I am working on a from_indexable for tf.data.Dataset https://github.com/tensorflow/tensorflow/issues/14448

The advantage for from_indexable is that it can be parallelized, while a python generator cannot be parallelized.

The function from_indexable makes a tf.data.range, wraps the indexable in a generalized tf.py_func and calls map.

For those that want now a from_indexable, here the lib code

import tensorflow as tf
import numpy as np

from tensorflow.python.framework import tensor_shape
from tensorflow.python.util import nest

def py_func_decorator(output_types=None, output_shapes=None, stateful=True, name=None):
    def decorator(func):
        def call(*args):
            nonlocal output_shapes

            flat_output_types = nest.flatten(output_types)
            flat_values = tf.py_func(
                func, 
                inp=args, 
                Tout=flat_output_types,
                stateful=stateful, name=name
            )
            if output_shapes is not None:
                # I am not sure if this is nessesary
                output_shapes = nest.map_structure_up_to(
                    output_types, tensor_shape.as_shape, output_shapes)
                flattened_shapes = nest.flatten_up_to(output_types, output_shapes)
                for ret_t, shape in zip(flat_values, flattened_shapes):
                    ret_t.set_shape(shape)
            return nest.pack_sequence_as(output_types, flat_values)
        return call
    return decorator

def from_indexable(iterator, output_types, output_shapes=None, num_parallel_calls=None, stateful=True, name=None):
    ds = tf.data.Dataset.range(len(iterator))
    @py_func_decorator(output_types, output_shapes, stateful=stateful, name=name)
    def index_to_entry(index):
        return iterator[index]    
    return ds.map(index_to_entry, num_parallel_calls=num_parallel_calls)

and here an example (Note: from_indexable has a num_parallel_calls argument)

class PyDataSet:
    def __len__(self):
        return 20

    def __getitem__(self, item):
        return np.random.normal(size=(item+1, 10))

ds = from_indexable(PyDataSet(), output_types=tf.float64, output_shapes=[None, 10])
it = ds.make_one_shot_iterator()
entry = it.get_next()
with tf.Session() as sess:
    print(sess.run(entry).shape)
    print(sess.run(entry).shape)

Update June 10, 2018:
Since https://github.com/tensorflow/tensorflow/pull/15121 is merged, the code for from_indexable simplifies to:

import tensorflow as tf

def py_func_decorator(output_types=None, output_shapes=None, stateful=True, name=None):
    def decorator(func):
        def call(*args, **kwargs):
            return tf.contrib.framework.py_func(
                func=func, 
                args=args, kwargs=kwargs, 
                output_types=output_types, output_shapes=output_shapes, 
                stateful=stateful, name=name
            )
        return call
    return decorator

def from_indexable(iterator, output_types, output_shapes=None, num_parallel_calls=None, stateful=True, name=None):
    ds = tf.data.Dataset.range(len(iterator))
    @py_func_decorator(output_types, output_shapes, stateful=stateful, name=name)
    def index_to_entry(index):
        return iterator[index]    
    return ds.map(index_to_entry, num_parallel_calls=num_parallel_calls)