Changes to how the parameter object is scattered in dask

[jdebacker]

This PR makes some changes to how the parameter object is scattered and referenced by dask futures calls in SS.py and TPI.py. In particular:

• dask futures are used rather than delayed objects
• Function definitions are not done in a delayed object since they are called with each future
• The Specifications object, p, is scattered outside of the TPI loop since it's not changed in the while loop (so only need to define once)

[codecov-commenter]

Codecov Report

❌ Patch coverage is 53.57143% with 13 lines in your changes missing coverage. Please review.
✅ Project coverage is 72.61%. Comparing base (d476a06) to head (0273913).
⚠️ Report is 272 commits behind head on master.

Files with missing lines	Patch %	Lines
ogcore/TPI.py	0.00%	13 Missing ⚠️

Additional details and impacted files

@@            Coverage Diff             @@
##           master    #1048      +/-   ##
==========================================
- Coverage   72.67%   72.61%   -0.06%     
==========================================
  Files          20       20              
  Lines        5068     5076       +8     
==========================================
+ Hits         3683     3686       +3     
- Misses       1385     1390       +5     

Flag	Coverage Δ
unittests	72.61% <53.57%> (-0.06%)	⬇️

Flags with carried forward coverage won't be shown. Click here to find out more.

Files with missing lines	Coverage Δ
ogcore/SS.py	72.64% <100.00%> (+0.18%)	⬆️
ogcore/__init__.py	100.00% <100.00%> (ø)
ogcore/TPI.py	36.73% <0.00%> (-0.46%)	⬇️

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[Copilot]

Pull Request Overview

This PR refactors the parallel computation approach in the OG-Core economic modeling library by migrating from dask delayed objects to dask futures for better performance and resource management.

• Replaces delayed objects with client.submit() futures for parallel execution
• Optimizes parameter scattering by moving the Specifications object outside the TPI iteration loop
• Implements proper serial fallback logic when no dask client is available

Reviewed Changes

Copilot reviewed 2 out of 2 changed files in this pull request and generated 1 comment.

File	Description
ogcore/TPI.py	Refactors TPI loop to use futures instead of delayed objects and moves parameter scattering outside the loop
ogcore/SS.py	Updates steady-state solver to use futures pattern with proper serial fallback implementation

---

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[Copilot]

The function solve_for_j is now defined inside inner_loop but is called in both parallel and serial execution paths. Consider moving this function definition outside of inner_loop to improve code organization and avoid redefining the same function multiple times during execution.

[rickecon]

@jdebacker. We definitely want to update the version with this PR. Please make the changes in CHANGELOG.md, setup.py, and ogcore/__init__.py: 0.14.6 -> 0.14.7.

[rickecon]

@jdebacker. I am just running these changes in the run_ogcore_example.py script. Then can merge. Great update.

[jdebacker]

@rickecon I've updated the files for a new release. I think this PR is ready.

[rickecon]

@jdebacker. Performance stats from my local run of run_ogcore_example.py. All looks great. Merging now.

Baseline steady-state (2 min)

• No Dask warning about distributing data size.

GE loop errors = [2.3224477896377493e-14, 2.1350976542322542e-14, 1.2365664048274994e-12, np.float64(0.0), 2.3292479056635784e-13, np.float64(1.2382456171522449e-14), np.float64(-3.965577866082981e-15), np.float64(1.4054729602364091e-14), np.float64(2.8971790244636253e-13), np.float64(1.206153232846674e-14), np.float64(7.042977312465837e-16), np.float64(5.2046041087994155e-15), 2.0962398483703737e-14, 5.954958748333183e-14]
Iteration: 1  Distance: 1.395507834151389e-11
SS debt = 0.6252962397934748, 0.00794992146845252
IO: (1, 1), C: (1,)
Foreign debt holdings = 0.25011849591738994
Foreign capital holdings = 0.05620836283593522
resource constraint: [-1.15879528e-14]
Checking constraints on capital, labor, and consumption.
	There were no violations of the constraints on labor  supply.
	There were no violations of the constraints on  consumption.
Maximum error in labor FOC = 1.0658141036401503e-13
Maximum error in savings FOC = 1.176836406102666e-13
JUST SAVED SS output to  /Users/richardevans/Docs/Economics/OSE/OG/OG-Core/run_examples/OG-Core-Example/OUTPUT_BASELINE/SS/SS_vars.pkl

Baseline transition path equilibrium (23 min, 2.9 sec)

• No Dask warning about distributing data size.

