stan-dev / stan-dev/math

map_rect functions aren't able to make use of vectorized forms

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#955 13 comments 0 reactions 1 assignee View on GitHub

@seantalts is already working on this.

Since Jul 26, 2018.

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Description

Summary:

map_rect needs a vectorized version, essentially.

Description:

Right now, map_rect specifies that it takes in a function that operates on a single row of a dataset, even if a node is executing that code on a much larger chunk of data at once. We can find speed improvements if we create a version that specifies a user defined function that operates on a chunk of data instead of a single row.

Expected Output:

A new map_rect type signature where the UDF takes in a vector and likely has controllable chunk sizes or chunking broadly.

Tagging @wds15 and @yizhang-cae - either of you have a semi-realistic but fake data set and model that is useful for something like this? I guess it'd be anything with a ton of observations on a vectorized lpdf.

Current Version:

v2.18.0

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