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avibryant's profile
Avi Bryant
Avi Bryant
Avi Bryant
@avibryant

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Avi Bryant

@avibryant

Happiest when working on Random Forests from random beaches.

Galiano Island
avibryant.com
Joined November 2006

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    1. Peadar Coyle‏ @Springcoil Sep 2
      Replying to @fulhack

      Hmm how big are your data sets? I think sadly the solution for you will be either emcee or tensorflow probability. The latter I've no experience of

      1 reply 0 retweets 2 likes
    2. Erik Bernhardsson‏ @fulhack Sep 2
      Replying to @Springcoil

      I’ve played around w both and I like emcee a lot but it doesn’t have NUTS so sometimes it’s a bit slow for large datasets. Not the end of the world I guess

      3 replies 0 retweets 0 likes
    3. Justin Bozonier‏ @databozo Sep 2
      Replying to @fulhack @Springcoil

      Curious also how big this dataset is?

      2 replies 0 retweets 0 likes
    4. Erik Bernhardsson‏ @fulhack Sep 2
      Replying to @databozo @Springcoil

      Usually around 1M observations with 100 features each. Which i guess isn’t very much but enough to et pymc3 to break

      1 reply 0 retweets 2 likes
    5. Peadar Coyle‏ @Springcoil Sep 2
      Replying to @fulhack @databozo

      Hmm that is indeed a big model in Bayesian terms. What specifically breaks?

      1 reply 0 retweets 0 likes
    6. Erik Bernhardsson‏ @fulhack Sep 2
      Replying to @Springcoil @databozo

      It’s been a while so I don’t remember but think it segfaulted

      1 reply 0 retweets 0 likes
    7. Peadar Coyle‏ @Springcoil Sep 2
      Replying to @fulhack @databozo

      You might want to retry it, since there have been performance improvements. I'd be interested in what causes your segfault though. Cc @pymc_devs

      1 reply 0 retweets 1 like
    8. Colin Carroll‏ @colindcarroll Sep 2
      Replying to @Springcoil @fulhack and

      I've started switching to minibatch advi when data is like 100k x 50, but that opens a whole other set of problems, especially for uncertainty estimates.

      2 replies 0 retweets 1 like
    9. Peadar Coyle‏ @Springcoil Sep 2
      Replying to @colindcarroll @fulhack and

      Alas this is kinda where we are with state of the art samplers for large scale datasets... :(

      1 reply 0 retweets 1 like
    10. Erik Bernhardsson‏ @fulhack Sep 2
      Replying to @Springcoil @colindcarroll and

      emcee works fine w large datasets though, since you just give it a log likelihood function that can do anything. I also find that a bit easier to work with. And no Theano/TF dependencies. Just wish it had NUTS

      5 replies 0 retweets 0 likes
      Avi Bryant‏ @avibryant Sep 2
      Replying to @fulhack @Springcoil and

      If you can share it, I'd be curious to benchmark your 1M observation model in https://github.com/stripe/rainier . (Which would completely fall over in the release version, but scale is what I'm working on right now).

      11:59 AM - 2 Sep 2018
      • 2 Likes
      • Francisco Sosa Colin Carroll
      1 reply 0 retweets 2 likes
        1. New conversation
        2. Peadar Coyle‏ @Springcoil Sep 2
          Replying to @avibryant @fulhack and

          Do you think it's possible in Ranier?

          1 reply 0 retweets 0 likes
        3. Avi Bryant‏ @avibryant Sep 2
          Replying to @Springcoil @fulhack and

          I think so once I finish these changes (should be ready in 1-2 weeks).

          1 reply 0 retweets 1 like
        4. Peadar Coyle‏ @Springcoil Sep 2
          Replying to @avibryant @fulhack and

          Curious about why Pymc3 would struggle with that scale and why Rainier won't ..

          0 replies 0 retweets 0 likes
        5. End of conversation

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