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More robust gRPC connections, using
tenacity
where possible (#521)
Sometimes, we face outages/random disconnections during training. This fixes it in places where I encountered it last night. I tried to integrate `tenacity` as suggested by @robinholzi, but it's not always possible since the retry logic involves keeping track of already done work, which I don't want to put into class state Part 6/n of porting over SIGMOD changes.
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