This is a MWE of some code I'm writing to do some monte carlo exercises. I need to estimate models across draws and I'm parallelizing across models. In the MWE a "model" is just parametrized by a number of draws and a seed. I define the functions below. import time import pandas as pd import numpy as np import multiprocessing as mp def linreg(df): y = df[['y']].values x = np.hstack([np.ones((df.shape[0], 1)), df[['treat']].values]) xx_inv = np.linalg.inv(x.T @ x) beta_hat = xx_inv @ (x.T @ y) return pd.Series(beta_hat.flat, index=['intercept', 'coef']) def shuffle_treat(df): df['treat'] = df['treat'].sample(frac=1, replace=False).values return df def run_analysis(draws, seed, sleep=0): N = 5000 df = pd.DataFrame({'treat':np.random.choice([0,1], size=N, replace=True)}) df['u'] = np.random.normal(size=N) df['y'] = df.eval('10 + 5*treat + u') np.random.seed(seed) time.sleep(sleep) est = [linreg(shuffle_treat(df)) for k in range(draws)] est = pd.concat(est, axis=0, sort=False, keys=range(draws), names=['k', 'param']) return est I then test them and show that running in serial takes a similar amount of time as running in parallel. I can confirm they are running in parallel because if I force some sleep time there is a clear gain from parallelization. I know the problem is coming from this list comprehension: [linreg(shuffle_treat(df)) for k in range(draws)], but I don't understand why I don't achieve gains from parallelization across models. I've tried to parallelize across draws instead, but the results were even worse. param_list = [dict(draws=500, seed=1029), dict(draws=500, seed=1029)] param_list_sleep = [dict(draws=500, seed=1029, sleep=5), dict(draws=500, seed=1029, sleep=5)] def run_analysis_wrapper(params): run_analysis(**params) start = time.time() for params in param_list: run_analysis_wrapper(params) end = time.time() print(f'double run 1 process: {(end - start):.2f} sec') start = time.time() with mp.Pool(processes=2) as pool: pool.map(run_analysis_wrapper, param_list) end = time.time() print(f'double run 2 processes: {(end - start):.2f} sec') start = time.time() for params in param_list_sleep: run_analysis_wrapper(params) end = time.time() print(f'double run 1 process w/ sleep: {(end - start):.2f} sec') start = time.time() with mp.Pool(processes=2) as pool: pool.map(run_analysis_wrapper, param_list_sleep) end = time.time() print(f'double run 2 processes w/ sleep: {(end - start):.2f} sec') Output: double run 1 process: 2.52 sec double run 2 processes: 2.94 sec double run 1 process w/ sleep: 12.30 sec double run 2 processes w/ sleep: 7.71 sec For reference machine is Linux-based EC2 instance with nproc --a showing 48 CPUs. I'm running within a conda environment with Python 3.9.16. Continue reading...