pymc-devs / pymc-devs/pytensor
Add option to implement vectorized hessian/jacobian
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gradients
vectorization
- Dominant language
- Python
- Stars
- 644
- Forks
- 208
- Avg merge
- 2d 14h
- Merged PRs (30d)
- 16
Description
Description
In some cases we may get more performant graphs for hessian/jacobian using the automatic vectorization + index lifting instead of scan looping.
We may want to try to lift indexing before we vectorize. This has helped create much cleaner graphs in some client work we are doing.
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
No file, test, or entry point is identified in the issue. Start by locating the Hessian/Jacobian implementation and its scan-loop and vectorization paths, then determine how indexing could be lifted before vectorization; done means an option produces equivalent, validated graphs and performance results.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- python
- Domain
- performance
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 25/100