Does partial fit runs in parallel in sklearn.decomposition.IncrementalPCA?

冷暖自知 提交于 2019-12-06 15:46:12

I was looking for a workaround to this problem in another post of mine and I figured out this is not because of scikit-learn implementation fault but rather due to BLAS library (specifically OpenBLAS) used by numpy library, which is used in sklearn's IncrementalPCA function. OpenBLAS is set to use all available threads by default. Detailed information can be found here.

TL:DR Solved the issue by setting BLAS environmental variables before importing numpy or any library that imports numpy with the code below. Detailed information can be found here.

import os
os.environ["OMP_NUM_THREADS"] = 1 # export OMP_NUM_THREADS=1
os.environ["OPENBLAS_NUM_THREADS"] = 1 # export OPENBLAS_NUM_THREADS=1
os.environ["MKL_NUM_THREADS"] = 1 # export MKL_NUM_THREADS=1
os.environ["VECLIB_MAXIMUM_THREADS"] = 1 # export VECLIB_MAXIMUM_THREADS=1
os.environ["NUMEXPR_NUM_THREADS"] = 1 # export NUMEXPR_NUM_THREADS=1
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