Hi everyone, I have been experiencing some extremely slow sampling on a hierarchical logistic regression I’ve coded up, and I would really appreciate input from the experts! Either how I’m going wrong and how to speed it up, or perhaps an explanation as to why slow sampling would be expected. I’m …

@cocodimama your sampling speeds may not be unusual at all given the number of data points (60K) and the number of levels (You have 1x27x86 = .2,322). On an average you have ~ 26 data points for every level. How many 1’s in the data relative to the 0’s? It is very likely that the distribution across…

Slow sampling in hierarchical logistic regression

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sree_datta February 22, 2022, 6:17pm 4

@cocodimama good to see both of the confirmations about the impact of data set size on speed and the improved efficiency with mini-batch ADVI.

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Slow sampling in hierarchical logistic regression

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