Nested Parallel in PyMC3

[junpenglao]

You can take a look of the following to see if there is something useful:

PYMC3 Multiprocessing issue on a kubernetes cloud

The source of the other threads will not be multiprocessing I think, but either openmp through theano if you have big datasets somewhere, or blas if you are using eg matrix-vector products. You can configure the theano parallelization using as described here: http://deeplearning.net/software/theano/library/config.html For BLAS it depends a bit on which implementation you are using (one of MKL, openblas, blis probably). On an intel cpu usually MKL is the goto implementation, you should get tha…