Is there any option inside CmdStan to profile the execution of a model? Any easy way of seeing which parts of AD are the bottlenecks etc.
If there is not, does anyone have any ideas if this is possible at all and how?
So far the best solution I have is simply brute forcing a bunch of time measurements and prints in all the functions that I presume could be bottlenecks. I also measure the time of one transition (here) and if the time execution times of the functions add up to the execution time of the transition or something close to it, I know I have found all of them.