If I want to fit an ADVI model with a large number of iterations is it possible to reduce the total fit time by fitting on two cores in parallel? I assume the answer is no but want to check. Something like this: with pm.Model() as model: pm.Beta('beta', alpha=1, beta=1) advi = pm.ADVI( *…

Can ADVI fitting be parallelized

sammosummo March 4, 2020, 5:28pm 2

I believe massive parallelization is one of the goals of PyMC4.

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