Parallelized DiscreteHMM.sample()
#3053
Merged
Conversation
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
fritzo
requested changes
Mar 22, 2022
There was a problem hiding this comment.
Nice work @ordabayevy! The algorithm looks good to me.
Could you update the docstring to reflect complexity changes, in particular the two paragraphs
This uses [1] to parallelize over time, achieving O(log(time)) parallel
complexity for computing :meth:log_proband :meth:filter.
and
The :meth:
samplemethod is sequential (not parallized), slow, and memory
inefficient. It is intended for data generation only and is not recommended
during inference.
fritzo
approved these changes
Mar 22, 2022
|
Thanks for reviewing @fritzo ! |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
2 participants
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
This is a follow up PR to #3050 that proposes to use sampling approach based on parallel-scan algorithm.