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At this moment Approximation.sample, sample_posterior_predictive, and sample_posterior_predictive methods do not have trace parameters (save to trace) as pm.sample. They are hardcoded to gather the results as a large array in RAM. When sampling from large datasets (many parameters, many datapoints) the returning arrays grow in RAM and at some point become unusable, eventually leading to MemoryErrors. This could be solved by enabling user to choose way of storing the results on hard drive rather then memory, using the MultiTrace functionality.
The text was updated successfully, but these errors were encountered:
twolodzko
changed the title
Add trace parameter to Approximation.sample, sample_prior_predictive, and sample_posterior_predictive
Add trace parameter to Approximation.sample and sample_prior_predictive
Jul 18, 2019
twolodzko
changed the title
Add trace parameter to Approximation.sample and sample_prior_predictive
Enable saving samples to hard drive for Approximation.sample, sample_prior_predictive, and sample_posterior_predictive
Jul 18, 2019
I think in current master sample_posterior_predictive and similar methods do have trace parameters. So I guess this feature request is already statisfied.
At this moment
Approximation.sample
,sample_posterior_predictive
, andsample_posterior_predictive methods
do not havetrace
parameters (save to trace) aspm.sample
. They are hardcoded to gather the results as a large array in RAM. When sampling from large datasets (many parameters, many datapoints) the returning arrays grow in RAM and at some point become unusable, eventually leading to MemoryErrors. This could be solved by enabling user to choose way of storing the results on hard drive rather then memory, using theMultiTrace
functionality.The text was updated successfully, but these errors were encountered: