Number of cores in variational inference interface

Hi,

I am able to control the number of cores with:

os.environ['MKL_NUM_THREADS'] = '4'
os.environ['OMP_NUM_THREADS'] = '4'
os.environ['GOTO_NUM_THREADS'] = '4'

Nevertheless, I am experiencing some strange behaviors. I have a machine with 56 cores and my model takes 52h to run with all cores used. With 8 cores it takes ~22h, with 4 cores ~18h. I was expecting to see a reduction of the wall time with more cores used. This seems strange. Any recommendation?

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