A ThreadPoolExecutor inside a ProcessPoolExecutor

Question

I am new to the futures module and have a task that could benefit from parallelization; but I don't seem to be able to figure out exactly how to setup the function for a thread and the function for a process. I'd appreciate any help anyone can shed on the matter.

I'm running a particle swarm optimization (PSO). Without getting into too much detail about PSO itself, here's the basic layout of my code:

There is a Particle class, with a getFitness(self) method (which computes some metric and stores it in self.fitness). A PSO simulation has multiple particle instances (easily over 10; 100s or even 1000s for some simulations).
Every so often, I have to compute the fitness of the particles. Currently, I do this in for-loop:

for p in listOfParticles:
  p.getFitness(args)

However, I notice that the fitness of each particle can be computed independently of each other. This makes this fitness computation a prime candidate for parallelization. Indeed, I could do map(lambda p: p.getFitness(args), listOfParticles).

Now, I can easily do this with futures.ProcessPoolExecutor:

with futures.ProcessPoolExecutor() as e:
  e.map(lambda p: p.getFitness(args), listOfParticles)

Since the side-effects of calling p.getFitness are stored in each particle itself, I don't have to worry about getting a return from futures.ProcessPoolExecutor().

So far, so good. But now I notice that ProcessPoolExecutor creates new processes, which means that it copies memory, which is slow. I'd like to be able to share memory - so I should be using threads. That's well and good, until I realize that running several processes with several threads inside each process will likely be faster, since multiple threads still run only on one processor of my sweet, 8-core machine.

Here's where I run into trouble:
Based on the examples I've seen, ThreadPoolExecutor operates on a list. So does ProcessPoolExecutor. So I can't do anything iterative in ProcessPoolExecutor to farm out to ThreadPoolExecutor because then ThreadPoolExecutor is going to get a single object to work on (see my attempt, posted below).
On the other hand, I cant slice listOfParticles myself, because I want ThreadPoolExecutor to do its own magic to figure out how many threads are required.

So, the big question (at long last):
How should I structure my code so that I can effectively parallelize the following using both processes AND threads:

for p in listOfParticles:
  p.getFitness()

This is what I've been trying, but I wouldn't dare try to run it, for I know it won't work:

>>> def threadize(func, L, mw):
...     with futures.ThreadpoolExecutor(max_workers=mw) as executor:
...             for i in L:
...                     executor.submit(func, i)
... 

>>> def processize(func, L, mw):
...     with futures.ProcessPoolExecutor() as executor:
...             executor.map(lambda i: threadize(func, i, mw), L)
...

I'd appreciate any thoughts on how to fix this, or even on how to improve my approach

In case it matters, I'm on python3.3.2

Answer 1

I'll give you working code that mixes processes with threads for solving the problem, but it's not what you're expecting ;-) First thing is to make a mock program that doesn't endanger your real data. Experiment with something harmless. So here's the start:

class Particle:
    def __init__(self, i):
        self.i = i
        self.fitness = None
    def getfitness(self):
        self.fitness = 2 * self.i

Now we have something to play with. Next some constants:

MAX_PROCESSES = 3
MAX_THREADS = 2 # per process
CHUNKSIZE = 100

Fiddle those to taste. CHUNKSIZE will be explained later.

The first surprise for you is what my lowest-level worker function does. That's because you're overly optimistic here:

Since the side-effects of calling p.getFitness are stored in each particle itself, I don't have to worry about getting a return from futures.ProcessPoolExecutor().

Alas, nothing done in a worker process can have any effect on the Particle instances in your main program. A worker process works on copies of Particle instances, whether via a copy-on-write implementation of fork() or because it's working on a copy made from unpickling a Particle pickle passed across processes.

