When an out-of-memory error is raised in a parfor, is there any way to kill only one Matlab slave to free some memory instead of having the entire script terminate?
Here is what happens by default when an out-of-memory error occurs in a parfor: the script terminated, as shown in the screenshot below.

I wish there was a way to just kill one slave (i.e. removing a worker from parpool) or stop using it to release as much memory as possible from it:

If you get a out of memory in the master process there is no chance to fix this. For out of memory on the slave, this should do it:
The simple idea of the code: Restart the parfor again and again with the missing data until you get all results. If one iteration fails, a flag (file) is written which let's all iterations throw an error as soon as the first error occurred. This way we get "out of the loop" without wasting time producing other out of memory.
%Your intended iterator
iterator=1:10;
%flags which indicate what succeeded
succeeded=false(size(iterator));
%result array
result=nan(size(iterator));
FLAG='ANY_WORKER_CRASHED';
while ~all(succeeded)
fprintf('Another try\n')
%determine which iterations should be done
todo=iterator(~succeeded);
%initialize array for the remaining results
partresult=nan(size(todo));
%initialize flags which indicate which iterations succeeded (we can not
%throw erros, it throws aray results)
partsucceeded=false(size(todo));
%flag indicates that any worker crashed. Have to use file based
%solution, don't know a better one. #'
delete(FLAG);
try
parfor falseindex=1:sum(~succeeded)
realindex=todo(falseindex);
try
% The flag is used to let all other workers jump out of the
% loop as soon as one calculation has crashed.
if exist(FLAG,'file')
error('some other worker crashed');
end
% insert your code here
%dummy code which randomly trowsexpection
if rand<.5
error('hit out of memory')
end
partresult(falseindex)=realindex*2
% End of user code
partsucceeded(falseindex)=true;
fprintf('trying to run %d and succeeded\n',realindex)
catch ME
% catch errors within workers to preserve work
partresult(falseindex)=nan
partsucceeded(falseindex)=false;
fprintf('trying to run %d but it failed\n',realindex)
fclose(fopen(FLAG,'w'));
end
end
catch
%reduce poolsize by 1
newsize = matlabpool('size')-1;
matlabpool close
matlabpool(newsize)
end
%put the result of the current iteration into the full result
result(~succeeded)=partresult;
succeeded(~succeeded)=partsucceeded;
end
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