parallel-grid-search

Parallel Grid Search

Overview

Use joblib to parallelize expensive computations across multiple CPU cores, significantly speeding up grid search over hyperparameter combinations.

Installation

pip install joblib scikit-learn

Basic Pattern

from joblib import Parallel, delayed
import itertools

def evaluate_hyperparams(hp_combination, data, evaluation_func):
    """Evaluate a single hyperparameter combination."""
    result = evaluation_func(hp_combination, data)
    return {**hp_combination, **result}

# Define hyperparameter grid
param_grid = {
    'min_samples': [3, 4, 5, 6, 7, 8, 9],
    'epsilon': [4, 6, 8, 10, 12, 14, 16, 18, 20, 22, 24],
    'shape_weight': [0.9, 1.0, 1.1, 1.2, 1.3, 1.4, 1.5, 1.6, 1.7, 1.8, 1.9]
}

# Generate all combinations
combinations = [
    {k: v for k, v in zip(param_grid.keys(), vals)}
    for vals in itertools.product(*param_grid.values())
]

# Parallel evaluation
n_jobs = -1  # Use all available cores
results = Parallel(n_jobs=n_jobs, verbose=10)(
    delayed(evaluate_hyperparams)(combo, data, eval_func)
    for combo in combinations
)

Advanced: Batching and Progress

from tqdm import tqdm

def parallel_grid_search_batched(param_grid, data, evaluation_func, n_jobs=-1):
    """
    Perform parallel grid search with progress tracking.

    Args:
        param_grid: Dictionary of parameter names to lists of values
        data: Dataset to evaluate on
        evaluation_func: Function that takes (hyperparams_dict, data) -> results_dict
        n_jobs: Number of parallel jobs (-1 = all cores)

    Returns:
        List of result dictionaries
    """
    # Generate all combinations
    combinations = [
        {k: v for k, v in zip(param_grid.keys(), vals)}
        for vals in itertools.product(*param_grid.values())
    ]

    # Parallel evaluation with progress bar
    results = Parallel(n_jobs=n_jobs)(
        delayed(evaluation_func)(combo, data)
        for combo in tqdm(combinations, desc="Grid Search", total=len(combinations))
    )

    return results