Hi,

in the past weeks I have been using pymc3 to fit some simple linear models on version 3.1 of pymc3 (theano 0.8).

Recently, I upgraded pymc3 to version 3.4.1 using pip. Along with it Theano was automatically upgraded from version 0.8 to version 1.0.1.

In both cases I use the GPU.

I noticed a great slow down of sampling speed from 332.31it/s to 6.08it/s.

Do you have any suggestion on how to fix this problem?

Thank you in advance

Before the upgrade:

Auto-assigning NUTS sampler…

Initializing NUTS using advi…

Average ELBO = 1,733.3: 79%|███████▉ | 39698/50000 [00:05<00:01, 7567.23it/s]Median ELBO converged.

Finished [100%]: Average ELBO = 1,887.9

100%|██████████| 5000/5000 [00:15<00:00, 332.31it/s]

After the upgrade:

Auto-assigning NUTS sampler…

Initializing NUTS using jitter+adapt_diag…

Sequential sampling (1 chains in 1 job)

NUTS: [a, sigma_a_log__, sd_y_log__, b, sigma_b_log__, mu_b, theta, gamma]

66%|██████▋ | 3987/6000 [10:55<05:30, 6.08it/s]