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Enable JIT compilation for Pyro inference methods?

Open null-a opened this issue 5 years ago • 1 comments

null-a avatar Oct 02 '19 13:10 null-a

I think we should do this by default. I have found NUTS on many models to be 2-4 times faster with JIT, but due to some complexity that has been added to PyTorch's JIT lately, compilation can take a significant time for certain models, so it might be worth having an no-jit override option.

neerajprad avatar Oct 04 '19 18:10 neerajprad