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Slow Compilation in Automodelling Mode #3

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lumip opened this issue Jun 26, 2020 · 0 comments
Open

Slow Compilation in Automodelling Mode #3

lumip opened this issue Jun 26, 2020 · 0 comments
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enhancement New feature or request

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@lumip
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lumip commented Jun 26, 2020

Since every feature distribution is compiled individually, there is a lot of unneccessary computation if many features are modelled using the same computation. This could be "vectorized" by bundling features modelled by the same distribution (as each numpyro.Distribution would only need to be traced+compiled once instead of for each feature)
@lumip lumip added the enhancement New feature or request label Jun 26, 2020
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