Why using this following simple model: with pm.Model() as linear_model: data_x = pm.Data('data_x', matrix_train) data_y = pm.Data('data_y', matrix_positive.flatten()) beta = pm.Normal('beta', mu=0, sd=20, shape=nfeatures) sigma = pm.HalfNormal('sigma', sd=20) mu = pm.Determ…

Looks like memory issue to me as well - sometimes pm.math.dot has weird memory issue - could you try doing tt.sum(data_x * beta[None, ...], axis=-1)

Sampling gets stuck with more than one core

perone May 30, 2020, 10:40am 6

It was the tt.mul indeed, so it seems to be related with memory issues. Thanks a lot @AlexAndorra and @junpenglao !

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Spline Regression in PyMC3

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