Hi! I’m using the PYMC SMC for a modeling task where each iteration is quite expensive. The documentation recommends 2000 draws, but I’m wondering: can I split this into 8 chains with 250 draws each to speed things up? Or would that change the behavior of SMC in a way that I should avoid?
Thanks!
SMC uses the pool of draws to inform the resampling stage so it can hurt to lower it too much. I don’t think there’s anything special about the 2k though, but @aloctavodia may know better.
As Ricardo already said, there is nothing special about the 2k you can try with lower numbers, especially during early stages of the modeling process. But you may want to increase it later. It is difficult to know a prior how to get a good balance between accuracy and speed.