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OPVI speedup #2759

Merged
merged 10 commits into from
Dec 19, 2017
Merged

OPVI speedup #2759

merged 10 commits into from
Dec 19, 2017

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ferrine
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@ferrine ferrine commented Dec 19, 2017

Fixes speed issues with OPVI and also fixes memory leak with cache
CC @junpenglao @aseyboldt

@junpenglao
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Good job @ferrine, i can confirm speed up (around 25% increase, tested using advi and fullrank_advi)

@junpenglao junpenglao merged commit 1cdd163 into pymc-devs:master Dec 19, 2017
@twiecki
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twiecki commented Dec 19, 2017

Relieved this is fixed. I think we should release 3.3 or 3.2.1 for this (and the few other changes).

@junpenglao junpenglao mentioned this pull request Jan 7, 2018
4 tasks
jordan-melendez pushed a commit to jordan-melendez/pymc3 that referenced this pull request Feb 6, 2018
* fix scan op redundancy

* fix clear cache

* Better solution for caching

* Redundant usages of memoize

* Clear cache function

* clear cache

* fix testing

* fix unused import

* fix imports

* fix imports
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3 participants