pymc-devs/pymc

Only sample using a single thread when sampling multiple chains in parallel

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#5,453 opened on Feb 9, 2022

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Description

My prior of what cores=4 does when calling pm.sample() is that pymc would use 4 of my cores. However, because of multi-threading this might not be the case. Furthermore, multi-threading is causing problems when running multiple chains in parallel: https://github.com/pymc-devs/pymc/issues/3140

I thus think we should set os.environ['OMP_NUM_THREADS'] = '1' if we're sampling on > 1 core.

Contributor guide

Research direction
Investigate how `pm.sample()` handles multi threading and check if setting `OMP NUM THREADS=1` resolves conflicts when sampling multiple chains in parallel. Look at the linked issue #3140 for context.
Tech stack
python
Domain
backend
Issue type
Bug
DifficultyEstimated implementation difficulty for a new contributor, from 1 for very small changes to 5 for expert-level work.
2
Estimated timeA rough time range for an experienced contributor to investigate, implement, test, and prepare a pull request.
1-3 hours
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Active
ClarityHow clearly the issue explains the expected change, acceptance criteria, and next step.
Clear
Prerequisites
Pythonpymc
Newbie friendlinessA 1-100 score estimating how approachable this issue is for first-time contributors.
70