Skip to content

Instantly share code, notes, and snippets.

Show Gist options
  • Star 0 You must be signed in to star a gist
  • Fork 0 You must be signed in to fork a gist
  • Save tdhopper/20a6ac9ff068cc1ab032db7a0634a424 to your computer and use it in GitHub Desktop.
Save tdhopper/20a6ac9ff068cc1ab032db7a0634a424 to your computer and use it in GitHub Desktop.
Metropolis-Hastings runs 450x faster. pymc 3.0.rc2 and Python 3.
Display the source blob
Display the rendered blob
Raw
Sorry, something went wrong. Reload?
Sorry, we cannot display this file.
Sorry, this file is invalid so it cannot be displayed.
@tdhopper
Copy link
Author

tdhopper commented Nov 8, 2016

For posterity, here's how you can speed up NUTS:
http://til.tdhopper.com/notes/speeding-up-pymc3-nuts-sampler

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment