Hi @fehiepsi and @neerajprad, I’d like to perform a long MCMC inference in Pyro on GPU. I have two latent variables: one x
of size about 2000, one y
of size about 200000. My model’s geometry looks good and NUTS tunes to step size of about 0.03 which I believe is reasonable.
My problem is that I care only about the smaller variable x
and would like to discard samples from the larger variable y
during inference (to save memory) and avoid reporting on y
in mcmc.summary()
. Is there a way to ignore some latent variables when saving samples, e.g. some way to do this with hook_fn()
? Thanks in advance!