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Support parallel argument to predictive #398

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fehiepsi opened this issue Oct 12, 2019 · 1 comment
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Support parallel argument to predictive #398

fehiepsi opened this issue Oct 12, 2019 · 1 comment
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@fehiepsi
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In Pyro MCMC predictive, we have a parallel keyword to resolve the plate issue pyro-ppl/pyro#1995. JAX supports batching out of the box. However,
using vmap for a large num_samples and a large model will consume much more memory. I faced memory issue in training bnaf for covtype dataset and using lax.map solves the problem.

Probably we should change the keyword to sequential to avoid confusion.

@neerajprad
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That's a good idea, we should have this.

@fehiepsi fehiepsi added this to the version 0.2.1 milestone Oct 25, 2019
@fehiepsi fehiepsi closed this as completed Nov 5, 2019
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