So if you want your main program to see the fitness results, you need to arrange to send information back to the main program. Because I don't know enough about your actual program, here I'm assuming that Particle().i is a unique integer, and that the main program can easily map integers back to Particle instances. With that in mind, the lowest-level worker function here needs to return a pair: the unique integer and the fitness result:

def thread_worker(p):
    p.getfitness()
    return (p.i, p.fitness)

Given that, it's easy to spread a list of Particles across threads, and return a list of (particle_id, fitness) results:

def proc_worker(ps):
    import concurrent.futures as cf
    with cf.ThreadPoolExecutor(max_workers=MAX_THREADS) as e:
        result = list(e.map(thread_worker, ps))
    return result

Notes:

1. That's the function each worker process will run.
2. I'm using Python 3, so use list() to force e.map() to materialize all the results in a list.
3. As mentioned in a comment, under CPython spreading CPU-bound tasks across threads is slower than doing them all in a single thread.

It only remains to write code to spread a list of Particles across processes, and retrieve the results. This is dead easy to do with multiprocessing, so that's what I'm going to use. I have no idea whether concurrent.futures can do it (given that we're also mixing in threads), but don't care. But because I'm giving you working code, you can play with that and report back ;-)

if __name__ == "__main__":
    import multiprocessing

    particles = [Particle(i) for i in range(100000)]
    # Note the code below relies on that particles[i].i == i
    assert all(particles[i].i == i for i in range(len(particles)))

    pool = multiprocessing.Pool(MAX_PROCESSES)
    for result_list in pool.imap_unordered(proc_worker,
                      (particles[i: i+CHUNKSIZE]
                       for i in range(0, len(particles), CHUNKSIZE))):
        for i, fitness in result_list:
            particles[i].fitness = fitness

    pool.close()
    pool.join()

    assert all(p.fitness == 2*p.i for p in particles)

Notes:

1. I'm breaking the list of Particles into chunks "by hand". That's what CHUNKSIZE is for. That's because a worker process wants a list of Particles to work on, and in turn that's because that's what the futures map() function wants. It's a Good Idea to chunk up work regardless, so you get some real bang for the buck in return for the per-invocation interprocess overheads.
2. imap_unordered() makes no guarantees about the order in which results are returned. That gives the implementation more freedom to arrange work as efficiently as possible. And we don't care about the order here, so that's fine.
3. Note that the loop retrieves the (particle_id, fitness) results, and modifies the Particle instances accordingly. Perhaps your real .getfitness makes other mutations to Particle instances - can't guess. Regardless, the main program will never see any mutations made in workers "by magic" - you have to explicitly arrange for that. In the limit, you could return (particle_id, particle_instance) pairs instead, and replace the Particle instances in the main program. Then they'd reflect all mutations made in worker processes.

Have fun :-)

Futures all the way down

Turns out it was very easy to replace multiprocessing. Here are the changes. This also (as mentioned earlier) replaces the original Particle instances, so as to capture all mutations. There's a tradeoff here, though: pickling an instance requires "a lot more" bytes than pickling a single "fitness" result. More network traffic. Pick your poison ;-)

Returning the mutated instance just requires replacing the last line of thread_worker(), like so:

return (p.i, p)

Then replace all of the "main" block with this:

def update_fitness():
    import concurrent.futures as cf
    with cf.ProcessPoolExecutor(max_workers=MAX_PROCESSES) as e:
        for result_list in e.map(proc_worker,
                      (particles[i: i+CHUNKSIZE]
                       for i in range(0, len(particles), CHUNKSIZE))):
            for i, p in result_list:
                particles[i] = p

if __name__ == "__main__":
    particles = [Particle(i) for i in range(500000)]
    assert all(particles[i].i == i for i in range(len(particles)))

    update_fitness()

    assert all(particles[i].i == i for i in range(len(particles)))
    assert all(p.fitness == 2*p.i for p in particles)

The code is very similar to the multiprocessor dance. Personally, I'd use the multiprocessing version, because imap_unordered is valuable. That's a problem with simplified interfaces: they often buy simplicity at the cost of hiding useful possibilities.