replace multi processing with joblib #477
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zhupr
reviewed
Sep 13, 2021
qlib/data/updateparallel.py
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| require=None, | ||
| maxtasksperchild=None, | ||
| **kwargs) | ||
| self._backend_args["maxtasksperchild"] = ["maxtasksperchild"] |
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self._backend_args["maxtasksperchild"] = maxtasksperchild
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if isinstance(self._backend, MultiprocessingBackend):
self._backend_args["maxtasksperchild"] = maxtasksperchild
qlib/data/updateparallel.py
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| from joblib import Parallel | ||
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| class UpdateParallel(Parallel): |
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UpdateParallel moves to qlib/utils/__init__.py
UpdateParllel renamed to ParallelExt
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https://github.com/microsoft/qlib/blob/main/qlib/utils/paral.py will be a better place
qlib/data/updateparallel.py
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| maxtasksperchild=None, | ||
| **kwargs | ||
| ): | ||
| super(UpdateParallel, self).__init__(n_jobs=n_jobs, |
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super(UpdateParallel, self).__init__(
n_jobs=n_jobs,
backend=backend,
verbose=verbose,
timeout=timeout,
pre_dispatch=pre_dispatch,
batch_size=batch_size,
temp_folder=temp_folder,
max_nbytes=max_nbytes,
mmap_mode=mmap_mode,
prefer=prefer,
require=require,
)
you-n-g
commented
Sep 13, 2021
qlib/data/updateparallel.py
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| backend=None, | ||
| verbose=0, | ||
| timeout=None, | ||
| pre_dispatch="2 * n_jobs", |
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Why not using *args, **kwargs instead of explicitly list all the arguments?
qlib/data/updateparallel.py
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| from joblib import Parallel | ||
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| class UpdateParallel(Parallel): |
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https://github.com/microsoft/qlib/blob/main/qlib/utils/paral.py will be a better place
qlib/config.py
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| @@ -92,6 +92,7 @@ def set_conf_from_C(self, config_c): | |||
| "kernels": NUM_USABLE_CPU, | |||
| # How many tasks belong to one process. Recommend 1 for high-frequency data and None for daily data. | |||
| "maxtasksperchild": None, | |||
| "joblib_backend" : None, | |||
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Can we set the default backend to multiprocessing if loky is very likely to OOM?
zhupr
reviewed
Sep 13, 2021
zhupr
reviewed
Sep 13, 2021
you-n-g
commented
Sep 13, 2021
qlib/data/updateparallel.py
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| @@ -0,0 +1,41 @@ | |||
| from joblib import Parallel | |||
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# Copyright (c) Microsoft Corporation.
# Licensed under the MIT License.
you-n-g
commented
Sep 13, 2021
tests/misc/test_get_multi_proc.py
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| """ | ||
| For testing if it will raise error | ||
| """ | ||
| qlib.init(provider_uri=TestAutoData.provider_uri, expression_cache=None, dataset_cache=None) |
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You have to use loky to pass the test
qianyun210603
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Mar 23, 2023
* replace multi processing with joblib * update class Parallel and data.py * update class Parallel and data.py * update class Parallel and data.py * update class Parallel and data.py * update class Parallel and data.py * update class Parallel and data.py * update class Parallel and data.py * update class Parallel and data.py * Fix Parallel support for maxtasksperchild Co-authored-by: wangw <1666490690@qq.com> Co-authored-by: zhupr <zhu.pengrong@foxmail.com>
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Description
Multiprocessing has following weakness
Joblib has no above problems.
So we try to replace multi processing with joblib
How Has This Been Tested?
pytest qlib/tests/test_all_pipeline.pyunder upper directory ofqlib.Types of changes