parfeval

Execute function asynchronously on parallel pool worker

Description

example

F = parfeval(p,fcn,numout,in1,in2,...) requests asynchronous execution of the function fcn on a worker contained in the parallel pool p, expecting numout output arguments and supplying as input arguments in1,in2,.... The asynchronous evaluation of fcn does not block MATLAB. F is a parallel.FevalFuture object, from which the results can be obtained when the worker has completed evaluating fcn. The evaluation of fcn always proceeds unless you explicitly cancel execution by calling cancel(F). To request multiple function evaluations, you must call parfeval multiple times. (However, parfevalOnAll can run the same function on all workers.)

example

F = parfeval(fcn,numout,in1,in2,...) requests asynchronous execution on the current parallel pool. If no pool exists, it starts a new parallel pool, unless your parallel preferences disable automatic creation of pools.

Examples

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This example shows how to perform a parallel parameter sweep with parfeval and send results back during computations with a DataQueue object. parfeval does not block MATLAB, so you can continue working while computations take place.

The example performs a parameter sweep on the Lorenz system of ordinary differential equations, on the parameters σ and ρ, and shows the chaotic nature of this system.

ddtx=σ(y-z)ddty=x(ρ-z)-yddtz=xy-βx

Create Parameter Grid

Define the range of parameters that you want to explore in the parameter sweep.

gridSize = 40;
sigma = linspace(5, 45, gridSize);
rho = linspace(50, 100, gridSize);
beta = 8/3;

Create a 2-D grid of parameters by using the meshgrid function.

[rho,sigma] = meshgrid(rho,sigma);

Create a figure object, and set 'Visible' to true so that it opens in a new window, outside of the live script. To visualize the results of the parameter sweep, create a surface plot. Note that initializing the Z component of the surface with NaN creates an empty plot.

figure('Visible',true);
surface = surf(rho,sigma,NaN(size(sigma)));
xlabel('\rho','Interpreter','Tex')
ylabel('\sigma','Interpreter','Tex')

Set Up Parallel Environment

Create a pool of parallel workers by using the parpool function.

parpool;
Starting parallel pool (parpool) using the 'local' profile ...
Connected to the parallel pool (number of workers: 6).

To send data from the workers, create a DataQueue object. Set up a function that updates the surface plot each time a worker sends data by using the afterEach function. The updatePlot function is a supporting function defined at the end of the example.

Q = parallel.pool.DataQueue;
afterEach(Q,@(data) updatePlot(surface,data));

Perform Parallel Parameter Sweep

After you define the parameters, you can perform the parallel parameter sweep.

parfeval works more efficiently when you distribute the workload. To distribute the workload, group the parameters to explore into partitions. For this example, split into uniform partitions of size step by using the colon operator (:). The resulting array partitions contains the boundaries of the partitions. Note that you must add the end point of the last partition.

step = 100;
partitions = [1:step:numel(sigma), numel(sigma)+1]
partitions = 1×17

           1         101         201         301         401         501         601         701         801         901        1001        1101        1201        1301        1401        1501        1601

For best performance, try to split into partitions that are:

  • Large enough that the computation time is large compared to the overhead of scheduling the partition.

  • Small enough that there are enough partitions to keep all workers busy.

To represent function executions on parallel workers and hold their results, use future objects.

f(1:numel(partitions)-1) = parallel.FevalFuture;

Offload computations to parallel workers by using the parfeval function. parameterSweep is a helper function defined at the end of this script that solves the Lorenz system on a partition of the parameters to explore. It has one output argument, so you must specify 1 as the number of outputs in parfeval.

for ii = 1:numel(partitions)-1
    f(ii) = parfeval(@parameterSweep,1,partitions(ii),partitions(ii+1),sigma,rho,beta,Q);
end

parfeval does not block MATLAB, so you can continue working while computations take place. The workers compute in parallel and send intermediate results through the DataQueue as soon as they become available.

