Parallelize Sampling of LDT (#744)

* LPT tutorial render fix attempt

* lpt tutorial changes

* parallelize ldt

* parallelize ldt

* functioning parallelization

* remove print

* remove comments

* format fix

* add parallel test

* change seeds array

* add random_state param

* change workers to n_jobs

* change back to workers

* add missing imports

* remove unused warnings import

* allow for none in type checking

* update description for workers

* black

* try only generating N seeds

Co-authored-by: Benjamin Pedigo <benjamindpedigo@gmail.com>

graspologic/inference/latent_distribution_test.py

@@ -1,19 +1,20 @@
 # Copyright (c) Microsoft Corporation and contributors.
 # Licensed under the MIT License.
 
-import warnings
 from collections import namedtuple
 
 import numpy as np
 from hyppo.ksample import KSample
 from scipy import stats
 from sklearn.metrics.pairwise import PAIRED_DISTANCES, PAIRWISE_KERNEL_FUNCTIONS
-from sklearn.utils import check_array
+from sklearn.utils import check_array, check_random_state
+from joblib import Parallel, delayed
 
 from ..align import SeedlessProcrustes, SignFlips
 from ..embed import AdjacencySpectralEmbed, select_dimension
 from ..utils import fit_plug_in_variance_estimator, import_graph
 
+
 _VALID_DISTANCES = list(PAIRED_DISTANCES.keys())
 _VALID_KERNELS = list(PAIRWISE_KERNEL_FUNCTIONS.keys())
 _VALID_KERNELS.append("gaussian")  # can use hyppo's medial gaussian kernel too
@@ -31,7 +32,8 @@ def latent_distribution_test(
     metric="euclidean",
     n_components=None,
     n_bootstraps=500,
-    workers=1,
+    random_state=None,
+    workers=None,
     size_correction=True,
     pooled=False,
     align_type="sign_flips",
@@ -101,9 +103,23 @@ def latent_distribution_test(
         Number of bootstrap iterations for the backend hypothesis test.
         See :class:`hyppo.ksample.KSample` for more information.
 
-    workers : int (default=1)
+    random_state : {None, int, `~np.random.RandomState`, `~np.random.Generator`}
+        This parameter defines the object to use for drawing random
+        variates.
+        If `random_state` is ``None`` the `~np.random.RandomState` singleton is
+        used.
+        If `random_state` is an int, a new ``RandomState`` instance is used,
+        seeded with `random_state`.
+        If `random_state` is already a ``RandomState`` or ``Generator``
+        instance, then that object is used.
+        Default is None.
+
+    workers : int or None (default=None)
         Number of workers to use. If more than 1, parallelizes the code.
-        Supply -1 to use all cores available to the Process.
+        Supply -1 to use all cores available. None is a marker for
+        'unset' that will be interpreted as ``workers=1`` (sequential execution) unless
+        the call is performed under a Joblib parallel_backend context manager that sets
+        another value for ``workers``. See :class:joblib.Parallel for more details.
 
     size_correction : bool (default=True)
         Ignored when the two graphs have the same number of vertices. The test
@@ -262,8 +278,8 @@ def latent_distribution_test(
         raise ValueError(msg.format(n_bootstraps))
 
     # check workers argument
-    if not isinstance(workers, int):
-        msg = "workers must be an int, not {}".format(type(workers))
+    if workers is not None and not isinstance(workers, (int, np.integer)):
+        msg = "workers must be an int or None, not {}".format(type(workers))
         raise TypeError(msg)
 
     # check size_correction argument
@@ -360,7 +376,9 @@ def latent_distribution_test(
         Q = np.identity(X1_hat.shape[0])
 
     if size_correction:
-        X1_hat, X2_hat = _sample_modified_ase(X1_hat, X2_hat, pooled=pooled)
+        X1_hat, X2_hat = _sample_modified_ase(
+            X1_hat, X2_hat, workers=workers, random_state=random_state, pooled=pooled
+        )
 
     test_obj = KSample(test, compute_distkern=metric)
 
@@ -402,7 +420,7 @@ def _embed(A1, A2, n_components):
     return X1_hat, X2_hat
 
 
-def _sample_modified_ase(X, Y, pooled=False):
+def _sample_modified_ase(X, Y, workers, random_state, pooled=False):
     N, M = len(X), len(Y)
 
     # return if graphs are same order, else ensure X the larger graph.
@@ -422,12 +440,20 @@ def _sample_modified_ase(X, Y, pooled=False):
     else:
         get_sigma = fit_plug_in_variance_estimator(X)
     X_sigmas = get_sigma(X) * (N - M) / (N * M)
-
     # increase the variance of X by sampling from the asy dist
     X_sampled = np.zeros(X.shape)
-    # TODO may be parallelized, but requires keeping track of random state
-    for i in range(N):
-        X_sampled[i, :] = X[i, :] + stats.multivariate_normal.rvs(cov=X_sigmas[i])
+    rng = check_random_state(random_state)
+    X_sampled = np.asarray(
+        Parallel(n_jobs=workers)(
+            delayed(add_variance)(X[i, :], X_sigmas[i], r)
+            for i, r in zip(range(N), rng.randint(np.iinfo(np.int32).max, size=N))
+        )
+    )
 
     # return the embeddings in the appropriate order
     return (Y, X_sampled) if reverse_order else (X_sampled, Y)
+
+
+def add_variance(X_orig, X_sigma, seed):
+    np.random.seed(seed)
+    return X_orig + stats.multivariate_normal.rvs(cov=X_sigma)

tests/test_latentdistributiontest.py

@@ -68,6 +68,7 @@ def test_bad_kwargs(self):
         # check workers argument
         with pytest.raises(TypeError):
             latent_distribution_test(A1, A2, workers=0.5)
+            latent_distribution_test(A1, A2, workers="oops")
         # check size_correction argument
         with pytest.raises(TypeError):
             latent_distribution_test(A1, A2, size_correction=0)
@@ -207,11 +208,19 @@ def test_SBM_dcorr(self):
         A1 = sbm(2 * [b_size], B1)
         A2 = sbm(2 * [b_size], B1)
         A3 = sbm(2 * [b_size], B2)
+
+        # non-parallel test
         ldt_null = latent_distribution_test(A1, A2)
         ldt_alt = latent_distribution_test(A1, A3)
         self.assertTrue(ldt_null[0] > 0.05)
         self.assertTrue(ldt_alt[0] <= 0.05)
 
+        # parallel test
+        ldt_null = latent_distribution_test(A1, A2, workers=-1)
+        ldt_alt = latent_distribution_test(A1, A3, workers=-1)
+        self.assertTrue(ldt_null[0] > 0.05)
+        self.assertTrue(ldt_alt[0] <= 0.05)
+
     def test_different_sizes_null(self):
         np.random.seed(314)