort], range(len(func_table))))
func_ranges.append(None)
out = np.zeros_like(abcissa)
for i in range(len(func_table)):
f = func_table[i]
start = func_ranges[i]
end = func_ranges[i+1]
ix = func_argsort[start:end]
out[ix] = f(abcissa[ix])
return out
What I'm now trying to do is use multiprocessing to parallelize the for loop inside this function. Before describing my approach, for clarity I'll briefly sketch how the algorithm #senderle developed works. If you can read the above code and understand it immediately, just skip the next paragraph of text.
First we find the array of indices that sorts the input func_indices, which we use to define the length-k func_ranges array of integers. The integer entries of func_ranges control the function that gets applied to the appropriate sub-array of the input abcissa, which works as follows. Let f be the i^th function in the input func_table. Then the slice of the input abcissa to which we should apply the function f is slice(func_ranges[i], func_ranges[i+1]). So once func_ranges is calculated, we can just run a simple for loop over the input func_table and successively apply each function object to the appropriate slice, filling our output array. See the code below for a minimal example of this algorithm in action.
def trivial_functional(i):
def f(x):
return i*x
return f
k = 250
func_table = np.array([trivial_functional(j) for j in range(k)])
Npts = 1e6
abcissa = np.random.random(Npts)
func_indices = np.random.random_integers(0,len(func_table)-1,Npts)
result = apply_indexed_fast(abcissa, func_indices, func_table)
So my goal now is to use multiprocessing to parallelize this calculation. I thought this would be straightforward using my usual trick for threading embarrassingly parallel for loops. But my attempt below raises an exception that I do not understand.
from multiprocessing import Pool, cpu_count
def apply_indexed_parallelized(abcissa, func_indices, func_table):
func_argsort = func_indices.argsort()
func_ranges = list(np.searchsorted(func_indices[func_argsort], range(len(func_table))))
func_ranges.append(None)
out = np.zeros_like(abcissa)
num_cores = cpu_count()
pool = Pool(num_cores)
def apply_funci(i):
f = func_table[i]
start = func_ranges[i]
end = func_ranges[i+1]
ix = func_argsort[start:end]
out[ix] = f(abcissa[ix])
pool.map(apply_funci, range(len(func_table)))
pool.close()
return out
result = apply_indexed_parallelized(abcissa, func_indices, func_table)
PicklingError: Can't pickle <type 'function'>: attribute lookup __builtin__.function failed
I have seen this elsewhere on SO: Multiprocessing: How to use Pool.map on a function defined in a class?. One by one, I have tried each method proposed there; in all cases, I get a "too many files open" error because the threads were never closed, or the adapted algorithm simply hangs. This seems like there should be a simple solution since this is nothing more than threading an embarrassingly parallel for loop.
Warning/Caveat:
You may not want to apply multiprocessing to this problem. You'll find that relatively simple operations on large arrays, the problems will be memory bound with numpy. The bottleneck is moving data from RAM to the CPU caches. The CPU is starved for data, so throwing more CPUs at the problem doesn't help much. Furthermore, your current approach will pickle and make a copy of the entire array for every item in your input sequence, which adds lots of overhead.
There are plenty of cases where numpy + multiprocessing is very effective, but you need to make sure you're working with a CPU-bound problem. Ideally, it's a CPU-bound problem with relatively small inputs and outputs to alleviate the overhead of pickling the input and output. For many of the problems that numpy is most often used for, that's not the case.
Two Problems with Your Current Approach
On to answering your question:
Your immediate error is due to passing in a function that's not accessible from the global scope (i.e. a function defined inside a function).
However, you have another issue. You're treating the numpy arrays as though they're shared memory that can be modified by each process. Instead, when using multiprocessing the original array will be pickled (effectively making a copy) and passed to each process independently. The original array will never be modified.
