scipy.optimize.differential_evolution cannot be run in parallel if the objective function has namedtuple arguments

Question

To make my modeling code neater I've been using namedtuples to manage model parameters. I would like to use SciPy's parallelized implementation of differential evolution to fit my model to data, but I can only get it to work in series.

The documentation for differential_evolution stipulates that the objective function must be "pickleable" for parallel optimization. Using namedtuples in the objective function arguments seems to violate this requirement. Is there a workaround that doesn't involve completely rewriting how my modeling code handles parameters?

A simplified example is below.

code:

from collections import namedtuple
from scipy.optimize import differential_evolution

def rosenbrock(x, par):
    """Rosenbrock function for testing optimization algorithms"""
    return (par.a - x[0])**2 + par.b*(x[1] - x[0]**2)**2

if __name__ == '__main__':
    # Define a namedtuple generator object for creating model parameter namedtuples.
    parameters_nt = namedtuple('parameters', 'a b')

    # Create a model parameter namedtuple with a=2 and b=3 (global minimum at [2, 4]).
    par01 = parameters_nt(2, 3)

    # Define optimization bounds.
    bounds = [(0, 10), (0, 10)]

    # Attempt to optimize in series.
    series_result = differential_evolution(rosenbrock, bounds, args=(par01,))
    print(series_result.x)

    # Attempt to optimize in parallel.
    parallel_result = differential_evolution(rosenbrock, bounds, args=(par01,),
                                             updating='deferred', workers=-1)
    print(parallel_result.x)

program output:

[2. 4.]
Traceback (most recent call last):
  File "parallel_test.py", line 23, in <module>
    parallel_result = differential_evolution(rosenbrock, bounds, args=(par01,), updating='deferred', workers=-1)
  File "/home/jack/miniconda3/lib/python3.7/site-packages/scipy/optimize/_differentialevolution.py", line 276, in differential_evolution
    ret = solver.solve()
  File "/home/jack/miniconda3/lib/python3.7/site-packages/scipy/optimize/_differentialevolution.py", line 688, in solve
    self.population)
  File "/home/jack/miniconda3/lib/python3.7/site-packages/scipy/optimize/_differentialevolution.py", line 789, in _calculate_population_energies
    parameters_pop[0:nfevs]))
  File "/home/jack/miniconda3/lib/python3.7/site-packages/scipy/_lib/_util.py", line 412, in __call__
    return self._mapfunc(func, iterable)
  File "/home/jack/miniconda3/lib/python3.7/multiprocessing/pool.py", line 268, in map
    return self._map_async(func, iterable, mapstar, chunksize).get()
  File "/home/jack/miniconda3/lib/python3.7/multiprocessing/pool.py", line 657, in get
    raise self._value
  File "/home/jack/miniconda3/lib/python3.7/multiprocessing/pool.py", line 431, in _handle_tasks
    put(task)
  File "/home/jack/miniconda3/lib/python3.7/multiprocessing/connection.py", line 206, in send
    self._send_bytes(_ForkingPickler.dumps(obj))
  File "/home/jack/miniconda3/lib/python3.7/multiprocessing/reduction.py", line 51, in dumps
    cls(buf, protocol).dump(obj)
_pickle.PicklingError: Can't pickle <class '__main__.parameters'>: attribute lookup parameters on __main__ failed

Answer 1

I modified my code so that the objective function takes arguments as a dictionary and then converts that dictionary to a namedtuple.

code

from collections import namedtuple
from scipy.optimize import differential_evolution

def rosenbrock(x, par):
    """Rosenbrock function for testing optimization algorithms"""

    # Convert parameter dictionary to namedtuple.
    par = convert_par_type(par)

    return (par.a - x[0])**2 + par.b*(x[1] - x[0]**2)**2

def convert_par_type(par):
    """converts a parameter namedtuple to a dictionary and vice versa"""
    if type(par)==parameters_nt:
        par = dict(par._asdict())
    elif type(par)==dict:
        par = parameters_nt(**par)
    else:
        raise TypeError
    return par

if __name__ == '__main__':
    # Define a namedtuple factory object for generating model parameter namedtuples.
    parameters_nt = namedtuple('parameters', 'a b')

    # Create a model parameter namedtuple with a=2 and b=3 (global minimum at [2, 4]).
    par01 = parameters_nt(2, 3)

    # Convert model parameter namedtuple to dictionary.
    par02 = convert_par_type(par01)

    # Define optimization bounds.
    bounds = [(0, 10), (0, 10)]

    # Attempt to optimize in series.
    series_result = differential_evolution(rosenbrock, bounds, args=(par02,))
    print(series_result.x)

    # Attempt to optimize in parallel.
    parallel_result = differential_evolution(rosenbrock, bounds, args=(par02,),
                                             updating='deferred', workers=-1)
    print(parallel_result.x)

output

[2. 4.]
[2. 4.]