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discuss optimization, with examples

Open tpapp opened this issue 7 years ago • 0 comments

The documentation should have a section on making models run fast, in particular

  1. paying attention to effective sample size, and model transformations
  2. using a different AD framework (reverse mode if that can be made to work, especially for larger problems),
  3. profiling and benchmarking a calls to logdensity(LogDensityProblems.Value, ...), fixing all problems, then logdensity(LogDensityProblems.ValueGradient, ...). Mention ProfileView package.

tpapp avatar Nov 15 '18 10:11 tpapp