Does reduce_sum assist in MLE computation?

Hello all. I was wondering if there was any parallelism built in for MLE estimation in a Stan model? Does reduce_sum assist in the optimization for the MLE?

Any information here would be most welcome!

1 Like

Reduce_sum speeds up the log lok. evaluation…no matter what type of estimation…so it’s also speeding up mle estimation


So this only works if there are more processes to compute the reduce_sum chunks.

How can we specify to use more processes when calling optimize?

What interface are you using?

cmdstanpy. I saw the thread for implementing it using cmdstanr.