Unpin scipy & use threadpoolctl in minimize_with_timeout #2712
+20
−15
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Scipy>=1.15 was leading to significant slowdowns in CI due to issues with OpenBLAS configuration (see scipy/scipy#22438). Thanks to suggestions by SciPy maintainers, we've found a solution that resolves the slowdown without modifying and global configurations for OpenBLAS.
This PR wraps
minimize
calls inminimize_with_timeout
in awith threadpool_limits(limits=1, user_api="blas")
context, which makes OpenBLAS operate single-threaded within the context. Since PyTorch relies on OpenMP & MKL rather than OpenBLAS, this does not affect the evaluations of the acquisition functions or the MLL.Test Plan:
Compare runtimes in the following tutorial workflows
Baseline - with scipy 1.14.1, without
threadpool_limits
: https://github.com/pytorch/botorch/actions/runs/13044166839/job/36391816602With scipy 1.14.1, with
threadpool_limits
: https://github.com/pytorch/botorch/actions/runs/13044167834/job/36391818438With scipy 1.15.1, with
threadpool_limits
: https://github.com/pytorch/botorch/actions/runs/13044245918/job/36392026548