Avoiding the PicklingError
As a minimal example to reproduce your error, consider the following:
import multiprocessing
def apply_parallel(input_sequence):
def func(x):
pass
pool = multiprocessing.Pool()
pool.map(func, input_sequence)
pool.close()
foo = range(100)
apply_parallel(foo)
This will result in:
PicklingError: Can't pickle <type 'function'>: attribute lookup
__builtin__.function failed
Of course, in this simple example, we could simply move the function definition back into the __main__ namespace. However, in yours, you need it to refer to data that's passed in. Let's look at an example that's a bit closer to what you're doing:
import numpy as np
import multiprocessing
def parallel_rolling_mean(data, window):
data = np.pad(data, window, mode='edge')
ind = np.arange(len(data)) + window
def func(i):
return data[i-window:i+window+1].mean()
pool = multiprocessing.Pool()
result = pool.map(func, ind)
pool.close()
return result
foo = np.random.rand(20).cumsum()
result = parallel_rolling_mean(foo, 10)
There are multiple ways you could handle this, but a common approach is something like:
import numpy as np
import multiprocessing
class RollingMean(object):
def __init__(self, data, window):
self.data = np.pad(data, window, mode='edge')
self.window = window
def __call__(self, i):
start = i - self.window
stop = i + self.window + 1
return self.data[start:stop].mean()
def parallel_rolling_mean(data, window):
func = RollingMean(data, window)
ind = np.arange(len(data)) + window
pool = multiprocessing.Pool()
result = pool.map(func, ind)
pool.close()
return result
foo = np.random.rand(20).cumsum()
result = parallel_rolling_mean(foo, 10)
Great! It works!
However, if you scale this up to large arrays, you'll soon find that it will either run very slow (which you can speed up by increasing chunksize in the pool.map call) or you'll quickly run out of RAM (once you increase the chunksize).
multiprocessing pickles the input so that it can be passed to separate and independent python processes. This means you're making a copy of the entire array for every i you operate on.
We'll come back to this point in a bit...
multiprocessing Does not share memory between processes
The multiprocessing module works by pickling the inputs and passing them to independent processes. This means that if you modify something in one process the other process won't see the modification.
However, multiprocessing also provides primitives that live in shared memory and can be accessed and modified by child processes. There are a few different ways of adapting numpy arrays to use a shared memory multiprocessing.Array. However, I'd recommend avoiding those at first (read up on false sharing if you're not familiar with it). There are cases where it's very useful, but it's typically to conserve memory, not to improve performance.
Therefore, it's best to do all modifications to a large array in a single process (this is also a very useful pattern for general IO). It doesn't have to be the "main" process, but it's easiest to think about that way.
As an example, let's say we wanted to have our parallel_rolling_mean function take an output array to store things in. A useful pattern is something similar to the following. Notice the use of iterators and modifying the output only in the main process:
import numpy as np
import multiprocessing
def parallel_rolling_mean(data, window, output):
def windows(data, window):
padded = np.pad(data, window, mode='edge')
for i in xrange(len(data)):
yield padded[i:i + 2*window + 1]
pool = multiprocessing.Pool()
results = pool.imap(np.mean, windows(data, window))
for i, result in enumerate(results):
output[i] = result
pool.close()
foo = np.random.rand(20000000).cumsum()
output = np.zeros_like(foo)
parallel_rolling_mean(foo, 10, output)
print output
Hopefully that example helps clarify things a bit.
chunksize and performance
One quick note on performance: If we scale this up, it will get very slow very quickly. If you look at a system monitor (e.g. top/htop), you may notice that your cores are sitting idle most of the time.
By default, the master process pickles each input for each process and passes it in immediately and then waits until they're finished to pickle the next input. In many cases, this means that the master process works, then sits idle while the worker processes are busy, then the worker processes sit idle while the master process is pickling the next input.
The key is to increase the chunksize parameter. This will cause pool.imap to "pre-pickle" the specified number of inputs for each process. Basically, the master thread can stay busy pickling inputs and the worker processes can stay busy processing. The downside is that you're using more memory. If each input uses up a large amount of RAM, this can be a bad idea. If it doesn't, though, this can dramatically speed things up.
As a quick example:
import numpy as np
import multiprocessing
def parallel_rolling_mean(data, window, output):
def windows(data, window):
padded = np.pad(data, window, mode='edge')
for i in xrange(len(data)):
yield padded[i:i + 2*window + 1]
pool = multiprocessing.Pool()
results = pool.imap(np.mean, windows(data, window), chunksize=1000)
for i, result in enumerate(results):
output[i] = result
pool.close()
foo = np.random.rand(2000000).cumsum()
output = np.zeros_like(foo)
parallel_rolling_mean(foo, 10, output)
print output
With chunksize=1000, it takes 21 seconds to process a 2-million element array:
python ~/parallel_rolling_mean.py 83.53s user 1.12s system 401% cpu 21.087 total
But with chunksize=1 (the default) it takes about eight times as long (2 minutes, 41 seconds).
python ~/parallel_rolling_mean.py 358.26s user 53.40s system 246% cpu 2:47.09 total
In fact, with the default chunksize, it's actually far worse than a single-process implementation of the same thing, which takes only 45 seconds:
python ~/sequential_rolling_mean.py 45.11s user 0.06s system 99% cpu 45.187 total

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