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
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!