facebookresearch / beanmachine

A library that allows for inference on probabilistic models
https://beanmachine.org/
MIT License
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minibmg: (work in progress) precompute expression trees for NUTS performance #1793

Closed gafter closed 1 year ago

gafter commented 1 year ago

Summary: Precompute the expression trees needed to evaluate the graph for NUTS. Avoids all use of AD.

This brings our performance to within a factor of two of bmg.

Differential Revision: D40813973

facebook-github-bot commented 1 year ago

This pull request was exported from Phabricator. Differential Revision: D40813973