Reintroduce the feature of n_jobs (multi-thread)

[keisuke-umezawa]

Motivation

The feature of n_jobs (multi-thread) was deprecated in this PR because it is impractical in most use cases and can be reproduced by writing a few lines of code if users want to reproduce the same thing. However, some people on Twitter and 3 people on the PR wanted to reintroduce the feature. Based on the above, it is necessary to consider whether to reintroduce n_jobs (multi-thread) or not.

Description

We would like to make a consensus whether to reintroduce n_jobs (multi-thread) or not. If reintroducing it, we will restore the n_jobs (multi-thread) argument. If not, we will consider appropriate alternatives and develop a plan for them. Also, we will decide that Optuna's data structures may continue to support multi-threading.

Consensus for the solution (Added on Dec 17, 2011)

From the following reasons, we decided that we will continue to support the feature of n_jobs.

• We observed that more people wish to reintroduce this feature than people who claimed for misusing the feature.
• Also, this feature can be useful for tasks not blocked by GIL.

TODOs

• Make a consensus for the solution in this issue
• If reintroducing it,
  • Remove deprecate decorator
  • Provide enough information to avoid misuse of the feature e.g.
    • API reference
    • FAQ
    • etc
• If not,
  • [ ] Create a plan to provide alternative solutions and documentation
  • [ ] Make a consensus for Optuna's data structures

Reference

• [RFC] Support easy-to-use Storage in Multi-process on the single server. #2950

[tsuga]

I'm wondering if process-based (by multiprocessing module) would be an option as well.
This is the code that is for Scikit-Learn integration, but it would great if n_jobs is supported again globally.

https://github.com/tsuga/optuna/blob/55d809f16baf824a758a7e242d7e78484d3541e3/optuna/integration/sklearn.py#L890-L906

[keisuke-umezawa]

@tsuga Thank you for the comment. We will investigate multiprocess treatment in this issue #2950.

[keisuke-umezawa]

Update the description.

[HideakiImamura]

@keisuke-umezawa What other documentation needs to be enhanced besides the API reference and FAQ? (The etc part in the issue description.)

[keisuke-umezawa]

@keisuke-umezawa What other documentation needs to be enhanced besides the API reference and FAQ? (The etc part in the issue description.)

Maybe, nothitng.

[HideakiImamura]

Let me close this issue since all tasks have done. Please feel free to reopen if you have any problems.