Maximum debt ratio:  1.623089202706317
w diff: 7.562077934952782e-07, -3.7450276324513254e-07
r diff: 5.8892526050291494e-08, -1.2326341539831143e-07
r_p diff: 8.935178777425001e-10, -1.3025323768178776e-07
p_m diff: 0.0, 0.0
BQ diff: 1.2743259007047536e-07, -1.727531616195488e-08
TR diff: 5.555568013959622e-08, -3.6277384272975777e-07
Iteration: 21
	Distance: 7.501911761051849e-06
Max absolute value resource constraint error: 8.459743881805704e-07
Checking time path for violations of constraints.
Max Euler error, savings: 3.4737768217496523e-12
Max Euler error labor supply: 1.3353762540191383e-12
Time path iteration complete.
It took 1382.93496966362 seconds to get that part done.
run time =  1382.936401128769
making dir:  /Users/richardevans/Docs/Economics/OSE/OG/OG-Core/run_examples/OG-Core-Example/OUTPUT_REFORM/SS
making dir:  /Users/richardevans/Docs/Economics/OSE/OG/OG-Core/run_examples/OG-Core-Example/OUTPUT_REFORM/TPI

Reform steady-state (1 min)

• No Dask warning about distributing data size.

GE loop errors = [4.85722573273506e-17, 4.85722573273506e-17, -4.440892098500626e-16, np.float64(0.0), -3.3306690738754696e-16, np.float64(-1.0408340855860843e-17), np.float64(-6.938893903907228e-18), np.float64(-2.0816681711721685e-17), np.float64(-1.5612511283791264e-17), np.float64(-1.734723475976807e-17), np.float64(-2.0816681711721685e-17), np.float64(-3.469446951953614e-18), -2.7755575615628914e-17]
Iteration: 1  Distance: 8.460555395304066e-16
SS debt = 0.6228816990786425, 0.007919223364348076
IO: (1, 1), C: (1,)
Foreign debt holdings = 0.24915267963145704
Foreign capital holdings = 0.05260193167620883
resource constraint: [-2.3349378e-14]
Checking constraints on capital, labor, and consumption.
	There were no violations of the constraints on labor  supply.
	There were no violations of the constraints on  consumption.
Maximum error in labor FOC = 1.0702549957386509e-13
Maximum error in savings FOC = 9.303668946358812e-14
JUST SAVED SS output to  /Users/richardevans/Docs/Economics/OSE/OG/OG-Core/run_examples/OG-Core-Example/OUTPUT_REFORM/SS/SS_vars.pkl

Reform transition path equilibrium (26 min, 6.8 sec)

• No Dask warning about distributing data size.

Maximum debt ratio:  1.4790841176512344
w diff: 7.448194998538327e-07, -4.7274221026682994e-07
r diff: 7.45354062151038e-08, -1.2010352863633944e-07
r_p diff: 1.715385472556008e-10, -1.2534476614284307e-07
p_m diff: 0.0, 0.0
BQ diff: 1.196840882580763e-07, -1.6932682098472207e-08
TR diff: 6.15183639862682e-08, -3.318398965890257e-07
Iteration: 21
	Distance: 6.942822334127482e-06
Max absolute value resource constraint error: 8.089560778780369e-07
Checking time path for violations of constraints.
Max Euler error, savings: 4.681366405634435e-12
Max Euler error labor supply: 1.1830536550405668e-12
Time path iteration complete.
It took 1566.823054075241 seconds to get that part done.
run time =  1566.8246309757233
total time was  2956.845354795456
Percentage changes in aggregates: Year                    Variable  2021  2022  2023  ...  2029  2030  2021-2030    SS
0                    GDP ($Y_t$) -0.17 -0.14 -0.22  ... -0.10 -0.07      -0.16 -0.39
1            Consumption ($C_t$) -0.08  1.05  0.13  ... -0.43 -0.44      -0.12 -0.72
2          Capital Stock ($K_t$) -0.37 -0.41 -0.66  ... -0.60 -0.54      -0.62 -1.51
3                  Labor ($L_t$) -0.05  0.00  0.02  ...  0.17  0.18       0.08  0.22
4     Real interest rate ($r_t$) -3.05 -2.94 -2.64  ... -2.61 -2.65      -2.64 -1.40
5            Wage rate ($w_{t}$) -0.11 -0.14 -0.24  ... -0.27 -0.25      -0.25 -0.61

[6 rows x 13 columns]