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@twiecki twiecki commented Nov 12, 2016

With @jsalvatier I identified a speed-up in the implementation of NUTS where the energy E0 was recomputed unnecessarily (#1020). This PR moves that computation outside of the inner loop which gave a significant 1.5x speedup in my limited experiments (would be helpful if someone tries this on their own setup).

@twiecki twiecki changed the title Nuts speed up Nuts speed up ~1.5x Nov 12, 2016
@twiecki twiecki mentioned this pull request Nov 12, 2016
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@springcoil springcoil left a comment

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LGTM - I say we merge this

@springcoil springcoil merged commit 082c982 into master Nov 12, 2016
@springcoil springcoil deleted the nuts_speed_up branch November 13, 2016 11:56
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2 participants