Increase I/O bound tensorflow training speed
Some ideas: 

You should use a combination of 1,2 and 3. If you save your files as TFRecords, you can read them in parallel, that's what they are designed for. Then, you will be able to use num_parallel_calls and interleave, because that way you don't have to wrap a py_func. 
.map doesn't have to wrap a .py_func, you could for example use tf.keras.utils.get_file. That way you also avoid using py_func and use num_parallel_calls efficiently. I still recommend using TFRecords, they are designed for this use case. 
Another option is to use an SSD to store your data instead of a Hard Disk. 
You can also look into the .cache function of the tf.Dataset API. Maybe you can try loading a random subset of the data, training multiple eopchs on that, and then in the mean time fetch another subset of the data (using tf.prefetch), and then train multiple epochs on that, and so on. This idea is more of a long shot as it might affect performance, but it just might work in your case.
I am facing a problem of improving the training speed / efficiency of a Tensorflow implementation of point cloud object detection algorithm.
The input data is a [8000, 100, 9] float32 tensor, with a size roughly 27MB per sample. On a batch size of 5, data loading becomes a bottleneck in training as most of the time GPU utlization rate is 0% until data arrives.
I have tried the following methods to increase data loading speed.

Use num_parallel_calls in tf.Dataset .map API, and use multiple threads for reading this big tensor. The problem is .map wraps a py_fun which is subject to Global Interpreter Lock and thus multi-threading does not improve I/O efficiency.
Use tf.Dataset .interleave API. Since it's also multi-threading based, it has the same problem as 2.
Use TFRecord format. This is even slower than method 1 and 2. Possibility is TFRecord will convert tensor to numpy, then serialize numpy to bytes, then wrap this bytes to tensorflow structure and write to disk. Numpy to Tensor takes a long time for my data as measured by tf.convert_to_tensor().

Any suggestions how to move forward would be helpful. Thanks!
Follow up on comments

Am I using slow disks? Data is stored on a mounted disk. Could be a reason. 
Can the data be fit into GPU memory? Unfortunately no. There are ~70,000 samples. I tried cache a small dataset into RAM and GPU utlization rate is 30%~40%, which is probably the highest expectation for this particular network.