facebookresearch / nevergrad

A Python toolbox for performing gradient-free optimization
https://facebookresearch.github.io/nevergrad/
MIT License
3.92k stars 352 forks source link

update ProcessPoolExecutor docs #1435

Closed mathuvu closed 2 years ago

mathuvu commented 2 years ago

Types of changes

Motivation and Context / Related issue

ThreadPoolExecutor use only one thread for all task in async due to GIL lock (one interpreter = one thread). For CPU-bound function ProcessPoolExecutor circumvent this issue.

How Has This Been Tested (if it applies)

import nevergrad as ng
from concurrent import futures
import time
import multiprocessing as mp

from nevergrad.optimization import optimizerlib

def func(x):
    tmp = 1
    for k in range(4_000_000):#Garbage calculation
        tmp += 1
        tmp -= 1
    return sum((x-1)**2)*tmp
 parametrization = ng.p.Array(shape=(10,))

start = time.time()
budget = 100

optim = optimizerlib.OnePlusOne(parametrization=parametrization, budget=budget, num_workers=10)
# recom = optim.minimize(func, executor=futures.ThreadPoolExecutor(max_workers=optim.num_workers))
recom = optim.minimize(func, executor=futures.ProcessPoolExecutor(max_workers=optim.num_workers, mp_context=mp.get_context('fork')))# Spawn mode raise an error, so it will not work on windows.

end = time.time()
print(end - start)

Checklist

teytaud commented 2 years ago

I think this PR is super important but complicated for CircleCI because we are not allowed to do multiprocessing.... But we need to change this because of https://stackoverflow.com/questions/58919495/why-is-threadpoolexecutor-slower-than-for-loop)

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