While developing GP models with numpyro to sample via the GPU I’ve noticed somewhat strange memory behavior. After pymc.sampling.jax.sample_numpyro_nuts finishes running (very fast) it enters a ‘Transforming RVs’ phase witch triggers a massive memory spike. I’m not sufficiently familiar with the in…

Pymc, numpyro GPs and Transform RVs memory behaviour

ricardoV94 December 14, 2022, 5:56am 3

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