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Benchmark/Optimization of the MH sampling #81

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NicoRenaud opened this issue Mar 9, 2021 · 0 comments
Open

Benchmark/Optimization of the MH sampling #81

NicoRenaud opened this issue Mar 9, 2021 · 0 comments

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@NicoRenaud
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The sampling used by default Metropolis use a simple metropolis hasting sampling. I have done zero effort to optimize the code nor or CPU/GPU. As it is a central part of the code it would be great to see if we can improve its performance.

We should try to optimize it on a single CPU/GPU and we will use Horovod (or similar) to distribute over multiple GPUs.

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