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This PR addresses issue #19
I used this test code to demonstrate the issue and benchmark the solution:
On master, commit b9e8845, by only changing n_jobs I observe the following using a computer with 40 cpu. Note that the timing includes knn computation which is affected by n_jobs, but for these settings knn takes only a couple seconds for n_jobs=1.
After the PR changes I observe
Conclusions:
Multiprocessing is now working properly and there is a significant speedup from increasing n_jobs (including both knn computation, and estimator computation). The computed LID values are unchanged.
The ESS estimator code apparently uses more than one cpu even when n_jobs=1 , although it is not doing so efficiently. I have not tried to isolate which step is trying to use multiple cpus.