Hello, I am currently implementing a hierarchical linear model (with correlated slopes and intercepts) that includes various random effects. I am using a single predictor. The dataset is huge, nearly 300k samples. When I try to sample (4 chains, 1000 samples, 1000 tuning iterations), the sampler ta…

It sounds like the dataset size is the simplest explanation. You might try sampling with sample_numpyro_nuts, particularly if you can get your hands on a GPU (e.g. on Colab). I get significant speed gains for my larger models. Another solution is to use ADVI, for which your milage may vary in terms …

Really long sampling time

Questions v3

ricardoV94 April 22, 2022, 11:40am 4

@fagiolino We no longer support sample_numpyro_nuts in PyMC3 V3.xx, but only in the upcoming PyMC V4 major release. You can install the beta version to try with sample_numpyro_nuts

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Really long sampling time

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