If you want to block MATLAB until parfeval completes, use the wait function on the future objects. Using the wait function is useful when subsequent code depends on the completion of parfeval.

wait(f);

After parfeval finishes the computations, wait finishes and you can execute more code. For example, plot the contour of the resulting surface. Use the fetchOutputs function to retrieve the results stored in the future objects.

results = reshape(fetchOutputs(f),gridSize,[]);
contourf(rho,sigma,results)
xlabel('\rho','Interpreter','Tex')
ylabel('\sigma','Interpreter','Tex')

If your parameter sweep needs more computational resources and you have access to a cluster, you can scale up your parfeval computations. For more information, see Scale up from Desktop to Cluster.

Define Helper Functions

Define a helper function that solves the Lorenz system on a partition of the parameters to explore. Send intermediate results to the MATLAB client by using the send function on the DataQueue object.

function results = parameterSweep(first,last,sigma,rho,beta,Q)
    results = zeros(last-first,1);
    for ii = first:last-1
        lorenzSystem = @(t,a) [sigma(ii)*(a(2) - a(1)); a(1)*(rho(ii) - a(3)) - a(2); a(1)*a(2) - beta*a(3)];
        [t,a] = ode45(lorenzSystem,[0 100],[1 1 1]);
        result = a(end,3);
        send(Q,[ii,result]);
        results(ii-first+1) = result;
    end
end

Define another helper function that updates the surface plot when new data arrives.

function updatePlot(surface,data)
    surface.ZData(data(1)) = data(2);
    drawnow('limitrate');
end

Use parfeval to request asynchronous execution of a function on a worker.

For example, submit a single request to the parallel pool. Retrieve the outputs by using fetchOutputs.

f = parfeval(@magic,1,10);
value = fetchOutputs(f);

You can also submit a vector of multiple future requests in a for-loop and collect the results as they become available. For efficiency, preallocate an array of future objects before.

f(1:10) = parallel.FevalFuture;
for idx = 1:10
f(idx) = parfeval(@magic,1,idx);
end

Retrieve the individual future outputs as they become available by using fetchNext.

magicResults = cell(1,10);
for idx = 1:10
[completedIdx,value] = fetchNext(f);
magicResults{completedIdx} = value;
fprintf('Got result with index: %d.\n', completedIdx);
end

You can perform asynchronous computations on workers using parfeval and leave the user interface responsive. Use afterEach to update the user interface when intermediate computations are ready. Use afterAll to update the user interface when all the computations are ready.

Create a simple user interface using a waitbar.

h = waitbar(0, 'Waiting...');

Use parfeval to carry out time-consuming computations in the workers, for example, eigenvalues of random matrices. The computations happen asynchronously and the user interface updates during computation. With default preferences, parfeval creates a parpool automatically if there is not one already created.

for idx = 1:100
  f(idx) = parfeval(@(n) real(eig(randn(n))), 1, 5e2); 
end

Compute the largest value in each of the computations when they become ready using afterEach. Update the proportion of finished futures in the waitbar when each of them completes using afterEach.

maxFuture = afterEach(f, @max, 1);
updateWaitbarFuture = afterEach(f, @(~) waitbar(sum(strcmp('finished', {f.State}))/numel(f), h), 1);

Close the waitbar when all the computations are done. Use afterAll on updateWaitbarFuture to continue automatically with a close operation. afterAll obtains the figure handle from updateWaitbarFuture and executes its function on it.

closeWaitbarFuture = afterAll(updateWaitbarFuture, @(h) delete(h), 0);

Show a histogram after all the maximum values are computed. Use afterAll on maxFuture to continue the operation automatically. afterAll obtains the maximum values from maxFuture and calls histogram on them.

showsHistogramFuture = afterAll(maxFuture, @histogram, 0);

Input Arguments

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Parallel pool of workers, specified as a parallel.Pool object. You can create a parallel pool by using the parpool function.

Data Types: parallel.Pool

Function to execute on a worker, specified as a function handle.

Example: fcn = @sum

Data Types: function_handle

Number of output arguments that are expected from fcn.

Data Types: single | double | int8 | int16 | int32 | int64 | uint8 | uint16 | uint32 | uint64

Function arguments to pass to fcn, specified as a comma-separated list of variables or expressions.

Output Arguments

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Future object, returned as a parallel.FevalFuture, that represents the execution of fcn on a parallel worker and holds its results. Use fetchOutputs or fetchNext to collect the results.

Introduced in R2013b