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list - how to parallelize big for loops in python

I just got to Python, and I am still in the steep phase of the learning curve. Thank you for any comments ahead.

I have a big for loop to run (big in the sense of many iterations), for example:

for i in range(10000)
    for j in range(10000)
        f((i,j))

I though that it would be a common question of how to parallelize it, and after hours of search on google I arrived at the solution using "multiprocessing" module, as the following:

pool=Pool()
x=pool.map(f,[(i,j) for i in range(10000) for j in range(10000)])

This works when the loop is small. However, it is really slow if the loop is large, Or sometimes a memory error occurs if the loops are too big. It seems that python would generate the list of arguments first, and then feed the list to the function "f", even using xrange. Is that correct?

So this parallelization does not work for me because I do not really need to store all arguments in a list. Is there a better way to do this? I appreciate any suggestions or references. Thank you.

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It seems that python would generate the list of arguments first, and then feed the list to the function "f", even using xrange. Is that correct?

Yes, because you're using a list comprehension, which explicitly asks it to generate that list.

(Note that xrange isn't really relevant here, because you only have two ranges at a time, each 10K long; compared to the 100M of the argument list, that's nothing.)

If you want it to generate the values on the fly as needed, instead of all 100M at once, you want to use a generator expression instead of a list comprehension. Which is almost always just a matter of turning the brackets into parentheses:

x=pool.map(f,((i,j) for i in range(10000) for j in range(10000)))

However, as you can see from the source, map will ultimately just make a list if you give it a generator, so in this case, that won't solve anything. (The docs don't explicitly say this, but it's hard to see how it could pick a good chunksize to chop the iterable into if it didn't have a length…).

And, even if that weren't true, you'd still just run into the same problem again with the results, because pool.map returns a list.

To solve both problems, you can use pool.imap instead. It consumes the iterable lazily, and returns a lazy iterator of results.

One thing to note is that imap does not guess at the best chunksize if you don't pass one, but just defaults to 1, so you may need a bit of thought or trial&error to optimize it.

Also, imap will still queue up some results as they come in, so it can feed them back to you in the same order as the arguments. In pathological cases, it could end up queuing up (poolsize-1)/poolsize of your results, although in practice this is incredibly rare. If you want to solve this, use imap_unordered. If you need to know the ordering, just pass the indexes back and forth with the args and results:

args = ((i, j) for i in range(10000) for j in range(10000))
def indexed_f(index, (i, j)):
    return index, f(i, j)
results = pool.imap_unordered(indexed_f, enumerate(args))

However, I notice that in your original code, you're not doing anything at all with the results of f(i, j). In that case, why even bother gathering up the results at all? In that case, you can just go back to the loop:

for i in range(10000):
    for j in range(10000):
        map.apply_async(f, (i,j))

However, imap_unordered may still be worth using, because it provides a very easy way to block until all of the tasks are done, while still leaving the pool itself running for later use:

def consume(iterator):
    deque(iterator, max_len=0)
x=pool.imap_unordered(f,((i,j) for i in range(10000) for j in range(10000)))
consume(x)

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