As Scala provides a great suite to deal with concurrency (Akka, parallel collections, futures and so on) it also leaves me a bit puzzled. Is there some kind of guide line when to use what? Some kind of best practices?
First of all, concurrency != parallelism. The latter can be employed for problems which you reason about essentially in a sequential manner, but which can be efficiently partitioned into chunks which can be independently processed (before being put together again in the end). For example, mapping and filtering a collection, that would be a scenario for parallel collections.
Some others have reasoned about actors versus futures. In short, actors are more OO in the sense that each actor can encapsulate its own internal state, they are more like black boxes. Also actor concurrency is nondeterministic, whereas dataflow and futures are deterministic. Actors are a natural choice when you want to distribute tasks across multiple computers. Actors can accept multiple types of messages, whereas futures allow function composition over one specific type. (This is simplified, as Akka now has typed channels, which I guess makes it more composable). Actors would be suitable for services which wait for requests, whereas futures can be thought of as lazy answers.
If you have multiple concurrent threads, software transactional memory (STM) is also a useful abstraction. STM doesn't manage threadpools or concurrent tasks by itself, but when combined with them, it handles mutable state in a safe manner.
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