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> switching to a diagonal mass matrix That's an interesting comment. We've always used Stan's default of a diagonal, but I think we'd benefit from mixed metri
by marmaduke 7y ago
> switching to a diagonal mass matrix
That's an interesting comment. We've always used Stan's default of a diagonal, but I think we'd benefit from mixed metrics, which doesn't seem possible in Stan, but looks somewhat doable in some of the HMC libs in Julia.
> Given how common it is for folks to run Stan over night or for a week to study prior sensitivity
Yes, we changed the walltime on our Slurm cluster to support Stan Jobs running up to a week long, have used multiple million core hours on this. Stan still isn't so shabby but it's a hard problem.
> I'm defending this week, and next Monday will be my first day in an industry job.
Good luck and congrats on the job. You'll probably have to bite your tongue and look for opportunities where Julia's advanced compilation model (as you described well above) is going to more than pay for the cost of deployment/extra language etc.