adamhaber / stan2tfp

stan2tfp is a lightweight interface to the TensorFlow Probability backend of the Stan compiler. It provides the necessary objects and functions to compile a Stan program and fit the model to data using TFP.

Is stan2ftp running faster than tfp?

xiaolongluo1979 opened this issue 2 years ago · comments

xiaolongluo1979 commented 2 years ago

Hi, I am frustrated that running MCMC with TFP is very slow. A recent post (https://statmodeling.stat.columbia.edu/2021/11/20/design-choices-and-user-experience-in-stan-and-tensorflow-probability/) seems to confirm my experience.

I have not tried stan2ftp yet. Wonder if it may helps the speed issue. Thanks.