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More Parallelization Efforts #145

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antoinecarme opened this issue Jul 26, 2020 · 1 comment
Closed

More Parallelization Efforts #145

antoinecarme opened this issue Jul 26, 2020 · 1 comment

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@antoinecarme
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antoinecarme commented Jul 26, 2020

Following #115 , we can go further in parallelizing PyAF computations. One can :

  1. Use more CPUs in training (improves cross validation training time)
  2. Allow using multiple signals in the same engine (multiple signals sharing the same CPUs)
  3. Use more CPUs in forecasting
  4. Use one engine to train all nodes of a hierarchy (point 2).
@antoinecarme
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impact of the APIs :

One can now use a list iSignals as an argument for Engine.Train, while keeping a strict backward compatibility (a single iSignal is still supported).

@antoinecarme antoinecarme self-assigned this Jul 26, 2020
antoinecarme pushed a commit that referenced this issue Jul 28, 2020
Allow using multiple signals in the same engine (multiple signals sharing the same CPUs)
Added some tests
antoinecarme pushed a commit that referenced this issue Jul 28, 2020
Use one engine to train all nodes of a hierarchy (point 2).
antoinecarme pushed a commit that referenced this issue Jul 28, 2020
Allow using multiple signals in the same engine (multiple signals sharing the same CPUs)
Allow custom settings for each signal
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