Merge pull request #225 from THUzyt21/master

Joblib support in parallel function

sko/tools.py

@@ -80,7 +80,7 @@ def func_transformed(X):
  set_run_mode(func, 'vectorization')
 
  mode = getattr(func, 'mode', 'others')
- valid_mode = ('common', 'multithreading', 'multiprocessing', 'vectorization', 'cached', 'others')
+ valid_mode = ('common', 'multithreading', 'multiprocessing', 'vectorization', 'cached', 'joblib', 'others')
  assert mode in valid_mode, 'valid mode should be in ' + str(valid_mode)
  if mode == 'vectorization':
  return func
@@ -116,7 +116,16 @@ def func_transformed(X):
  return np.array(pool.map(func, X))
 
  return func_transformed
-
+
+ elif mode == "joblib":
+ from joblib import Parallel, delayed
+ def func_transformed(X):
+ res = Parallel(n_jobs=-1, batch_size='auto')(
+ delayed(func)(x) for x in X
+ )
+ return np.array(res)
+ return func_transformed
+
  else: # common
  def func_transformed(X):
  return np.array([func(x) for x in X])