Pyfixest Grid Sharding

pyfixest Grid Sharding

Problem

A regression grid (e.g. 2 measures x 3 FE structures x pooled+per-domain x 3 label variants ~ 70 models) on a 327k-row panel with high-cardinality director FE ran ~55 s/model sequentially — ~65 min wall — on an RTX 5080 machine with demeaner_backend="cupy64" on every call. The GPU was NOT the bottleneck.

Context / Trigger Conditions

• Measured signature (verified 2026-07-21, H5 seat-loss rerun): job process at

~1.4 cores CPU (37.7 CPU-min in 27 wall-min), nvidia-smi 0% utilization with ~4 GB resident (cupy context loaded, idle), one pyfixest singleton warning per completed model ticking by in the log.

• Any orchestration prompt that asks a worker to "rerun every headline cell

under variants A/B/C" without specifying execution structure.

Solution

1. Diagnose before blaming the GPU: check process CPU-minutes vs wall-clock

(~1 core => serial CPU-bound) and GPU utilization (near 0% => demeaning is not the constraint). The cupy64 kwarg is still correct; it just cannot fix a CPU-dominated pipeline.

1. Shard the GRID, not the data: split the model list across N OS processes

(--shard i --nshards N over the model index, one output part-file each, merge step at the end), N ~ cores-4. Models are independent — this is the Execution Style process-sharding pattern applied to regressions.

1. Amortize fixed costs inside a shard: build the panel/interactions ONCE per

variant and reuse; where specs share RHS/FE, use pyfixest multiple- estimation syntax (multiple depvars / sw()/csw() stepwise) so one model matrix serves several reported cells.

1. Orchestrator rule: put the sharding mandate IN the worker prompt for any

grid larger than ~10 models. Workers default to sequential loops otherwise.

1. Mid-flight call: if a sequential grid is already >1/3 done with no

per-model checkpoint, let it finish — restart+shard usually nets slower. Grids launched fresh should checkpoint per model (append-only part file) so this trade-off never binds again.

Verification

Sharded reruns of the same grid should show near-linear speedup up to memory/RAM limits; per-model results must be byte-identical to the sequential run (same seeds not needed — feols is deterministic).

Measured GPU-saturation verdict (2026-07-21 escalation experiment)

A controlled escalation loop (same 327k-row seat-loss grid, N concurrent OS shard processes, nvidia-smi sampled every 2 s, RTX 5080) settled the question empirically: mean GPU utilization was 0.7% at N=4, 0.6% at N=8, and ~1% at N=12 (peaks 2-5%), with total VRAM flat around 4 GB. GPU saturation is UNATTAINABLE for pyfixest cupy64 grids — the demeaning kernel is a brief burst inside a CPU-bound per-model pipeline — so the correct objective is CPU-core saturation via process shards, with cupy64 kept on per project rules. Two further measured costs: (1) kill-and-escalate restarting loses in-flight fits (throughput FELL from 1.29 to 0.64 fits/min when escalating 4->8 mid-run) — pick N once from cores and RAM, do not escalate live; (2) each shard holds the panel in RAM (~1.2 GB for a 327k-row panel; scale linearly), so cap N by free RAM before cores. Evidence: .claude-local\specialist-directors-us\ classifier_aug_2026-07-21\stageB_v2\h5_seatloss_gpu\attempts.json.

Notes

• VRAM: N concurrent cupy64 processes each hold a context (~4 GB observed on

a 327k x 40k-FE problem); on a 16 GB card cap GPU-sharing shards at ~3 or run overflow shards with the numba default (flag them per project rules).

• See also: [pyfixest-cupy64-absorbed-regressors] (numerical differences of

the cupy backend — unrelated to speed), and the global CLAUDE.md Execution Style section (process-level parallelism; GIL makes threads useless here).

Source & license

This open-source skill is cataloged on AgentStack and links to its original source — we do not rehost the code.

• Author: kennethkhoocy
• Source: kennethkhoocy/applied-micro-skills
• License: MIT

Install and usage instructions live in the source repository linked above.