RayDistributor for using Ray to distribute the calculations in tsfresh

[TheaperDeng]

Ray is getting popular for building distributed applications and easy to fit into tsfresh by a RayDistributor.
I wonder if it's possible to have a RayDistributor upstream to tsfresh, I am willing to raise a PR and complete the test and doc.

An first version implementation is here https://github.com/TheaperDeng/ray_tsfresh

Distributed tsfresh on Ray

This repo involves a new RayDistributor for tsfresh to use ray to distribute the calculations.

RayDistributor is a subclass of IterableDistributorBaseClass in tsfresh which follows the developing instruction in https://tsfresh.readthedocs.io/en/latest/text/tsfresh_on_a_cluster.html.

Quick Start

Use RayDistributor the same way as MultiprocessingDistributor, ClusterDaskDistributor or LocalDaskDistributor.

from ray_tsfresh import RayDistributor

distributor = RayDistributor(n_workers=8)
# ...
extracted_features = extract_features(..., distributor=distributor)
# ...

[nils-braun]

Hi @TheaperDeng ! That is actually really really nice! I am very sorry I did never answer - I have just missed this post.
I like this - would you like to include this into tsfresh as a PR?

[TheaperDeng]

Sure I am happy to do that. I will prepare a PR later in a few days.

[TheaperDeng]

A PR is raised in #1030