I have invested lotsa lotsa time changing my code that was based on saved pystan2 fits, and calling pystan2 estimates, so that it works with pystan3, since the fora said pystan2 ain’t cool (supported) any more (or won’t be).
And then more time making my code work with both, when I ran into multiple problems trying to switch over.
Now I’ve actually run some comparisons. My estimates are something like an ordered logit typically on 5k to 20k and sometimes 80k+ samples.
The plots below show run times (and run times divided by the number of samples) for N=300 and 5000 .
(As an aside: the A/B/C/D models are increasing degrees of vectorizing my main loop. Model E also adds (back) in my extensive generated quantities.)
The tests show pystan3 a factor of nearly 2 slower than pystan2, though this difference is happily somewhat mitigated in my most-vectorized effort.
Has anyone else run into this too?
I’m running on a big GNU/Linux server, using pystan3.2 and the latest pystan2.