add parallel simulator (#569)

Author: arrjon

bayesflow/simulators/sequential_simulator.py

@@ -70,3 +70,112 @@ def sample(self, batch_shape: Shape, **kwargs) -> dict[str, np.ndarray]:
             }
 
         return data
+
+    def _single_sample(self, batch_shape_ext, **kwargs) -> dict[str, np.ndarray]:
+        """
+        For single sample used by parallel sampling.
+
+        Parameters
+        ----------
+        **kwargs
+            Keyword arguments passed to simulators.
+
+        Returns
+        -------
+        dict
+            Single sample result.
+        """
+        return self.sample(batch_shape=(1, *tuple(batch_shape_ext)), **kwargs)
+
+    def sample_parallel(
+        self, batch_shape: Shape, n_jobs: int = -1, verbose: int = 0, **kwargs
+    ) -> dict[str, np.ndarray]:
+        """
+        Sample in parallel from the sequential simulator.
+
+        Parameters
+        ----------
+        batch_shape : Shape
+            The shape of the batch to sample. Typically, a tuple indicating the number of samples,
+            but it also accepts an int.
+        n_jobs : int, optional
+            Number of parallel jobs. -1 uses all available cores. Default is -1.
+        verbose : int, optional
+            Verbosity level for joblib. Default is 0 (no output).
+        **kwargs
+            Additional keyword arguments passed to each simulator. These may include previously
+            sampled outputs used as inputs for subsequent simulators.
+
+        Returns
+        -------
+        data : dict of str to np.ndarray
+            A dictionary containing the combined outputs from all simulators. Keys are output names
+            and values are sampled arrays. If `expand_outputs` is True, 1D arrays are expanded to
+            have shape (..., 1).
+        """
+        try:
+            from joblib import Parallel, delayed
+        except ImportError as e:
+            raise ImportError(
+                "joblib is required for parallel sampling. Please install it via 'pip install joblib'."
+            ) from e
+
+        # normalize batch shape to a tuple
+        if isinstance(batch_shape, int):
+            bs = (batch_shape,)
+        else:
+            bs = tuple(batch_shape)
+        if len(bs) == 0:
+            raise ValueError("batch_shape must be a positive integer or a nonempty tuple")
+
+        results = Parallel(n_jobs=n_jobs, verbose=verbose)(
+            delayed(self._single_sample)(batch_shape_ext=bs[1:], **kwargs) for _ in range(bs[0])
+        )
+        return self._combine_results(results)
+
+    @staticmethod
+    def _combine_results(results: list[dict]) -> dict[str, np.ndarray]:
+        """
+        Combine a list of single-sample results into arrays.
+
+        Parameters
+        ----------
+        results : list of dict
+            List of dictionaries from individual samples.
+
+        Returns
+        -------
+        dict
+            Combined results with arrays.
+        """
+        if not results:
+            return {}
+
+        # union of all keys across results
+        all_keys = set()
+        for r in results:
+            all_keys.update(r.keys())
+
+        combined_data: dict[str, np.ndarray] = {}
+
+        for key in all_keys:
+            values = []
+            for result in results:
+                if key in result:
+                    value = result[key]
+                    if isinstance(value, np.ndarray) and value.shape[:1] == (1,):
+                        values.append(value[0])
+                    else:
+                        values.append(value)
+                else:
+                    values.append(None)
+
+            try:
+                if all(isinstance(v, np.ndarray) for v in values):
+                    combined_data[key] = np.stack(values, axis=0)
+                else:
+                    combined_data[key] = np.array(values, dtype=object)
+            except ValueError:
+                combined_data[key] = np.array(values, dtype=object)
+
+        return combined_data