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Use scipy samplers directly for discrete distributions #34

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neerajprad opened this issue Mar 13, 2019 · 0 comments
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Use scipy samplers directly for discrete distributions #34

neerajprad opened this issue Mar 13, 2019 · 0 comments
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@neerajprad
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Due to issues like jax-ml/jax#480, it makes sense to use discrete samplers directly from scipy and then transfer the results back to device using jax.device_put(). I checked that this is often an order of magnitude faster for the CPU, and should be safe since the samplers aren't reparametrized. Once we have have a JAX native multinomial distribution, we can change to that later.

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