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 …

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
New machine does not use more than 1 core for linear algebra, unresponsive to changing env variables Questions	4	580	February 12, 2021
Problem with multiprocessing in PyMC3 Questions	5	3474	August 20, 2018
Optimization suggestion for Hierarchical Model using NUTS on CPU/GPU Questions gpu , theano	7	1278	June 4, 2018
Super slow sampling Questions	0	641	August 8, 2018
Using Multiple GPU's Questions gpu , theano	0	585	August 28, 2018

NUTS uses all cores

Related Topics