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Enable JIT compilation for Pyro inference methods? #22

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null-a opened this issue Oct 2, 2019 · 1 comment
Open

Enable JIT compilation for Pyro inference methods? #22

null-a opened this issue Oct 2, 2019 · 1 comment

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@null-a
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null-a commented Oct 2, 2019

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@neerajprad
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I think we should do this by default. I have found NUTS on many models to be 2-4 times faster with JIT, but due to some complexity that has been added to PyTorch's JIT lately, compilation can take a significant time for certain models, so it might be worth having an no-jit override option.

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