I’m working on a complex hierarchical nested logit model that has a fair amount of parameters. Numpyro appears to be the fastest sampler on CPU for my model. The problem is, with larger number of draws or chains, after hours of sampling, the process always dies during the transforming variables step…

Out of Memory during Transforming Variables Step using Numpyro. Increasing postprocessing_chunks doesn't seems to help. What should I do?

ricardoV94 October 6, 2023, 2:34pm 2

Update pymc, we fixed that recently

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