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Support multi-threaded sampling in other NUTS services #3204

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WardBrian opened this issue Jul 10, 2023 · 0 comments · Fixed by #3212
Closed

Support multi-threaded sampling in other NUTS services #3204

WardBrian opened this issue Jul 10, 2023 · 0 comments · Fixed by #3212
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@SteveBronder
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code cleanup feature

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@WardBrian
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Summary:

Currently, sampling multiple chains in parallel is available for the hmc_nuts_diag_e_adapt and hmc_nuts_dense_e_adapt functions but not others:

  • hmc_nuts_unit_e_adapt
  • hmc_nuts_unit_e
  • hmc_nuts_diag_e
  • hmc_nuts_dense_e

Adding the necessary overloads to support this feature in those services would let us dramatically simplify some of the calling code in CmdStan.

Current Version:

v2.32.2
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@SteveBronder SteveBronder

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Add multi chain for the rest of the hmc nuts samplers stan-dev/stan
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@SteveBronder @WardBrian