Nested Parallel in PyMC3

Hi Junpeng,

Thanks for the reply. In the case where I use core =1, it works well. But the entire process becomes very slow since there are many cores that are not used during sampling. I am wondering if there is a way to sample using multicores while my forward model is also using multiprocessing.

The multiprocessing in my forward model was implemented using Python Ray library. When I set pm.sample with core number larger than 2, the sampling stuck at the initial stage and not using any cores.

Thanks for your time again.

Hongwei