Skip to content

Avoid recompiling NumPyro models where possible #79

@null-a

Description

@null-a

If we do something like:

model = define_model(...)
fit1 = model.run_algo('nuts', ...)
fit2 = model.run_algo('nuts', ...)

... then each call to run_algo will invoke NumPyro's model compilation. It ought to be possible to avoid this (in cases where the data shape doesn't change between calls) by caching the MCMC instance and reusing it on subsequent calls.

Metadata

Metadata

Assignees

No one assigned

    Labels

    No labels
    No labels

    Type

    No type

    Projects

    No projects

    Relationships

    None yet

    Development

    No branches or pull requests

    Issue actions