Checkpoint using joblib.Memory and joblib.Parallel

This example illustrates how to cache intermediate computing results using joblib.Memory within joblib.Parallel.

Embed caching within parallel processing

It is possible to cache a computationally expensive function executed during a parallel process. costly_compute emulates such time consuming function.
import time


def costly_compute(data, column):
    """Emulate a costly function by sleeping and returning a column."""
    time.sleep(2)
    return data[column]


def data_processing_mean(data, column):
    """Compute the mean of a column."""
    return costly_compute(data, column).mean()

Create some data. The random seed is fixed to generate deterministic data across Python session. Note that this is not necessary for this specific example since the memory cache is cleared at the end of the session.

import numpy as np
rng = np.random.RandomState(42)
data = rng.randn(int(1e4), 4)

It is first possible to make the processing without caching or parallel processing.

start = time.time()
results = [data_processing_mean(data, col) for col in range(data.shape[1])]
stop = time.time()

print('\nSequential processing')
print('Elapsed time for the entire processing: {:.2f} s'
      .format(stop - start))

Out:

Sequential processing
Elapsed time for the entire processing: 8.01 s

costly_compute is expensive to compute and it is used as an intermediate step in data_processing_mean. Therefore, it is interesting to store the intermediate results from costly_compute using joblib.Memory.

from joblib import Memory

location = './cachedir'
memory = Memory(location, verbose=0)
costly_compute_cached = memory.cache(costly_compute)

Now, we define data_processing_mean_using_cache which benefits from the cache by calling costly_compute_cached

def data_processing_mean_using_cache(data, column):
    """Compute the mean of a column."""
    return costly_compute_cached(data, column).mean()

Then, we execute the same processing in parallel and caching the intermediate results.

from joblib import Parallel, delayed

start = time.time()
results = Parallel(n_jobs=2)(
    delayed(data_processing_mean_using_cache)(data, col)
    for col in range(data.shape[1]))
stop = time.time()

print('\nFirst round - caching the data')
print('Elapsed time for the entire processing: {:.2f} s'
      .format(stop - start))

Out:

First round - caching the data
Elapsed time for the entire processing: 4.40 s

By using 2 workers, the parallel processing gives a x2 speed-up compared to the sequential case. By executing again the same process, the intermediate results obtained by calling costly_compute_cached will be loaded from the cache instead of executing the function.

start = time.time()
results = Parallel(n_jobs=2)(
    delayed(data_processing_mean_using_cache)(data, col)
    for col in range(data.shape[1]))
stop = time.time()

print('\nSecond round - reloading from the cache')
print('Elapsed time for the entire processing: {:.2f} s'
      .format(stop - start))

Out:

Second round - reloading from the cache
Elapsed time for the entire processing: 0.37 s

Reuse intermediate checkpoints

Having cached the intermediate results of the costly_compute_cached function, they are reusable by calling the function. We define a new processing which will take the maximum of the array returned by costly_compute_cached instead of previously the mean.
def data_processing_max_using_cache(data, column):
    """Compute the max of a column."""
    return costly_compute_cached(data, column).max()


start = time.time()
results = Parallel(n_jobs=2)(
    delayed(data_processing_max_using_cache)(data, col)
    for col in range(data.shape[1]))
stop = time.time()

print('\nReusing intermediate checkpoints')
print('Elapsed time for the entire processing: {:.2f} s'
      .format(stop - start))

Out:

Reusing intermediate checkpoints
Elapsed time for the entire processing: 0.34 s

The processing time only corresponds to the execution of the max function. The internal call to costly_compute_cached is reloading the results from the cache.

Clean-up the cache folder

memory.clear(warn=False)

Total running time of the script: ( 0 minutes 13.162 seconds)

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