On 12/26/2014 12:57 AM, Mathieu Blondel wrote:


On Thu, Dec 25, 2014 at 4:59 AM, Andy <t3k...@gmail.com <mailto:t3k...@gmail.com>> wrote:

    I recently read about the approximation and I think it would be a
    great addition.
    Do you think it makes sense to include it via an ``algorithm``
    paramter to tSNE?
    I totally agree with what Kyle  said about demonstrating speedups
    and approximation accuracy (if possible).

    I haven't used Cython.parallel before. Does it degrade gracefully
    if OpenMP is not available?
    If so, we should really be using it much more.


Programs that use prange / parallel compile fine on all compilers as long as the OpenMP compiler and linker flags are not specified in setup.py. If they are specified, then compilers without OpenMP support will raise an error. This is problematic as the default compiler on OS X (clang) doesn't support OpenMP. We can either try to detect OpenMP support (http://stackoverflow.com/questions/16549893/programatically-testing-for-openmp-support-from-a-python-setup-script) or add a build option to setup.py (http://stackoverflow.com/questions/2709278/setup-py-adding-options-aka-setup-py-enable-feature).

I'm currently playing myself with OpenMP in lightning for parallel gradient computation but this is a work in progress.

That is great to hear, I think we should investigate this.
I'm not sure how that would interact with the threading interface in joblib that ogrisel added, though. If we had continuous integration for OS X, that might be easier to test. Also, I don't know much about our current appveyor setup to test it on windows.

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