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TuringLang / TuringGLM.jl

Bayesian Generalized Linear models using `@formula` syntax.
https://turinglang.org/TuringGLM.jl/dev
MIT License
71 stars 7 forks source link

Switch to `SimpleVarInfo` for better computational efficiency #43

Open yebai opened 2 years ago

yebai commented 2 years ago

SimpleVarInfo in DynamicPPL provides significant speedup over the current implementation. We should consider switching to use it once https://github.com/TuringLang/DynamicPPL.jl/pull/360 is merged.

storopoli commented 2 years ago

Does that change how we would write the model inside the @model block?

yebai commented 2 years ago

It should just work once the SimpleVarInfo integration with Turing is complete. But it is perhaps a good idea to test it on GLM models when it becomes available.

storopoli commented 2 years ago

@yebai has this been already merged into Turing.jl?

yebai commented 2 years ago

We are very close now - only one final PR standing. Hopefully, it will get reviewed and merged this week or next.

storopoli commented 2 years ago

Ok I subscribed to it and once it is merged and a new Turing version is tagged I will run tests.