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I added support for parallel sampling in SequentialSimulator using joblib. This allows simulations to be executed across multiple cores without introducing joblib as a hard global dependency (it is only imported locally inside the parallel method).
Do we want to support parallel execution natively in BayesFlow?
For the SIR model in our examples, 32.000 simulations are done in 1.8s in parallel using 10 cores or 4.6s sequentially. For very fast simulators, using parallelization will be slower than sequential simulations. However, if simulations are performed on a computing cluster, it might be nice for users to have parallelization already ready to use for more expensive simulators.
Thanks! I would be up for merging this PR with joblib as a non-core dependency for now (as is) and perhaps add it as a core dependency when we parallelize all sims. What do you think @paul-buerkner?
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I added support for parallel sampling in
SequentialSimulatorusingjoblib. This allows simulations to be executed across multiple cores without introducingjoblibas a hard global dependency (it is only imported locally inside the parallel method).Do we want to support parallel execution natively in BayesFlow?