Stan Pre-Release for Multi-Threading (reduce_sum)

Kevin Lattery Kevin Lattery

Kevin Lattery

Senior VP Methodology and Innovation at SKIM Marketing Research

发布日期: 2020年4月20日
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Last week Stan (for probabilistic programming) released a new version 2.23 with multi-threading command reduce_sum. My initial testing shows it is much faster than a single core. Chart below shows time with a single core at 100% (no reduce_sum) and the time saved with multiple cores using reduce_sum.

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Used mean time of 5 runs for each thread. Pre-release does not work with RStan yet. Models estimated using CmdStanR with same initial seed.


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