I am trying to repeat Bayesian neural network (i.e: a simple binary classification problem that’s not linearly separable) from the PyMC3 tutorial case “Variational Inference: Bayesian Neural Networks”. However, it is much slower than that showed in the case (speed up to 3139.84it/s). The code and data used were the same with the case.
Actual result：
PC: CPU—— Core（TM） I7-4720HQ ; RAM——16G.
I would like to find out how to speed it up ? Thank you for help~
How did you install PyMC3?
Did you see any warning when you import pymc3 and/or theano? My guess is that your BLAS library is not set up properly
I installed by “pip install pymc3” in Anaconda.
When import theano, it shows:
Maybe your guess is right. But how to set up the library properly? 
python version: 3.6.3 OS: windows7
The most painless way is to install Anaconda and use conda to configure your environment and instead related package.
Otherwise, you can check http://deeplearning.net/software/theano/troubleshooting.html#test-blas
