Parfor meets progressbar

A very ressource efficient Matlab class for progress monitoring during a parfor loop displaying the remaining time and optional progress of each worker. It supports distributed worker pools (i.e. doesn't only work on local pools).

Matlabs download page: ParforProgressbar

Usage:

% 'numIterations' is an integer with the total number of iterations in the loop. 
% Feel free to increase this even higher and see other progress monitors fail.
numIterations = 100000;

% Then construct a ParforProgressbar object:
ppm = ParforProgressbar(numIterations);

parfor i = 1:numIterations
   % do some parallel computation
   pause(100/numIterations);
   % increment counter to track progress
   ppm.increment();
end

% Delete the progress handle when the parfor loop is done (otherwise the timer that keeps updating the progress might not stop).
delete(ppm);

Optional parameters

ppm = ParforProgressbar(numIterations) constructs a ParforProgressbar object.
'numIterations' is an integer with the total number of
iterations in the parfor loop.

ppm = ParforProgressbar(___, 'showWorkerProgress', true) will display
the progress of all workers (default: false).

ppm = ParforProgressbar(___, 'progressBarUpdatePeriod', 1.5) will
update the progressbar every 1.5 second (default: 1.0 seconds).

ppm = ParforProgressbar(___, 'title', 'my fancy title') will
show 'my fancy title' on the progressbar.

ppm = ParforProgressbar(___, 'parpool', 'local') will
start the parallel pool (parpool) using the 'local' profile.

ppm = ParforProgressbar(___, 'parpool', {profilename, poolsize, Name, Value}) 
will start the parallel pool (parpool) using the profilename profile with
poolsize workers and any Name Value pair supported by function parpool.

Get temporary user data from a previous loop cycle

Let's say you have a list of files that need to be processed at specific lines. So you open each file and process the specific line

file_line = {{'fileA.txt',3},{'fileA.txt',5},{'fileB.txt',2}}; % probably much bigger
sz = length(file_line);
result = cell(sz, 1);
ppm = ParforProgressbar(sz);
parfor i = 1 : sz
    filename = file_line{i}{1};
    data = my_open_file_slow(filename);
    result{i} = my_process_line_fast(data, file_line{i}{2});
end
delete(ppm)

However, 'fileA' does appear several times and my_open_file_slow is very expensive in contrast to my_process_line_fast. But maybe this worker has already opened this exact file the loop cycle before. But filename and data are not accessable in the next loop cycle! ParforProgressbar provides a simple technique to save some temporary user data that might speed up your parfor loop significantly:

file_line = {{'fileA.txt',3},{'fileA.txt',5},{'fileB.txt',2}}; % probably much bigger
sz = length(file_line);
result = cell(sz, 1);
ppm = ParforProgressbar(sz);
parfor i = 1 : sz
    filename = file_line{i}{1};
    userData = ppm.getUserData();
    if(isempty(userData) || ~strcmp(userData{1}, filename))
        data = my_open_file_slow(filename);
        ppm.setUserData({filename, data});
    else
        data = userData{2};
    end
    result{i} = my_process_line_fast(data, file_line{i}{2});
end
delete(ppm)

How the worker progress is estimated

Matlab's parfor loop schedules each worker on demand. I.e. if a worker finishes one loop cycle, another loop iteration is assigned to this worker. Because each loop cycle can vary in complexity, some workers can iterate much more cycles than others in the same time. ParforProgressbar doesn't get informed about this assignments and estimates the worker progress by evenly dividing the total iterations by the number of workers. This might lead to estimated individual worker progress higher than 100%.

Benefits

1. It's the first parfor progress monitor that also displays the remaining time.
2. It's the first parfor progress monitor that also displays each workers progress. See how the worker progress is estimated for details.
3. It scales from very small number of iterations to arbitrarily high number of iterations with a very small footprint.

Drawbacks

1. It does slow down the computation. How much? It depends on how often you update the progressbar (on default every 1.0 seconds - but this is a parameter you can adjust). Updating the progressbar on my computer takes 40ms on average. i.e. one of the x workers updates the progressbar (by default every second) and spends an additional 40ms every second = 4%. But you have x-1 workers that don't get delayed at all (calling increment has a neglegible effect even for millions of iterations).
2. If matlab breaks because you have a bug in your loop the ParforProgressbar object will not be destroyed and the timer updating the progress will continue. To stop the timer simply delete the ParforProgressbar object manually:

delete(ppm)

If the ppm object isn't reachable anymore, you can delete all timer objects:

delete(timerfindall)

Difference to 60135-parfor-progress-monitor-progress-bar-v3:

1. Using progressbar with it's nice drawing of the remaining time.
2. Complete matlab implementation, no Java.
3. Each increment, Dylan's java based implementation connects via tcp to the server and closes the connection immediately without sending any data. The server increments the counter just based on an established connection. This is quite fast but for very short loop cycles (like the above) it results in way too many connections. The original ParforProgMonv3 solves this by letting the user choose a stepSize manually. However, this is combersome and non-intuitive. This update calculates the stepsize automatically and thus maintains a very fast execution time even for very short loop cycles.
4. Instead of tcp socket we use a udp socket which is established on construction and not opened/closed at each loop cycle.
5. To track each worker progress, each worker sends its own progress to the server via udp.
6. Small interface changes: I don't really care about the window title of the progress bar. This is now an optional parameter and now also properly monitored by matlab's input parser.

Credits

Parfor Progress monitor

Parfor Progress monitor v2

Parfor Progress monitor v3

progressbar