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As I understand it Tensorflow does not handle a large number of variables very well[0], which is the killer feature of NUTS in pymc3. This makes it a bit of a n
by diab0lic 9y ago
As I understand it Tensorflow does not handle a large number of variables very well[0], which is the killer feature of NUTS in pymc3. This makes it a bit of a non-starter for pymc3.
[0] https://github.com/pymc-devs/pymc3/issues/1650 https://github.com/pymc-devs/pymc3/issues/1650
- shoyer 9y agoThat comment states that TensorFlow does not handle a large number of operations well, not a large number of variables. There's a large difference between those statements :). But yes, the general point is correct, especially for models that do not use many matrix multiplications.
- diab0lic 9y agoOops! Right you are. I just recalled that there was some issue with a large number of <insert important item for MCMC here>. I should have reread the threat before linking it.