I’m a PyMC newbie and currently using it for performing A/B testing. It’s been great so far, but now I have a usecase in which I have to perform lots of inferences, for example, compute A/B testing results for every day for the last quarter. Due to this,
pm.sample() ends up getting called in a for loop which initializes the NUTS sampler in every loop and this seems to take the most amount of time (ranges from ~3 seconds to upto 30 seconds depending on server hardware configuration).
Is there a way to initialize the sampler once and reuse it so that I can save this time? Do I have to “reset” the sampler somehow after performing initialization? I’m not very familiar with the mechanics of how samplers work both at a mathematical and pymc level so I’m unsure how to proceed.
Thanks for the help!