If you want another example, I saw this a couple days ago:
"Also exciting - we only have 27k signatures right now, and removing all the ones taking row vectors reduces that substantially to under 10k. That seems doable pretty easily, and we can convert without performance penalty between row and column vector seamlessly (I believe)."
Those sound like big numbers to me! That's a real problem that DynamicHMC.jl doesn't have to worry about, for example.
I think Stan's autodiff is faster than ForwardDiff.jl/ReverseDiff.jl (other than Stan models regularly taking several minutes to compile), but I'm betting on Cassette-powered Capstan/Zygote getting there in the next few years.
"Also exciting - we only have 27k signatures right now, and removing all the ones taking row vectors reduces that substantially to under 10k. That seems doable pretty easily, and we can convert without performance penalty between row and column vector seamlessly (I believe)."
https://discourse.mc-stan.org/t/compiling-the-math-library-i...
Those sound like big numbers to me! That's a real problem that DynamicHMC.jl doesn't have to worry about, for example.
I think Stan's autodiff is faster than ForwardDiff.jl/ReverseDiff.jl (other than Stan models regularly taking several minutes to compile), but I'm betting on Cassette-powered Capstan/Zygote getting there in the next few years.