I am running pymc3 on a machine with a large number of cores (>32) and when sampling using NUTS all of the cores are being utilized. I have set the following environment variables: MKL_NUM_THREADS=8 OMP_NUM_THREADS=8 but I still observe the behavior in NUTS though Metropolis is well behaved. Are …

There are three reasons why NUTS and HMC would use several cores: Some theano ops use BLAS, which will usually be multithreaded. There are several implementations of BLAS, and which one we use depends on which one numpy uses (you can check with np.__config__.show()). If you are using MKL, you can …

Some of the theano_ops will use all the cores, for example in the GP module. I think @bwengals knows a bit more on this.

It is strange because I was alright using NUTS on some of the problems I was working on yesterday but now something seems to have changed. If there is a way to limit NUTS to only use a specific number of cores that would be very helpful.

The reason it worked before was user error. I was editing a jupyter notebook and some variables were stored that I didn’t recognize.

Do you use MvNormal distribution in your model?

Yeah from Multidimensional gaussian process - #4 by bwengals The matrix operations used by Theano here are multithreaded, so running multiple chains simultaneously bogs things down. I am not sure how to limit it to single thread per chain tho.

Okay, it isn’t an issue at the moment but it would be helpful if that was something we could set in the future.

Hey, I found the same issue for HMC and NUTS. It is really troublesome since i am working on a shared machine where i am not allowed to occupy all CPUs. Is there a way to limit the cores that a sampler can use? Metropolis works well by setting cores=1.

So cores is not a correct argument name…

FYI, by setting MKL_NUM_THREADS =1 and turning of the Theano config.openmp, the sampler seems to work actually faster. Maybe this has sth to do with the overhead induced by inter-processes communication.

NUTS uses all cores

Questions

junpenglao May 20, 2020, 5:44am 14

This is a known windows issue NUT sampler stuck under windows with njobs>1 and unfortunately we dont yet have a good solution for.

Topic		Replies	Views
NUT sampler stuck under windows with njobs>1 Questions	13	4408	April 27, 2020
NUTS and parallelized black box likelihood Questions	3	1178	October 23, 2019
Pm.sample gets stuck after init with cores > 1 Questions	17	4093	January 4, 2021
NUTS sampling doesn't work Questions	9	3160	December 21, 2020
NUTS sampler uses all cores as kernel threads Questions	1	348	June 11, 2021

NUTS uses all cores

Related topics