dask / dask/distributed

Retry collection of tasks on failed worker

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Description

There are a few situations where we have a set of tasks that need to run together. If any of them fails or if a worker holding intermediate data fails then we'll need to retry the entire set of tasks. This comes up in a few situations:

1. Distributed XGBoost
2. Distributed deep learning
3. Shuffling

These are especially tricky because there is out-of-band communication and state that Dask's normal mechanisms may not be able to track. What options do we have to make these systems robust?

cc @gjoseph92 @jcrist

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