tensorflow / tensorflow/probability

MCMC samples fill up GPU memory, how do I get model prediction only.

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Description

I'm trying to fit a BNN using nuts, even though the model is not very large, the mcmc samples fill GPU memory really fast. I wonder f there is away to discard the samples and just compute the model predictions at each step of the NUTS sampler. This would drastically reduce the memory overhead needed to store the samples, which I do not really need.

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Research direction

No files or tests are named. Start by locating the NUTS sampler's MCMC sample storage and prediction-related entry points, then determine how predictions could be retained without retaining samples. Done should mean model predictions remain available while GPU memory is not filled by stored MCMC samples.

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Assessment

Tech stack
tensorflow
Domain
machine-learning
Issue type
Feature
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
25/100

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