The sampling used by default Metropolis use a simple metropolis hasting sampling. I have done zero effort to optimize the code nor or CPU/GPU. As it is a central part of the code it would be great to see if we can improve its performance.
We should try to optimize it on a single CPU/GPU and we will use Horovod (or similar) to distribute over multiple GPUs.
The sampling used by default
Metropolis
use a simple metropolis hasting sampling. I have done zero effort to optimize the code nor or CPU/GPU. As it is a central part of the code it would be great to see if we can improve its performance.We should try to optimize it on a single CPU/GPU and we will use Horovod (or similar) to distribute over multiple GPUs.