Parallelize matlab code

Question

In my Matlab script, I run an algorithm with a for loop in which, at each iteration, I need to do a gradient descent. All the gradient descent are independent. Here is the structure of my script :

for i=1:p

x=gradient_descent(x_init,grad_g,opts(i));

end

where opts(i) is a structure which contains variables necessary to the gradient descent. In this case, $p=145$. My script runs in $8$ seconds on my machine (without using any parallel trick). I have the impression that my script can be parallelized since each gradient descent in independent. When I un matlabpool on my computer, I can use up to 4 labs. Simultaneously, each lab could run a gradient descent and, instead of doing one gradient descent at a time, I would be able to do 4. But I do not know how I could parallelize my script. From what I have found on Internet, I could use the batch function, right ?

if you have the parallel toolbox you can use parfor instead of for. Maybe have a look here: mathworks.de/de/help/distcomp/getting-started-with-parfor.html — zinjaai
– zinjaai, Commented Sep 3, 2014 at 12:25
@jibounet Post a minimal example in which switching from for to parfor would cause Matlab to show the error that you get. (In your example, we are missing the definition of opts) — Jonathan H
– Jonathan H, Commented Sep 3, 2014 at 12:58
Did you check with setting only one core (maxNumCompThreads) for you system? If your performance drops by a factor of 4-ish, then it is already paralellized. — marsei
– marsei, Commented Sep 3, 2014 at 13:01

Thomas Ibbotson · Accepted Answer · 2014-09-03 13:07:03Z

4

I think this should work:

parfor i=1:p
    x{i}=gradient_descent(x_init,grad_g,opts(i));
end

answered Sep 3, 2014 at 13:07

Thomas Ibbotson

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1 Comment

pitchounet Over a year ago

I adapted your answer to my script and I eventually got the parfor loop to work ! Everything works fine. Thanks !!

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